Our Counterparty Credit Risk (CCR) and Credit Valuation Adjustment (CVA) training is designed to give participants both practical skills and regulatory context, rooted in lessons from the 2008 Global Financial Crisis.

The crisis revealed how unrecognized counterparty exposures and mispriced credit risk in derivatives amplified systemic losses, which led to the Basel III reforms introducing stricter capital requirements and dedicated CCR & CVA capital charges. In this training, participants will explore exposure measurement (EPE, PFE), wrong-way risk, CVA pricing and hedging, and the regulatory implications under Basel III/IV.

The program also provides a clear introduction to regulatory models such as the Standardized Approach for Counterparty Credit Risk (CCR-SA) and the Basic Approach for CVA risk (CVA-BA), helping participants connect theoretical concepts with real-world supervisory expectations. Case studies and exercises ensure participants gain both technical knowledge and practical application skills in managing counterparty risk.