About This Event
“Know exactly who you are exposed to before the market tests it for you.”
Prepares executives to assess sovereign, bank and counterparty credit risk within reserve portfolios, building robust approval frameworks for eligible counterparties and instruments before the next credit cycle turns.
What You'll Explore
An approved-counterparty and collateral framework ready for adoption
A rehearsed response to a live counterparty default exercise
Working command of rating agency and internal scoring methodologies
Clear limit-setting logic your credit committee can defend
A working comparison of rating-agency and internal scoring methods
Who Should Attend
Open to all qualifying staff — particularly: Credit Committee Members, Treasury Directors, Counterparty Risk Heads.
Why This Course Matters
Sovereign & Bank Exposure
Assess the credit standing of the sovereigns and banks reserves are actually placed with.
Approved-Counterparty Discipline
Build limit-setting and collateral frameworks that survive an audit.
Default-Ready Governance
Rehearse a counterparty default through a structured exercise before it happens for real.
Programme
Day 1
Sovereign & bank credit risk fundamentals
Assess the actual creditworthiness of the entities your reserves are placed with.
Day 2
Rating agency methodologies & internal credit scoring
Compare rating agency methodologies against an internal credit-scoring approach.
Day 3
Counterparty limit-setting & collateral frameworks
Build frameworks designed to survive an audit.
Day 4
Credit derivatives & risk mitigation instruments
Learn how mitigation instruments manage concentrated counterparty exposure.
Day 5
Counterparty default exercise & board reporting
Run a live counterparty default exercise and produce the board report that follows.
Standards & Faculty Benchmark
Basel Committee counterparty credit risk framework
Market, credit, operational and FRTB risk principles underpinning the risk-track courses.
IIF sovereign risk guidance
Referenced directly in this course's curriculum design.
The Basel Committee's counterparty credit risk framework and IIF sovereign risk guidance are what external reviewers will measure your limit-setting against.
Is This Right for You?
- ☑You sit on a credit or counterparty risk committee
- ☑Your institution places reserves with external banks or sovereigns
- ☑You need governance-ready frameworks, not theory
Good to Know
Designed around setting and approving exposure limits, useful whether you approve them or build the models behind them.
The Bottom Line
Return with a counterparty framework already rehearsed against a real default, not one that has only ever been discussed in theory.
Recommended For
Open to all qualifying staff — particularly: Credit Committee Members, Treasury Directors, Counterparty Risk Heads.