Credit risk is the oldest form of risk in financial markets. En 2012, EMIR has introduced new rules for dealing of FDI and for the management of risk of those FDI. This course provides participants with a good understanding of how credit risk and counterparty risk are managed in the investment fund industry for both UCITS and AIFs.
Course content
Credit and Counterparty Risk Management for UCITS Funds
Introduction and Definitions
Credit Risk
Diversification Rules
Measurements
Counterparty Risk
European Market Infrastructure Regulation (EMIR)
Managing Credit Risk and Counterparty Risk for AIFs
