Introduction

The contemporary banking landscape operates under intense structural pressure, driven by rapid capital compression, intensifying regulatory scrutiny, and a massive surge in non-bank financial institution (NBFI) interconnectivity. Counterparty Risk Management for Banks Training Course provides credit risk professionals with the advanced framework required to identify, quantify, and mitigate counterparty defaults before they crystallize. By translating complex technical concepts such as asymmetric mark-to-market migrations and synthetic risk transfers into actionable institutional strategies, this course shifts risk management from a lagging compliance burden into a dynamic source of competitive edge.

This masterclass explicitly addresses these modern friction points by blending quantitative modeling, such as Credit Valuation Adjustment (CVA) engineering, with agentic AI-driven early warning systems. Participants will emerge equipped to defend credit risk judgments against intrusive supervisory reviews, optimize capital velocity across central clearing counterparty (CCP) channels, and protect their institution’s balance sheet against rapid, correlated systemic contagion.

Programme Curriculum

Counterparty Risk Management for Banks Training Course

Introduction

Course Duration

5 days

Course Objectives

By the conclusion of this high-impact masterclass, participants will achieve the following critical milestones:

Deconstruct the structural impacts of Basel IV and CRR III on counterparty credit risk (CCR) capital requirements and RWA calculations.
Architect forward-looking Early Warning Systems (EWS) using predictive AI triggers and consensus credit data to catch counterparty distress 6 to 8 months ahead of agency downgrades.
Master the mathematical mechanics of Potential Future Exposure (PFE), Expected Positive Exposure (EPE), and Mark-to-Market (MtM) volatility simulation.
Engineer complex Credit Valuation Adjustment (CVA), Debt Valuation Adjustment (DVA), and Funding Valuation Adjustment (FVA) pricing frameworks (collectively known as XVA).
Optimize collateral velocity and liquidity buffers through the technical application of the Standardized Approach for Counterparty Credit Risk (SA-CCR).
Evaluate the structural risk profiles of unrated counterparties, private credit funds, shadow banking entities, and complex NBFIs.
Formulate legally airtight ISDA Master Agreements and Credit Support Annex (CSA) mandates featuring advanced cross-product netting clauses.
Implement high-fidelity macro stress testing protocols and on-demand scenario simulations to isolate correlation risks during periods of systemic liquidity crunches.
Manage central clearing dynamics by assessing the default waterfalls, margin requirements, and recovery rules of Central Counterparties (CCPs).
Deploy advanced risk mitigation toolkits including Synthetic Risk Transfers (SRT) and credit derivatives to dynamically free up trapped regulatory capital.
Synthesize qualitative Environmental, Social, and Governance (ESG) criteria and climate-risk migration metrics directly into quantitative counterparty internal ratings.
Defend internal risk modeling methodologies and portfolio concentration limits during intensive supervisory audits and regulatory stress tests.
Structure cross-functional intent-driven workflows that align the front-office trading desk, the second line of defense (2LoD) risk teams, and treasury operations.

Target Audience

Chief Risk Officers (CROs) & Directors of Credit Risk.
Head of XVA Desks & Quantitative Risk Analysts.
Treasury Asset-Liability Managers (ALM).
Structured Finance & Derivatives Traders.
Regulatory Compliance Officers & Legal Counsel.
Portfolio Managers & Private Credit Investment Officers.
Model Validation & Internal Audit Specialists.
Central Bank Supervisors & Prudential Regulators

Course Modules

1.Module 1: The Basel IV & CRR III Regulatory Shift.

The Output Floor Mechanic.
SA-CCR Deep Dive.
Large Exposure Limits.
Jurisdictional Asymmetry
Case Study: The RWA Capital Inflation Shock.

2.Module 2: Advanced XVA Valuation & Pricing Engineering.

CVA & DVA Calculations.
Funding Valuation Adjustment (FVA).
Wrong-Way Risk (WWR).
The New Regulatory CVA Framework
Case Study: The Sovereign Currency Swaps Default.

3.Module 3: Collateral Management, Netting, and Legal Optimization.

Bilateral Margin Rules
ISDA/CSA Architecture.
Collateral Velocity & Rehypothecation.
Dispute Resolution Frameworks.
Case Study: The Archegos Capital Collapse.

4.Module 4: Central Clearing (CCP) Dynamics & Waterfall Architecture.

CCP Risk Profiles.
The Default Waterfall
Hypothetical Capital Charges
Recovery & Resolution Plans.
Case Study: The LME Nickel Short Squeeze.

5.Module 5: Opaque Counterparties: Private Credit, Funds, & NBFIs.

Unrated Counterparty Valuation.
Shadow Banking Interconnectivity.
Private Credit Fund Diligence.
Look-Through Approaches.
Case Study: The Private Credit Fund Run Scenario.

6.Module 6: Predictive Early Warning Systems & AI Integration.

AI-Driven Signal Analytics.
Consensus Data Integration.
Automated Watchlist Operations.
Transition Matrix Modeling.
Case Study: The Automated Steel Conglomerate Watchlist

7.Module 7: Dynamic Stress Testing & Macro Scenario Simulation.

On-Demand Scenario Design.
Systemic Contagion Channels.
Liquidity Horizon Analysis.
Capital Preservation Planning.
Case Study: The 2026 Geopolitical Energy Shock Sim.

8.Module 8: Capital Optimization & Synthetic Risk Transfers (SRT).

Synthetic Securitization Mechanics.
RWA Capital Relief.
Originate-to-Distribute (OtD) Evolution.
Strategic Pricing Alignments.
Case Study: Project Resolute Capital Relief.

Training Methodology

Interactive lectures and presentations.
Group discussions and brainstorming sessions.
Hands-on exercises using real-world datasets.
Role-playing and scenario-based simulations.
Analysis of case studies to bridge theory and practice.
Peer-to-peer learning and networking.
Expert-led Q&A sessions.
Continuous feedback and personalized guidance.

Register as a group from 3 participants for a Discount

Send us an email: info@fineskilltrainingcenter.org or call +254769199797

Certification

Upon successful completion of this training, participants will be issued with a globally- recognized certificate.

Tailor-Made Course

We also offer tailor-made courses based on your needs.

Key Notes

a. The participant must be conversant with English.

b. Upon completion of training the participant will be issued with an Authorized Training Certificate

c. Course duration is flexible and the contents can be modified to fit any number of days.

d. The course fee includes facilitation training materials, 2 coffee breaks, buffet lunch and A Certificate upon successful completion of Training.

e. One-year post-training support Consultation and Coaching provided after the course.

f. Payment should be done at least a week before commence of the training, to Fineskill Training Center account, as indicated in the invoice so as to enable us prepare better for you.

Skills & Software Covered

Counterparty Risk Credit Risk Management Exposure Analysis Risk Mitigation

Programme Fee

Duration: 5 Days

Method: Online or Physical

Online Price: $1,000

Physical Price: $1,500

Certification: Accredited Certificate

View Available Dates 📄 Download Course Outline (PDF)

Available Sessions

Location

Month

Year

Oct 26 2026

26 Oct — 30 Oct 2026

💻 Online / Virtual session

Online $1,000