Smart About Risk  


Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers


The seminar CCR and CVA is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements. 

Objectives of the seminar

At the beginning of the seminar, participants will be introduced to the issues of credit risk modeling and valuation, methods of measuring and managing counterparty credit risk (CCR) and calculating the amount of future exposure to the counterparty. In the next part of the seminar, the concept of Credit Valuation Adjustment (CVA), the method of its calculation and the problems associated with the implementation of the calculation in practice will be discussed in detail. Finally, participants will be introduced to the measurement and management of CCR and CVA risk, including the calculation of the capital requirement.

For whom it is intended

The seminar is intended primarily for specialists of banks and other credit institutions who are responsible for risk management and compliance. It is also intended for lawyers and internal auditors.



  1. Introduction to CCR and CVA
  2. Credit risk models and valuation of credit instruments
  3. Counterparty credit risk (CCR)
  4. Counterparty exposure
  5. Capital requirement for CCR according to BASEL II
  6. Standardized Approach to Counterparty Credit Risk (SA CCR) according to CRR2
  7. Simplified SA-CCR according to CRR2
  8. CVA concept
  9. CVA and banking regulation
  10. New capital requirements for CVA
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.