Smart About Risk  


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.