Workshops Structure

7 live sessions held once a week for 3hrs

These sessions will include short breaks, case studies, exercises, and Q & A sessions.
Live webinars will be recorded and uploaded to the eLearning platform.
Delegates will have licensed access to these recordings as well as eLearning material, workbooks & slides.

Key Learning Outcomes

  • Understand the need for the application of CVA/DVA/FVA (xVA) techniques and capital charges in a Bank Derivatives business
  • Understand the role of the Credit Support Annex (CSA)
  • Apply the concepts of Collateral Thresholds (TH), Minimum Transfer Amounts (MTA), Replacement Costs (RC)
  • Analyse the funding issues associated with bilateral CSA mechanisms
  • Analyse the mechanics for Single Name and Index Credit Default Swaps
  • Understand the concepts of Premium, Recovery and Default Risk
  • Analyse CDS Default Event Trigger Mechanisms
  • Analyse pricing of Single Name Credit Default Swaps (Hazard Rate Model)
  • Understand the differences between PFE, EE, EEPE
  • Analyse and model the credit profiles associated with common derivatives products such as FX Forwards, Interest Rate and Cross Currency Swaps
  • Analyse and model the credit profiles associated with common derivatives products such as FX Forwards, Interest Rate and Cross Currency Swaps
  • Calculate the capital charges associated with Counterparty Credit Risk

Course curriculum

    1. How to navigate through this course

    2. About the course

    3. Important Times and Dates

    4. Learning Materials

    1. Webinar Invitation | 17 June 2026 | 14h00 - 15h30 EAT

    2. Webinar Recording | 17 June 2026

    1. Webinar Invitation | 18 June 2026 | 14h00 - 15h30 EAT

    2. Webinar Recording | 18 June 2026

    3. Homework | Deadline: 23h00 EAT - 18 June 2026

    1. Webinar Invitation | 23 June 2026 | 14h00 - 15h30 EAT

    2. Webinar Recording | 23 June 2026

    3. Homework

    1. Webinar Invitation | 24 June 2026 | 14h00 - 15h30 EAT

    2. Excel Whiteboard | FX Swap Calculator

    1. Post Assessment

About this course

  • Free
  • 18h of live facilitator led sessions
  • Supporting workbooks & slides
  • Access replays and course materials for 30 days after last live session

Who the course is for:

  • Banks, end-users of derivatives, regulators, consultants, software providers 
  • xVA desks
  • Derivatives traders, structurers and salespeople
  • Treasury and Finance departments
  • Regulatory capital and reporting
  • Risk managers (market and credit)
  • IT, product control and legal
  • Quantitative researchers
  • Portfolio managers
  • Operations / Collateral management

Instructor

Who you will learn with

Andrew Kinsey

Course Director

Andrew has over 25 years’ experience in financial markets both for international and local (South African) institutions. He was a trader and senior manager in the derivatives and cash-trading environment, and worked as a Derivatives Trader at Nedcor, Standard Bank and Corpcapital Bank, trading foreign exchange, fixed income and equity assets. He was head of the ABN AMRO South Africa Money Market and Foreign Exchange unit. From 2008 to 2014 he was Head of Market and Trading Risk at the Purple Capital Group. This set the basis for the next period as he moved into risk management for hedge funds and in the online trading environment. This allowed him to build on his skills as a market trader to construct risk management systems, which illuminated granular market exposures as well as a communication tool for the business executives. At the same time he began to spend an increasing amount of time training and lecturing both graduates and experienced staff in market products and economics.

Social proof: testimonials

“It was very insightful and has a ton of key lessons to pick up from and utilize in the real world.”

Olerile Segaetsho | FNB Botswana

“Go for it. A wealth of knowledge awaits you.”

Grace Newa | KCB Group

“Fantastic course, would definitely recommend.”

Gachara Ng’ang’a | Stanbic IBTC

“Truly beneficial. Andrew is an encyclopedia ”

Karabo Lekwana | Rand Merchant Bank

“Very detailed and informative. The facilitator knows his subject matter.”

Rael Ndinda Mukiti | KCB Group