🎯 Goals: It consists of addressing the most relevant aspects in the measurement and management of Counterparty Risk and CVA, as well as the Capital requirements for risk consumption in the banking sector required by Basel II and III. With a theoretical-practical approach, they will learn the main tools for management, monitoring and control of counterparty risk, including fundamental concepts, regulatory standards and key metrics, distinguishing between the components of counterparty risk that have a direct impact on the income statement and those that correspond to capitalization requirements, in line with Basel Committee standards. 💻 Modality: Virtual / Live. 📅 Start date: July 29, 2025. Duration: 5 Classes (10 Hours) ✉ Registration and Inscriptions: Email: derivatives@riskmathics.com Whatsapp: +52 55 7948 9801 More information and online payment: www.riskmathics.com Follow RiskMathics Financial Institute on: * Instagram: https://www.instagram.com/riskmathics_financial/ * Facebook: https://www.facebook.com/RiskMathicsFI * LinkedIn: https://www.linkedin.com/in/riskmathicsfi/ * X: https://twitter.com/RiskMathicsFI * YouTube: /@RiskMathicsFI * TikTok: https://www.tiktok.com/@riskmathicsinc