Credit default swaps course
Gain mastery in Credit Default Swaps using practical tools for pricing, hedging single-borrower loans, handling basis and counterparty risks, and grasping P&L, funding, and CDS contract details—tailored for front-office and risk professionals in finance.

flexible workload of 4 to 360h
valid certificate in your country
What will I learn?
This course equips you with a practical toolkit to grasp CDS fundamentals, contract terms, and credit events, and apply them to hedging single-borrower loans. Master sizing notionals, selecting maturities, pricing protection, interpreting DV01 and mark-to-market, managing basis and counterparty risks, plus setting up monitoring, stress testing, and governance for effective credit protection.
Elevify advantages
Develop skills
- Price CDS trades by linking spreads, hazard rates, and recovery rates in quick calculations.
- Structure CDS hedges by sizing notionals, selecting tenors, and handling roll risk.
- Analyze loan and CDS P&L through mark-to-market, hedge costs, and spread movements.
- Manage CDS risks including basis, counterparty, liquidity, and recovery or model risks.
- Monitor CDS hedges by setting triggers, rebalancing, and documenting governance steps.
Suggested summary
Before starting, you can change the chapters and the workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.What our students say
Your classes are perfect. I got the one-year package and finally have the chance to follow several topics I'm interested in without having to switch platforms... I appreciate everything you do, I've already recommended you to others...

Giulio CarloDigital Marketing Student
I like how the lessons are straight to the point and how I can switch chapters and skip content I don't need.

Mariana FerresPhotography Student
I like the content and the way the videos are presented and transcribed, which speeds up the process!

Luciana AlvarengaNail Design Student
The platform is fast and easy to use. The variety of content and the supplementary videos really help with learning.

Giulio CarloPrompt Engineering Student
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