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.

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This Credit Default Swaps Course equips you with a practical toolkit to grasp CDS basics, contract terms, and credit events, then use them for real single-borrower loan hedges. Master sizing notionals, selecting maturities, pricing protection, reading DV01 and mark-to-market, handling basis and counterparty risks, plus establishing monitoring, stress testing, and governance for effective, cost-efficient 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 workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.What our students say
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