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 comprehending P&L, funding, and CDS contract terms—tailored for front-office and risk professionals in finance.

4 to 360 hours of flexible workload
certificate valid in your country
What Will I Learn?
This Credit Default Swaps 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, and establishing monitoring, stress testing, and governance protocols 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.
- Analyse 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 establishing triggers, rebalancing, and recording governance procedures.
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
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