Approaches to Managing Counterparty Risk 2016

Topics

• CVA charge and counterparty risk under Basel III and CRD IV
• Best practice for managing counterparty risk in a financial institution
• Key risk factors for counterparty credit risk stress testing
• Strategies to address Basel III compliant collateral modelling and wrong way risk
• Regulatory developments including the standardised approach to counterparty credit risk
• Exposure to central counterparties

Who should Attend

• Risk Managers/Analyst
• Traders
• Derivative Operations
• Credit Risk Management/Analyst/Consultant
• Exposure Management
• Collateral Management
• Regulatory and Risk Reporting
• Heads of Compliance
• Market Risk Analyst
• Quantitative Analyst