Counterparty Credit Risk Modeling and Management is a conference dedicated to integrate regulatory requirements such as SA-CCR and Initial Margin as well as market changes such as LIBOR and CCP risk.
Topics
- Benchmark the best approaches to forecast the bank’s exposure to CCPs
- Gain clarity from the regulators on SA-CCR, SCCL, FRTB and IM
- Optimize SIMM calculations in counterparty credit risk
- Evaluate new methods to capture market behaviour in counterparty credit risk modeling
- Strengthen data quality when building robust models for counterparty credit risk
Who should Attend
Senior attendees from Financial Institutions
