4th Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management 2020

The 4th Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management 2020 is dedicated to strategic risk management to minimise the implications of CCP default and bilateral initial margin rules of CCR.

Topics

• Exposure to CCP risk through effective risk modelling and strategic risk management decisions in counterparty risk
• The concentration risk coming from clearing members and the impact of clearing member default on the financial market
• The implications of initial margin reforms for counterparty risk with focus on the next two waves and quality of collateral
• How the transition to a risk free rate brings rise to documentation risk and in turn counterparty risk

Who should Attend

Heads of:

• Counterparty Credit Risk
• CCP Risk
• Clearing Risk
• Head of OTC Clearing
• Head of Clearing Risk
• Head of Risk modeling
• Risk modeler / risk quant
• Quantitative Analytics