SA-CCR and IMM 2016

Topics

• Methods dealing with the capital floor for IMM and solutions to calculate SA-CCR into IMM
• The latest developments of SA-CCR and the impact on vanilla, hybrid and bespoke products
• The SA-CCR in conjunction with wider capital regulations such as FRTB, Leverage Ratio and Initial Margin
• A practical implementation timeline and proactive techniques to overcome challenges presented by SA-CCR
• The impact of SA-CCR on capital, RWA and capital sensitive products

Who should Attend

Senior attendees involved or interested in:

• Counterparty Exposure
• Counterparty Risk
• Risk
• Counterparty RIsk Quant
• Capital Modelling
• Capital Management