Counterparty risk and the SA-CCR
About the course
Market events, such as the collapse of Archegos, demonstrate how quickly exposures can become significant losses, emphasising the importance effective management of counterparty risks and their impact on maintaining financial resilience.
This course offers a comprehensive overview of counterparty risk, covering the regulatory landscape, mitigation strategies, core components of SA-CCR, central clearing and bilateral margin requirements.
Participants will explore best practices for integrating counterparty risk into enterprise risk frameworks, including the role of the credit valuation adjustments and stress-testing. Key sessions will analyse the design, use and calculation methodology of SA-CCR, while also examining its limitations and impact on key financial instruments.
This training will highlight best practices for mitigating counterparty credit risk, including detailed discussions on IM and WWR.
By the end of the course, participants will be equipped to ensure compliance with evolving regulatory requirements and strengthen counterparty risk management practices in their organisations.
What participants say:
“Everything ran smoothly and on time. The content was very thought provoking and eye opening
Learning objectives
- Evaluate techniques for mitigating counterparty credit risk
- Calculate and interpret key counterparty credit risk metrics, including CVA
- Examine the design, importance and components of the SA-CCR
- Compare the internal models method to the standardised approach and identify risks
- Apply the SA-CCR methodology to calculate exposure at default
- Analyse central clearing and bilateral margin requirements
Who should attend
Relevant departments may include but are not limited to:
- Counterparty risk
- Clearing
- Risk management
- Credit risk
- Regulatory compliance
- Collateral management
- Derivatives trading
- Quantitative analysis
- Market risk
- Model risk
- XVA and CVA
- Treasury
- Enterprise risk
Agenda
Registration
October 20–22, 2026
Online
13:30 BST
$2,499
Enquire about:
- Agenda and registration process
- Group booking rates
- Customisation of this programme
- Season tickets options
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
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