Counterparty risk and SA-CCR
View AgendaKey reasons to attend
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Understand capital requirements regulation
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Learn how to approach a crisis scenario
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Focus on foreign exchange implications on counterparty risk
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About the course
Leading industry experts will explain how they navigate counterparty risk frameworks and practices in times of volatility. Participants will enhance their understanding of how to manage counterparty risk as well as learn about the latest developments to the SA-CCR by evaluating the effect of risk-weighted assets.
This learning opportunity will explore the mitigation of counterparty credit risk exposure, providing useful tools for the integration of ESG factors into counterparty risk frameworks. Participants will explore practical examples of the impact of counterparty risk and SA-CCR, its implementation timeline and current regulatory landscape. Interactive sessions connect the expert tutor and the participants through active discussion, Q&As and polls.
Flexible pricing options:
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Early-bird rate: book in advance and save $200
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3-for-2 group rate: book three delegates for the price of two and save more than $2,000
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Season tickets: book a team of 10 or more and save up to 50%
Learning objectives
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Employ effective counterparty risk management practices
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Integrate environmental, social and governance (ESG) factors into counterparty evaluations
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Confront the challenges associated with over-the-counter derivatives
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Evaluate the difference between third-party and custodian models
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Assess models for counterparty credit risk management
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Navigate the default management process
Who should attend
Relevant departments may include but are not limited to:
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Counterparty risk
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Clearing
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Credit risk
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Risk management
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Model risk
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Fixed income
Agenda
Sessions:
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Counterparty credit risk (CCR) and risk management frameworks
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CCR management and exposures for banks
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Overview of counterparty risk
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Deep dive into the SA-CCR framework
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ESG factors for counterparty risk management
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Global regulatory landscape of IM
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
Pre-reading materials
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