Counterparty risk management and margin requirements

  • 4 days
  • Quant & model risk
  • 8 CPD points
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Key reasons to attend

  • Understand best practices in CCP management

  • Focus on effects of margin requirements

  • Discuss models for counterparty credit risk management

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Customised Solutions

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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About the course

CCPs have grown in systematic importance and understanding how they navigate risk management frameworks and practices in times of volatility is crucial.

Sessions will allow participants to develop their understanding of collateral management and optimisation, as well as best practices regarding typical onboarding challenges of initial margin requirements. Attendees will learn methods to prevent procyclicality and the impact of new margin requirements on traditional trading models. This virtual course will delve into mitigation of counterparty credit risk exposure, providing useful tools for the application of machine learning to manage counterparty credit risk.

Each 60-minute live session allows maximum participant engagement with the detailed content, as well as the opportunity to interact with speakers through live Q&A and polls.

Learning objectives

  • Employ effective CCP risk management practices in volatile markets

  • Apply best practices for counterparty credit risk management and exposures for banks

  • Confront the challenges associated with OTC fallouts

  • Discuss the uses of AI for managing counterparty credit risk

  • Understand how to treat CVAs under FRTB rules

  • Develop robust methods to manage initial margin and prevent procyclicality

Who should attend

Relevant departments may include but are not limited to:

  • Counterparty risk

  • Clearing

  • Credit risk

  • Risk management

  • Model risk

  • Fixed income


November 7 - 10, 2022

Time zones: EMEA / Americas
Start time: 14.00 GMT / 9.00 EST
Finish time: 16.15 GMT / 11.15 EST


  • Risk management of CCPs

  • ESG factors for counterparty risk management 

  • Default management process

  • Counterparty credit risk management and exposures for banks

  • Using AI and machine learning to manage counterparty and credit risk 

  • Collateral management and optimisation

  • Global regulatory landscape of IM

  • Initial margin and CCP margin buffers

View detailed agenda


April 17 – 19, 2023

Time zones: Emea / Apac

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  • Henry Burnman, Chief of staff– trading facilities and CCP management, HSBC
  • Chia Tan, Director, XVA and CCR model risk management, Bank of America Merill Lynch
  • Maria Kostova, Credit risk quantitative manager, Financial services risk management, EMEIA, EY


This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.


April 17 - 19, 2023

02:00 pm - 05:00 pm




Earlybird Price

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  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options
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