Counterparty risk and SA-CCR

  • Quant and model risk, Treasury and capital markets risk
View Agenda

Key reasons to attend

  • Understand capital requirements regulation

  • Learn how to approach a crisis scenario

  • Focus on foreign exchange implications on counterparty risk

Find out more

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. 

Find out more

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:

  1. Early-bird rate: book in advance and save $200 

  2. 3-for-2 group rate: book three delegates for the price of two and save more than $2,000 

  3. Season tickets: book a team of 10 or more and save up to 50%

Learning objectives

  • Employ effective counterparty risk management practices

  • Integrate environmental, social and governance (ESG) factors into counterparty evaluations

  • Confront the challenges associated with over-the-counter derivatives

  • Evaluate the difference between third-party and custodian models 

  • Assess models for counterparty credit risk management

  • Navigate the default management process 

Who should attend

Relevant departments may include but are not limited to:

  • Counterparty risk

  • Clearing

  • Credit risk

  • Risk management

  • Model risk

  • Fixed income



  • Counterparty credit risk (CCR) and risk management frameworks

  • CCR management and exposures for banks

  • Overview of counterparty risk

  • Deep dive into the SA-CCR framework

  • ESG factors for counterparty risk management

  • Global regulatory landscape of IM

Request detailed agenda


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

Pre-reading materials

The resources below have been selected to enhance your learning experience: subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.

Enquire about:

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

Contact us

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here