Counterparty risk and SA-CCRView Agenda
Key reasons to attend
- Understand capital requirements regulation
- Learn how to approach a crisis scenario
- 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.
- Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
- 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber (use code SUB30)
- Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)
*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.
- 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
- 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
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
The Risk.net resources below have been selected to enhance your learning experience:
- Looking beyond SA-CCR
- SA-CCR’s sacrifice: who stands to lose from new capital rules
- Commercial bank cash grows more popular for initial margin
- Living with SA-CCR, one year on
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.