Counterparty risk and the SA-CCR
About the course
Since the 2021 Archegos collapse, the need for robust counterparty risk management has become increasingly clear. This course offers a comprehensive examination of counterparty risk, with an emphasis on the SA-CCR.
Participants will delve into the application of the SA-CCR, examining its limitations and impact on key financial instruments. The training will highlight best practices for mitigating counterparty credit risk, including detailed discussions on IM and WWR.
Expert practitioners will guide the group through case studies and practical examples, illustrating effective strategies for integrating counterparty risk into existing risk management frameworks. By the end of the course, attendees will be equipped to ensure compliance with evolving regulatory requirements and improve their firm’s risk management practices.
What participants say:
“Everything ran smoothly and on time. The content was very thought provoking and eye opening
Learning objectives
- Understand the regulatory landscape
- Learn to calculate counterparty credit risk exposure using the SA-CCR framework
- Compare the internal models method to the standardised approach
- Assess how the SA-CCR impacts risk‑weighted assets
- Learn how to integrate counterparty credit risk into risk management frameworks
- Explore 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
Agenda
Registration
October 20–22, 2026
Online
13:30 BST
$2499
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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