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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Market Best Practices in Counterparty Credit Risk Managment for Derivatives

A comprehensive overview of Counterparty Credir Risk

11-12 Oct 2018
Linguerama Centre, Paris, France

Why You Should Attend

Market Best Practices in Counterparty Credit Risk Managment for Derivatives

How will you benefit?

This course covers all aspects of CCR in OTC derivatives. A short background on the evolution of the OTC market and the recognition of counterparty risk is followed by detailed discussions on CVA, DVA, netting, collateral, measuring exposure, capital requirements, risk intermediation, default probabilities and credit curves. FVA, KVA and other valuation adjustment risks are also introduced.

The course is intended particularly for risk managers, audit, and regulators and will include a number of practical exercises and examples designed to make the course interactive. It will also look at how different mitigation techniques may lead to new problems, for example central clearing, collateralisation and initial margin requirements and wrong way risk.

About your expert trainer:

Gary now works as a consultant and trainer in bank risk and regulatory capital modelling but has extensive track record as a practitioner having worked in market, credit, operational and liquidity risk management. Gary has considerable experience with central counterparties, having sat on a number of CCP risk committees and carried out stress testing reviews. Over the years, Gary has worked both on the regulatory side (Bank of England, FSA and on Basel working groups) and for industry (HSBC, Morgan Stanley) toward shaping the new regulatory landscape. His particular areas of interest are FRTB, IRRBB, LRM and Central Counterparties.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

Analysts, Vice Presidents, Directors, Senior Managers in:

  • Risk Analytics
  • Credit Risk Management
  • Capital Management
  • Regulatory Compliance
  • Governance
  • Audit
  • Regulators

Key Topics

  • An appreciation of the background and evolution of counterparty risk recognition
  • An understanding of counterparty risk mitigation tools and their limitations
  • An understanding of systemic risk and extreme tail risk
  • Practical examples of risk and capital calculations
  • An introduction to central clearing

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kamelia Simeonova

    101 Finsbury Pavement, London, EC2A 1RS

    0044 203 002 3172
    Email: kamelias@marcusevansuk.com