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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Counterparty Credit Risk Modeling and Management

Integrate regulatory requirements as well as market changes and disruptions such as LIBOR, CCP risk and the COVID-19 into your counterparty credit risk models  

25-26 Jan 2021
Online, United States of America


Why You Should Attend

Counterparty Credit Risk Modeling and Management

This GFMI conference will bring together industry leaders from the Counterparty Credit Risk (CCR) space to benchmark the latest innovations and developments. Speakers will address COVID-19 impacts on current and future CCR modeling and management. Delegates will learn the best approaches to forecast their banks’ exposure to Central Clearing Parties (CCPs), manage risk concentration in counterparty credit risk portfolios, and calculate initial margin (IM) requirements. Attendees will also review new methods to tackle the lack of high quality data when assessing counterparty credit risk exposures. SA-CCR, SCCL and FRTB regulatory expectations will be examined and how to align these with CCR requirements. Industry participants will also discuss how automation and machine learning technologies can improve operational efficiency in counterparty credit risk.

Virtual Attendance Option Available through our innovative Live+ Platform!


Key Topics

  • Gain clarity from the regulators on SA-CCR, SCCL, FRTB and IM
  • Benchmark the best approaches to forecast the bank’s exposure to CCPs
  • Optimize CCR modeling for evolving and unexpected risks like COVID-19
  • Evaluate new methods to capture market behaviour in counterparty credit risk modeling
  • Enhance SIMM calculations in counterparty credit risk


    • 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.






    Practical Insights From

    Joseph Hwang
    Managing Director, Regulatory Policy
    Goldman Sachs

    Emre Balta
    Senior Vice President, Financial and Compliance Risk, Model Validation
    US Bank

    Gonzalo Garcia Kenny
    Managing Director, Head of Counterparty Optimization and CVA desk
    Citi

    Troy Ovitsky
    Managing Director, Head CVA Risk and Contingent Credit Trading Risk
    Wells Fargo

    Ilana Ash
    Managing Director, Counterparty Risk
    Credit Suisse

    Michael Leibrock
    Managing Director, Credit and Systemic Risk
    DTCC

    Gavin Xu
    Global Head of Credit and Balance Sheet Management Models
    HSBC

    Click Here For Full Agenda

    Voice of Our Customers
    • “A great conference covering centrally cleared and uncleared derivatives. Lots of ideas discussed and lots of things to learn” – Head of Counterparty Risk, CA-CIB
    • “Great. Very informative. Pleasure to improve and widen knowledge with great speakers and audience.” - CCR Department Head, Credit Agricole
    • “Refreshing an well organised event. Various speakers and interesting mattes brought to the talks” - Natixis
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    Event Contact

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

    Jeremy Wise GFMI

    455 N Cityfront Plaza Dr, Chicago, IL 60611
    – 9th Floor


    Telephone:     +1 312-540-3000 ext 6523
    Fax: +1 312-540-6523
    Email: jeremywise@global-fmi.com