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  

18-19 Nov 2020
New York City, United States of America

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event speakers

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

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

Gavin Xu
Global Head of Credit and Balance Sheet Management Models