This timely industry event will provide practical responses to regulatory developments impacting Counterparty Risk Management, addressing Basel III, CRD IV, EMIR, MiFID & Dodd Frank Challenges.
Gain an in-depth understanding of:
- Latest regulatory positions and practical responses
- Calculating Credit Value Adjustments
- Methodologies for calculating counterparty exposures
- Developing a comprehensive operational and compliance framework
- Using collateral to mitigate counterparty risk
- Business consequences of stressed VAR
- Capturing and organising counterparty reference data
- Validation and back testing of counterparty exposure models
- Consequences of central clearing
- Systemic risk arising from counterparty risk
- Rating agency perspective
PLUS: Dont Miss the Associated Workshop:
Recent Technical Developments in
Credit Value Adjustments
Trends & Key Challenges Post Basel III
30th January 2011 • Central London
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