The recent catastrophic failures and near failures of Lehman Brothers, AIG and other major financial institutions have naturally caused a dramatic re-appraisal of the importance of counterparty risk. Regulators, market players and investors are demanding better ways of identifying, measuring and mitigating counterparty exposures.
This timely industry gathering will help you keep up to date with the rapid regulatory, best practice and technological developments in this critical and high profile area of risk management:
Developing Effective Approaches to Managing Counterparty Risk
Key issues addressed at the conference will include:
- Review changing regulatory expectations of counterparty risk
management
- Apply effective operational and compliance controls for counterparty risk
- Examine approaches to calculating counterparty exposures
including BCD and VaR
- Make the best use of collateral management to mitigate risk
in OTC derivative contracts
- Consider approaches to monitoring and reporting counterparty exposures:
- Automation
- Asset reference data
- Identify the legal considerations associated with netting, collateral, ISDAs
and re-hypothecation
- Benchmark your counterparty risk controls against emerging good practice
All About Risk subscribers get additional 10% discount - quote KM6317ARRWEB upon registration |
