SA-CCR and IMM 2016 covers topics such as:
- Methods dealing with the capital floor for IMM and solutions to calculate SA-CCR into IMM
- The latest developments of SA-CCR and the impact on vanilla, hybrid and bespoke products
- The SA-CCR in conjunction with wider capital regulations such as FRTB, Leverage Ratio and Initial Margin
- A practical implementation timeline and proactive techniques to overcome challenges presented by SA-CCR
- The impact of SA-CCR on capital, RWA and capital sensitive products
SA-CCR and IMM 2016 brings together senior attendees involved or interested in:
- Counterparty Exposure
- Counterparty Risk
- Risk
- Counterparty RIsk Quant
- Capital Modelling
- Capital Management
