Counterparty Credit Risk Modeling and Management

  • 14-16 Sep 2020
  • New York City, NY, United States

Description

Counterparty Credit Risk Modeling and Management is a conference dedicated to integrate regulatory requirements such as SA-CCR and Initial Margin as well as market changes such as LIBOR and CCP risk.

Counterparty Credit Risk Modeling and Management covers topics such as:

  • Benchmark the best approaches to forecast the bank’s exposure to CCPs
  • Gain clarity from the regulators on SA-CCR, SCCL, FRTB and IM
  • Optimize SIMM calculations in counterparty credit risk
  • Evaluate new methods to capture market behaviour in counterparty credit risk modeling
  • Strengthen data quality when building robust models for counterparty credit risk

Counterparty Credit Risk Modeling and Management brings together senior attendees from Financial Institutions

Counterparty Credit Risk Modeling and Management will be held in New York City, NY, United States on 14-16 Sep 2020.

Venue

New York City,
New York,
United States
View Hotels near Venue
Free cancellation available

More Details

Prices:
2700-3500 US Dollar
Organizer:
GFMI – Global Financial Markets Intelligence
Website:

Future Events

  • Counterparty Credit Risk Modeling and Management - 14-16 Sep 2020, New York City, NY, United States (90665)
  • Counterparty Credit Risk Modeling and Management 2021

Important

Please, check the official conference website for possible changes, before you make any traveling arrangements

Prices are for evaluation only.

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