Counterparty Credit Risk Modeling and Management

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