Counterparty Credit Risk Management

This two-day programme will provide participants with issues and challenges surrounding counterparty credit risk in derivatives.

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Counterparty Credit Risk Management

19-20 June 2019 

Hong Kong

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This two-day programme will provide participants with issues and challenges surrounding counterparty credit risk in derivatives. Our expert speakers will highlight two important characteristics of CCR: the risk of counterparty default and a credit valuation adjustment (CVA); and the calculation of counterparty credit risk of a portfolio of transactions. 

Learning Outcomes
  • Get an overview of all aspects of counterparty credit risk (CCR) in OTC derivatives
     
  • Understand the methodologies to mitigate CCR and how it can be mitigated through netting and collateralisation
     
  • Explore the concept of wrong way risk and its impact on exposure and CVA measurement
     
  • Key role of CVA in pricing derivatives
Who Should Attend:

Relevant departments may include but are not limited to:

•    XVA Desk
•    Capital Risk
•    Capital Planning
•    Treasury 
•    Quantitative Research
•    Market Risk Management
•    Counterparty Risk Management
•    Quantitative Modelling

CFA Institute is the global association of investment professionals that sets the standard for professional excellence and credentials. The organization is a champion of ethical behavior in investment markets and a respected source of knowledge in the global financial community. There are more than 154,000 CFA charterholders worldwide in 165+ countries and regions, as well as 151 local member societies.www.cfainstitute.org
 
The CFA Institute Asia-Pacific Research Exchange (ARX) is a research hub bringing together like-minded finance and investment management professionals to share, learn and engage on industry topics and trends specific to the Asia-Pacific region. Learn more at www.arx.cfa