Approaches to Managing Counterparty Credit Risk

31st August & 1st September 2016, New York

Counterparty credit risk has steadily become one of the most important risks for banks and other financial institutions to understand and quantify. 

In response to this rapidly changing regulatory environment, Risk is delighted to present this two day training course focused on approaches to managing counterparty credit risk. This intensive and practical course covers all key aspects of counterparty credit risk, and develops models and methodologies for its quantification.

 

Course Highlights

• Learn best practice for managing counterparty risk in a financial institution
• Understand CVA charge and counterparty risk under Basel III and CRD IV
• Develop strategies to address Basel III compliant collateral modelling and wrong way risk
• Identify key risk factors for counterparty credit risk stress testing
• Measure exposure to central counterparties
• Review regulatory developments including the standardised approach to counterparty credit risk

Tutors

  • Colleen McCullum, Head of Counterparty Credit Risk, Managing Director, Wells Fargo Bank
  • Alexander Shklyarevsky, Director, Model Risk Management, Enterprise Risk Management, State Street
  • Harvey Stein, Head, Regulation and Credit Modelling, Bloomberg

 

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