Large Exposures & SA-CCR

Asia Risk is delighted to announce our Large Exposures & SA-CCR training course which is being held on 6-7 December in Hong Kong.

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Large Exposures & SA-CCR

6-7 December
Hong Kong
 

Agenda  Registration

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Dr. Marcel Bluhm

Manager, Research and Development Unit, Banking Policy Department

HONG KONG MONETARY AUTHORITY

Marcel Bluhm is a Manager in the Policy Research and Development Division at the Hong Kong Monetary Authority, where he works on the local implementation of Basel Committee financial regulations since May 2017. Before his current position he worked six years as Assistant Professor at the Wang Yanan Institute at Xiamen University in China, teaching macroeconomics and carrying out research in macro-finance. From 2006 to 2011 he worked as researcher and assistant to the President at the Center for Financial Studies (CFS) at Goethe University Frankfurt in Germany. Marcel Bluhm is a research fellow at the CFS. He holds an undergraduate degree (DEUG) from University of Angers in France and graduate degrees (Diplom-Volkswirt; Doctor rerum politicarum) from Goethe University Frankfurt.

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Alexandre Bon

Senior Solution Architect, Risk & Regulatory Transformation

Murex

Alexandre is a Senior Solution Architect with Murex. Based in Singapore, he leads BA activities on strategic projects, advising Murex customers on solutions design and implementation approach. He also looks after the definition, positioning and go-to-market strategy of Murex product solutions.
Since joining Murex in 2000, he has held product consulting and client management positions with a focus on market and credit risk, last serving as Head of the Risk Control practice and General Manager for Murex Ireland, where he drove the development of the MX.III CVA management module and Credit Risk simulation engine.

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Kishore Ramakrishnan

Partner

Temple Grange Partners

Kishore is the founding partner of Temple Grange Partners (TGP) Asia business. He comes with over 18+ years of industry and consulting experience in equities, derivatives, risk management, banking regulatory reforms and wealth management domain spanning across multiple continents including Americas, Europe, Asia & Japan. His work includes advising global and regional banks and financial market infrastructures covering a range of regulatory mandates including derivative reforms, MiFID II, Volcker reforms, FRTB reforms, OTC Derivative Margin reforms, Basel – IV capital rules among other things. He has several international publications to his credit and is featured on several leading international conferences and seminars.

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David Sasson

Director, xVA risk, Counterparty Credit Risk, Regulatory Capital

ANZ

I have over 15 years of banking experience in both front office Trading and Risk management. I have worked on a wide range of asset classes – IR, FX, Options, xVA, etc. – and in different geography - Madrid, HK, NY and Singapore. In my current position at ANZ, I oversee xVA risk, Counterparty Credit risk and Regulatory capital for Markets. I have a double degree in Industrial engineering from the Madrid Polytechnic University and the Polytechnic Institute of Grenoble, and a master in Finance.

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Two-day intensive training course:

  • Understanding the implications of adopting Large Exposures in Hong Kong 
  • Identification of groups of connected counterparties under Large Exposures 
  • Addressing data challenges and operational burden in meeting SA-CCR requirements
  • Calculating EAD based on the new SA-CCR 
  • Understanding the interaction of SA-CCR and other regulations

VIEW AGENDA

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Learning outcomes
  • Learn the implications of the new Large Exposures framework on your business activities
  • Learn the importance of more granular data analysis to better position netting treatment 
  • Understand the challenges of replacing Supervisory Approach for Counterparty Credit Risk (“SA-CCR”) from Exposure Method (“CEM”) 
  • Learn the treatment for specific exposure types
  • Understand the impacts of SA-CCR on capital requirements, and identify options for mitigating its impacts
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Who should attend

This technical workshop has been designed for a wide audience in the banking, rating agencies, service providers, and will be of value for staff in the following functions:

  • Risk/Risk Control
  • Credit/Liquidity/Market Risk
  • Compliance and Governance
  • Asset-Liability Management
  • Balance Sheet Management
  • Operations
  • Finance, Capital Management and Planning, Financial Control, MIS
  • Audit
  • Business Unit Management
  • Treasury
  • Strategic Planning
  • Legal and IT Support
  • Basel III Reporting
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Course highlights
  • Understanding the implications of adopting Large Exposures in Hong Kong
  • Identification of groups of connected counterparties under Large Exposures 
  • Addressing data challenges and operational burden in meeting SA-CCR requirements
  • Calculating EAD based on the new SA-CCR 
  • Understanding the interaction of SA-CCR and other regulations  
Registration details

Package Discounts

Package discounts are available for groups of four or more colleagues from the same organisation that register for the course.

To apply for the discounts or for more information, please reach out to Jayla Tam by email at [email protected] or by phone on +852 3411 4837.

Training Materials

Please note that presentation materials are distributed electronically and attendees are required to bring a laptop or tablet to the course with them to access the slides. Due to the business-sensitive nature of some of the topics discussed, there are occasions when speakers do not allow us to distribute their presentations.