Practical Responses to Regulatory Developments Impacting Counterparty Risk Management

Gain an in-depth understanding of:

• Latest regulatory positions and practical responses
• Calculating Credit Value Adjustments
• Methodologies for calculating counterparty exposures
• Developing a comprehensive operational and compliance framework
• Using collateral to mitigate counterparty risk
• Business consequences of stressed VAR
• Capturing and organising counterparty reference data
• Validation and back testing of counterparty exposure models
• Consequences of central clearing
• Systemic risk arising from counterparty risk
• Rating agency perspective

View the full up-to-date Counterparty Risk Agenda here.

Recent Technical Developments in
Credit Value Adjustments
Trends & Key Challenges Post Basel III
30th January 2011 • Central London 
 

In just one day, you will: 

• Obtain a detailed understanding of CVA and its importance in managing counterparty credit risk

• Undertake comprehensive discussions of key regulatory and accounting impacts following Basel 3 amendments to counterparty credit risk

• Access practical CVA hedging techniques

• Expand your knowledge of wrong-way risk

• Benefit from illustrative CVA Target Operating Models

• Understand key implementation challenges

• Gain insights into key CVA industry trends and challenges