Approaches to Modelling and Managing Counterparty Risk (SA-CCR)
Approaches to Modelling and Managing Counterparty Risk (SA-CCR) - 2 day Course
This two day course is designed to teach participants the approaches to managing counterparty risk, how to effectively implement SA-CCR and will feature presentations from industry experts.
Since the financial crisis there have been a number of developments that have affected how counterparty credit risk is managed. The latest is the Standardised Approach to Counterparty Credit (SA-CCR) published in March 2014. With this new approach, financial institutions need to ensure that they can cope with effective pricing and managing of counterparty credit risk, and working towards the implementation deadline in 2017.
At the end of the course, participants will have gained knowledge in:
Suitability - Who should attend?
Specific companies who will benefit from attending include investment banks, financial services providers, asset managers, brokerage firms, hedge funds, consultancies and solutions providers.
Participants who will benefit are those who work in the following positions.
• Exposure management
Training Course Content
Delivered by Dr Fabrizio Anfuso, Head of IB CCR Collateralised Exposure Modelling, Credit Suisse
Default and CVA Charges Under Basel III/CRDIV
The New Standardized Method for EAD SA-CCR (Part I)
The New Standardized Method for EAD SA-CCR (Part II)
The New Standardized Method SA-CCR vs. New Regulations
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