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Counterparty Credit Risk
 

Measuring and mitigating risk across the capital markets

21 May 2012 – 22 May 2012, Singapore

Why should you attend?

Counterparty credit risk has emerged as one of the most important issues in today’s financial markets.   The financial crisis highlighted the extent to which global financial institutions are exposed to one another through a sometimes impenetrable web of transactions in which a default by one large entity could in turn provoke defaults and liquidity crises for other large entities. Furthermore, most counterparty credit risk arises through the derivatives and securities markets, so that the nature and size of the actual counterparty credit risk from one moment to the next may fluctuate dramatically for any financial institution, posing unique risk reporting, risk mitigation, and systemic risk issues. 

This course is designed to empower individuals to identify, quantify, understand and effectively mitigate counterparty credit risk arising from derivatives across the major asset classes, e.g. foreign currencies, fixed income, equities, credit, and commodities, as well as across different instruments such as forwards, swaps, options, and structured products. The course will also address counterparty credit risk arising from core capital markets activities such as securities lending and repurchase agreements, regulatory initiatives underway to mitigate CCR, as well as current measures of exposure (EPE) and credit value adjustments (CVA).

Key Benefits:

  • Identify counterparty credit risk (CCR) in a variety of different derivative instruments
  • Assess CCR in a variety of different asset classes e.g. fixed income, credit, equities, commodities and volatility
  • Review the relationship between CCR and capital markets trading activities
  • Examine ways to measure counterparty credit risk
  • Discuss ways to mitigate CCR and apply them to practice situations
  • Outline fundamentals of pricing and hedging
  • Evaluate credit value adjustments (CVA)
  • Consider CCR embedded in complex structured instruments
  • Explore regulatory initiatives designed to mitigate CCR
  • Think through applicable investment guidelines and trading limits, policies and procedures


Who should attend:

  • Bankers, Relationship Managers, Financial Advisors, and Product Specialists
  • Traders, Dealing Room Staff, and Sales Executives
  • Risk Managers, Quantitative Analysts, and Economists 
  • Investors, Fund Managers and Investment Analysts
  • Front Office, Middle Office and Back Office Staff
  • Bank and Securities Lawyers, Accountants, Tax Attorneys and other Service Providers
  • Compliance Officers, Due Diligence Experts, Auditors and Product Controllers
  • Securities Regulators, Legislators, and Associated Staff


 

 

 

   
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