None
2767 mots
12 pages
Course highlights: Measuring credit exposure in counterparty credit risk Analysis of collateral as a risk management tool Pricing counterparty credit riskExamining the regulatory framework Hedging counterparty credit risk Causes of wrong way risk Discussing the role of a central clearing house to help mitigate counterparty credit risk
incisive-events.com/ccr
Counterparty Credit Risk Management in OTC Derivatives
London 3 & 4 November 2008 New York 6 & 7 November 2008
Counterparty Credit Risk Management in OTC Derivatives
London 3 & 4 November 2008 New York 6 & 7 November 2008
About the workshop
Vulnerability in counterparty credit risk has been highlighted in recent months as major financial institutions have come to the brink of insolvency. Institutions have become increasingly concerned with determining various credit exposures and how to use adequate financial models to measure these exposures to mitigate credit risk. Following RISK’s previous counterparty credit risk management course in April 2008; this course will continue to tackle the growing concerns of managing and measuring counterparty credit risk in the current volatile market. This training course will analyse the role of collateral as a risk management tool, define wrong way risk and ultimately identify exposures that will help mitigate the risk of financial institutions defaulting in the future. Learning outcomes — Measure exposure using different methodologies and tests — Learn about quantitative simulations to price and calculate approaches — Dynamically hedge counterparty credit risk and the role of credit default swaps — Understand legal risks involved in using collateral to mitigate counterparty credit risk — Comply with Basel II and requirements to calculate alpha — Pricing and hedging wrong way risk Who should attend? Counterparty Credit Risk Managers/ Head of Credit Derivatives Trading/Risk Managers/Risk Control Managers/Credit Risk Managers/Credit Risk Officers/ Credit Risk