Managing Counterparty Risk Capital Charge

This webinar analyses how capital requirements for counterparty credit risk management vary depending on an institution’s business model and also studies the conditions for effective management of counterparty credit risk

Co-hosted by Quantifi & Risk Dynamics

 

 

 

 

"The key is to have a correct understanding and measurement of counterparty credit risk, not only from a pricing or regulatory perspective but from a risk management angle too."

 

 

 Download Whitepaper

Agenda

  • Comparing CCR Capital Charge
    • Impact of new regulation
    • Overview of methodologies
  • Applying various capital approaches to typical portfolio strategies observed within financial institutions
  • Challenges faced in the implementation of Basel lll regulation
  • Survey findings 'Your Approach to counterparty risk and Basel lll'

Speakers

  • Dr. Dmitry Pugachevsky, Director of Research, Quantifi
  • Aurélie Civilio, Senior Consultant, Risk Dynamics

 

 

 

 

 

 

Recommended Whitepapers and Articles

Measurement and Management of Counterparty Risk

Banks Are Not Ready for Counterparty Risk Elements of Basel lll

How the Credit Crisis Has Changed Counterparty Risk Management

Managing Credit Risk by Counterparty Selection