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."
- 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'
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