Managing Counterparty Risk Capital Charge

Re-cap
25 Nov 2013

This webinar analyses how capital requirements for counterparty credit risk management vary depending on an institution’s business model, explores how to deal with counterparty credit risk in the current financial environment and studies the conditions for effective management of counterparty credit risk

Co-hosted by Quantifi & Risk Dynamics

Agenda

  • Comparing capital requirements
  • 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