Course description
CCPs have grown in systematic importance and understanding how they navigate risk management frameworks and practices in times of volatility is crucial.
Sessions will allow participants to develop their understanding of collateral management and optimisation, as well as best practices regarding typical onboarding challenges of initial margin requirements. Attendees will learn methods to prevent procyclicality and the impact of new margin requirements on traditional trading models. This virtual course will delve into mitigation of counterparty credit risk exposure, providing useful tools for the application of machine learning to manage counterparty credit risk.
Each 60-minute live session allowsparticipants maximum engagement with the detailed content, as well as the opportunity to interact with speakers through live Q&A and polls.
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Suitability - Who should attend?
- Counterparty risk
- Clearing
- Credit risk
- Risk management
- Model risk
- Fixed income
Outcome / Qualification etc.
- Employ effective CCP risk management practices in volatile markets
- Apply best practices for counterparty credit risk management and exposures for banks
- Confront the challenges associated with OTC fallouts
- Discuss the uses of AI for managing counterparty credit risk
- Understand how to treat CVAs under FRTB rules
- Develop robust methods to manage initial margin and prevent procyclicality
Why choose Risk Training
5,000+ Attendee's per year
500+ Companies per year
95% Satisfaction rate
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