Clearing and Central Counterparty Risk Management - London
This training course will address in-depth the regulatory landscape of CCP’s and focus on how risk managers and clearing houses can most efficiently manage CCP risk.
This course is designed for anyone who works with CCP’s, either in banks, clearing houses or within wider financial services. Key sessions will cover the regulatory landscape, default management process, CCP resolution frameworks and overall best practice in CCP risk management.
What will you learn?
- Best practice approaches to risk management of CCP’s
- How the CCP regulatory landscape has evolved, with updates on how CCPs interact with regulations including FRTB and the benchmark reform
- A new or improved understanding of the default risk management process
- Methods for counterparty credit risk management and exposures
- How to manage initial margin and CCP margin buffers within your organisation
- The CCP resolution framework and how to assess clearing as a systemic risk
Who should attend?
Relevant departments may include but are not limited to:
- Counterparty credit risk
- Default risk
This training has been designed to be applicable to both banks and clearing houses.
- Regulatory overview, aligning CCP with other regulations and benchmark reform: part one
- Regulatory overview, aligning CCP with other regulations and benchmark reform: part two
- Risk management of CCP’s
- Default management process
- Counterparty credit risk management and exposures for banks
- Initial margin and CCP margin buffers
- CCP risk management: best practice approaches
- CCP resolution frameworks
Learn how to establish a robust FRTB strategy with sessions covering: data challenges, the latest consultative proposals and regulatory position, modellable and non-modellable risk factors, and the requirements of the banking book/trading book boundary.