Clearing and Central Counterparty Risk Management

Sessions include CCP risk management practices in volatile markets, mandatory clearing in counterparty risk, and dynamic initial margin.

Join us for this course specifically designed for those working with clearing and central counterparty risk management.

Attendees will gain a new understanding on how to navigate CCPs during times of volatility. Topics such as the default management process and uncleared margin rules will also be covered in depth by seasoned instructors.

Spanning four days, delegates will have the opportunity to lean from like-minded practitioners from various organisations ranging from the US and UK offering a global perspective.

This fully online training will comprise of two 60 minute presentations per day packed with engaging content. Join us to learn how to apply best practice approaches within counterparty risk management during these times of uncertainty.

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What will you learn?
  • The evolution of CCPs within a risk management framework
  • Best practice approaches to risk management for volatile markets
  • How to model counterparty credit risk
  • The impacts of mandatory clearing including how to calculate exposures
  • Understanding of dynamic initial margin
  • How to approach uncleared margin rules including transitioning to regulatory compliance
  • Best practice approaches to forecasting for the future
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Who should attend?

Relevant departments may include but are not limited to:

  • CCP
  • Clearing
  • Counterparty credit risk
  • Commodities
  • Derivatives
  • Default risk
  • Collateral
  • Regulation
Online training

Our live, virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
  • Facilitated collaboration including Q&A, interactive polling and group workshops
  • Live interaction with subject matter experts – get your questions answered in real time
  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning
  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Alex Daminoff

Director, counterparty risk

Citi

Alex Daminoff is a head of the Cross-Asset Risk and Stress Testing Quantitative Development team at Citigroup. He is responsible for all Derivatives Analytics in support of Counterparty Credit Risk Exposure Management, Credit Limit Monitoring, Risk Capital, Regulatory and Internal Product Stress Testing. Prior to joining Citi in 2011, Alex occupied similar positions at several large International Financial institutions, such as JP Morgan Chase, Inc., Bloomberg LP and Morgan Stanley, Inc.

Alex holds a MEng in Control Theory from the State Marine Technical University of St. Petersburg, Russia.

Dipak Chotai

Managing director

JD Risk Solutions

Dipak Chotai is the founder of a specialist consultancy firm, JD Risk Solutions, and is a veteran of risk management. He was most recently a Managing Director at UBS reporting into the Global Head of FX, Rates and Credit as the Head of Risk Management for the fixed income business, and was part of the IB leadership team. 

Dipak’s team was responsible for approving all bilateral legal documentation for UMR, and was integral in optimising the business for the Uncleared Margin regulation including running roadshows for clients globally on uncleared margin and mandatory clearing.

Throughout his 17-year tenure at UBS, Dipak has occupied roles within technology, middle office, and front office. Notably, Dipak was a senior trader on the XVA desk during the financial crisis. 

Dipak has also served on CCP Risk Committees and Default Management Committees, and on the boards of OTCDerivNet and CreditDerivClear. 

Arthur Laichtman

Americas head of counterparty risk

UBS