Clearing and Central Counterparty Risk Management

Enhance your understanding of CCP risk management practices and how clearing and counterparty credit risk is evolving.

Thumbnail

Clearing and Central Counterparty Risk Management

June 22-25, 2020 | Online

View agenda    View pricing options

Join us for this virtual training course which explores clearing and counterparty credit risk (CCR) management with a particular focus on best practice and processes in volatile markets.

This course will deep dive into the regulatory environment surrounding CCPs and its interactions with other regulations such as FRTB and the transition to risk free rates.

Key sessions including default management and resolution frameworks will provide delegates with insight into how these processes are structured and operate.

Delegates will have the opportunity to learn about initial margin and uncleared margin rules including what risks are associated.

This course will enhance understanding of how to develop effective SA-CCR management systems for CCR management and exposures for banks and the potential impacts of FRTB and transition to risk free rates will have.

Thumbnail
What will you learn?
  • Understand the regulatory technical standards for CCPs and how they interact with other regulations
  • How to successfully approach CCP risk management in volatile markets
  • Methods to manage initial margin and prevent procyclicality
  • How the CCP resolution frameworks are set up and operate
  • The potential impacts of FRTB and Ibor/Libor transition on CCR
  • Who is eligible for CCP membership and if there should be client participation in default auctions
Thumbnail
Who should attend?

Relevant departments may include but are not limited to:

  • CCP
  • Clearing
  • Counterparty credit risk
  • Commodities
  • Derivatives
  • Default risk
  • Collateral
  • Regulation
Thumbnail
Sessions include
  • Aligning CCP with other regulations
  • CCP risk management practices in volatile markets
  • Initial margin and CCP margin buffers
  • Uncleared margin rules
  • Counterparty credit risk management and exposures for banks
  • Modelling counterparty credit risk (CCR)
  • Default management process
  • CCP resolution frameworks

Overview of 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

 

 

22 June 2020
2020-06-22 02:00:00 +0100
The workshop was enriching both for me (as speaker) and the participants, as it allowed for a free-ranging discussion on the latest regulatory trends and their impact on the marketplace.
Singapore Exchange
All presentations are relevant and well discussed. Speakers obtained good delivery of topics.
Bank of the Philippine Islands
One of the best seminars I have attended. I liked the way actual experiences with products discussed were integrated into the presentations
BNY Mellon
You are brilliant. My team are outsourcing most if not all of our training to you at the moment.
Mizuho
Excellent industry history and in-depth knowledge
Thumbnail
Barclays
The learning is mutual when delegates and speakers bring such rich experience from industry and academia. Also inspiring to see so many senior people so motivated to learn new things.
Morgan Stanley

View Risk Training Calendar >>>