Counterparty Risk and Margin Requirements

Enhance your understanding of the tools needed for effective CCP risk management, collateral management, and the updates and impact of the initial margin.

Counterparty Risk Management and Margin Requirements

June 7–10, 2022

Time zone: EMEA / APAC

Registration

Key reasons to attend

  • Understand best practice in CCP management
  • Focus on effects of margin requirements
  • Discuss models for counterparty credit risk management

View agenda

Customised learning

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

Find out how

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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 allows maximum participant engagement with the detailed content, as well as the opportunity to interact with speakers through live Q&A and polls.

Learn how to
  • 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
Who should attend

Relevant departments may include but are not limited to:

  • Counterparty risk
  • Clearing
  • Credit risk
  • Risk management
  • Model risk
  • Fixed income
Content support

For this course we have collated a selection of articles from Risk.net to supplement your learning.

Risk Training is a part of Risk.net - the world’s leading source of in-depth news and analysis on risk management, derivatives and complex finance.

View articles here

Live Virtual training courses

 

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

Very insightful course with a very knowledgeable teacher. The whole outline is extremely practical
VZ VermögensZentrum
The training was clear with lots of good examples we can work on at home
LMRKTS
The Python for Finance training is extremely useful for whoever is interested to manipulate financial data with a view to build statistical analysis and financial models.
LMRKTS
I would highly recommend taking advantage of the training opportunities offered: presenters were knowledgeable, engaging and the seminars were well organised
A participant from the Bank of Jamaica
It is a more relaxed atmosphere when I can attend virtually, and the setup worked very well
Red Winter Capital
Very applicable material that I can use straight away. Very focused on prices, economic data and their manipulations via Python. Well presented, Saeed was clear, patient, explained things well. It is my first course through Risk Training, but will be looking to attend more.
Red Winter Capital

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