Clearing and Central Counterparty Risk Management
Enhance your understanding of CCP risk management practices and how clearing and counterparty credit risk is evolving.
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.
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
Who should attend?
Relevant departments may include but are not limited to:
- Counterparty credit risk
- Default risk
- 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