Managing Counterparty Risk and CVA under Basel III 2015

Counterparty credit risk has become the key financial risk for banks and other financial institutions to understand quantify and manage over the past few years. Indeed, during the recent crisis the share price performance of the companies with the longest history in CVA trading was substantially better than their peers. Counterparty credit continues to be poorly understood.

This intensive and practical course covers all key aspects of counterparty risk, especially in relation to CVA (credit value adjustment) and develops the basic models and methodologies for the quantification of counterparty risk. The course is structured on four high level themes: Defining risk measures, mitigating credit risk, implementing measures and the regulatory framework.

This two day course will also present principles, which, when applied to financial institutions, will help the attendees to make informed choices when implementing Basel II/III compliant models and systems.

Time: 9:00 am - 5:00 pm.

Artists / Speakers: Patrick Haener.

URLs:

Booking: http://atnd.it/26642-0
Inquiries: http://atnd.it/26642-1

Prices:

Standard Pricing: GBP 2399,
2+ Group Booking Per Delegate: GBP 1999.