Conference
SA-CCR AND IMM 2016
Banking, Finance · Management · Legal services
Key numbers
- Editions on record
- 3first in 2016
About Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management
Understanding the latest surrounding SA-CCR and the impact on the measuring of counterparty credit risk exposure as well as the capital floor on IMM
Key Topics
• Clarify the latest developments of SA-CCR and the impact on vanilla, hybrid and bespoke products
• Establish methods dealing with the capital floor for IMM and solutions to calculate SA-CCR into IMM
• Explore a practical implementation timeline and proactive techniques to overcome challenges presented by SA-CCR
• Asses the SA-CCR in conjunction with wider capital regulations such as FRTB, Leverage Ratio and Initial Margin
• Examine the impact of SA-CCR on capital, RWA and capital sensitive products
From our listing of this edition. Details may have changed since.
Editions
Past editions from the bvents archive (2008–2019) and organiser figures where they were published.