November 28 - 29, 2016
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

Sede

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Organizzatore

marcus evans inc
455 North Cityfront Plaza Drive (9th Floor) Chicago, IL 60611 USA
1 312 540 3000