Impact of CCP Risk and Initial Margin on Counterparty Risk Management 2017

The counterparty risk management landscape has changed drastically over the last few years because of the widespread enforcement of central clearing and new initial margin requirements. Counterparty credit risk methodologies need to change as a result of these new considerations. This marcus evans event will show banks how to adapt counterparty risk management and modelling methods in order to factor in the latest developments around CCP risk management, CCP default and resolution and initial margin reforms. It will also provide an opportunity to review how SA-CCR can be fine-tuned and calibrated.