SA-CCR AND IMM 2016
conferenze > Banking, Finance conferenze > Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management
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
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
1 312 540 3000Eventi correlati
Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management April 10 - 12, 2019
Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management April 10 - 12, 2019
SA-CCR AND IMM November 28 - 29, 2016
