This seminar comes straight after the IASB propsals are announced in June and
will examine how provisioning against loan losses is changing, the limitations
of the incurred loss model and the practical challenges of calculating expected
loss. This seminar is beneficial from both risk and accounting point of views.
The ever changing landscape of counterparty credit risk means that up-to date
information is essential for good business practice and this two-day course aims
to do that, with sessions covering pricing, modelling exposure, the management
of wrong way risk and the development of central counterparties.
The course will also provide insight at collateral management the paramount
weapon for counterparty risk reduction. Leading international and local experts
will address all the of the topics above.
This practically-orientated two day course will provide practical insights
into how practitioners can improve the reliability of their valuation models.
This two day course will equip you with a better understanding of the theory
and practice of measuring fair value of complex illiquid financial instruments.
