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.
With increasing longevity continuing to be a concern to pension funds and
insurers this course looks at the most effective tool to manage and mitigate
longevity risk. With an ever growing number of products available, this course
will examine the advantages and disadvantages of the various risk transference
methods currently on the market.
These days building a robust liquidity management system is the top priority
at many banks ahead of the expected introduction of tough new liquidity risk
regulations at the end of this year and the easing of goverment support for many
financial institutions.
This two day course brings together leading industry practioners to address
the liquidity risk management challenges th efinancial industry is currently
facing along with practical guidance on how best to manage the new regulations.
This practically-orientated two day course will provide practical insights
into how practitioners can improve the reliability of their valuation models.
