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2nd Edition Impact of CCP Risk and Initial Margin on Counterparty Risk Management

The implications of CCP default, resolution, and risk management and bilateral initial margin rules for CCR

27-28 November 2017
London, United Kingdom


Why You Should Attend

2nd Edition Impact of CCP Risk and Initial Margin on Counterparty Risk Management

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.

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.


Key Topics

  • ECB discuss whether transactions under initial margin are really counterparty risk-free
  • Credit Agricole explore approaches to MVA which benefit your bank and your customers
  • Norddeutsche Landesbank reveal the risk of the settlement risk gap and how to mitigate this
  • Santander debate how to develop the functionality of initial margin reforms
  • Previous Attendees Include

    • Accenture SPA
    • BAML
    • BNP Paribas
    • Caixa Bank
    • Credit Agricole CIB
    • Credit Suisse
    • Danske Bank
    • De Nederlandsche Bank N.V.
    • Deutsche Bank
    • DNB
    • European Central Bank
    • European Investment Bank
    • Falcon Money Management LLP
    • ING
    • Intesa SanPaolo
    • JP. Morgan
    • Jyske Bank A/S
    • Lloyds Banking Group
    • Mizuho
    • Murex International Luxembourg
    • Nordea
    • Norges Bank Investment Management
    • Nykredit
    • Prudential Regulation Authority
    • Risk Transform
    • Royal Bank of Scotland
    • Santander UK PLC
    • SEB
    • Solution Architectures in Risk Management
    • Technische Hochschule Mittelhessen
    • UniCredit


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.






    Practical Insights From

    Michael Upward
    Head of Counterparty Risk
    Nordea

    Gilles Artaud
    Deputy Head of Counterparty Risk
    Credit Agricole

    Hansjoerg Schmidt
    Principal Supervisor, Internal Models Counterparty Risk
    European Central Bank

    Andrea Prampolini
    Head of Counterparty Risk
    Banca IMI

    Jesús Arévalo
    Executive Director of Counterparty Credit Risk
    Santander

    Stefan Hamann
    Director of Counterparty Credit Risk
    Norddeutsche Landesbank

    Sarah Brahmi
    Head of Global Valuations Group Analytics
    HSBC

    Vijay Albuquerque
    Global Head of Risk- Futures, Clearing and Collateral
    Citi

    Click Here For Full Agenda

    Voice of Our Customers
    • “Good course and venue” – Norges Bank Investment Management
    • “Very useful conference for me” – Caixabank
    • “Very good and some excellent speakers and subjects” – Murex
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Constandinos Vinall


    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    Telephone:
    +357 22849 380
    Fax: +357 22849 394
    Email: constandinosv@marcusevanscy.com