“Derivatives Counterparty Credit Risk (New CCR Regulation in EU CRR)”

Home Events “Derivatives Counterparty Credit Risk (New CCR Regulation in EU CRR)”
saving money-

“Derivatives Counterparty Credit Risk (New CCR Regulation in EU CRR)”

Webinar’s Overview

The updated CRR Regulation adopts in EU the central element of the Basel Committee’s response to the global financial crisis, which addresses shortcomings of the pre-crisis regulatory framework and provides a regulatory foundation for a resilient banking system that supports the real economy. The updated CCR Regulation sets up a comprehensive and detailed system of capital requirements (CRR requirements are presented in more than 700 pages), and as a result, a training is needed for its proper implementation.

Webinar’s Goals
  • To understand the exposure of derivatives;
  •  To understand the various regulatory approaches in accordance to the CRR requirements;
  •  To recognize the regulatory approach to capital allocation for particular risks;
  • To be able to categorise derivative trades into appropriate netting sets/ asset classes/ hedging sets;
  •  To be able to quantify the counterparty risk parameters;
  •  To calculate the exposure and the capital requirements against derivatives;
  • To articulate credit and counterparty risk;
  • To comprehend the risk differences between over the counter derivative trades and exchange traded trades, and the importance of the clearing process.
  • 00

    days

  • 00

    hours

  • 00

    minutes

  • 00

    seconds

Date

Jun 18 2021

Time

8:30 am - 3:30 pm

More Info

Register Info

Location

MS Teams
Register Info

We use cookies to give you the best online experience. By agreeing you accept the use of cookies in accordance with our cookie policy.

Privacy Settings saved!
Privacy Settings

When you visit any web site, it may store or retrieve information on your browser, mostly in the form of cookies. Control your personal Cookie Services here.

These cookies are necessary for the website to function and cannot be switched off in our systems.

In order to use this website we use the following technically required cookies
  • wordpress_test_cookie
  • wordpress_logged_in_
  • wordpress_sec

Decline all Services
Accept all Services