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

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“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.


Jun 18 2021


08:30 - 15:30

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MS Teams
MNK Risk Consulting Ltd


MNK Risk Consulting Ltd
+357 25508201
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