2nd Edition Impact of CCP Risk and Initial Margin on Counterparty Risk Management 2017 | Marcus Evans Pan Europe | 27 November 2017 | Marriott West India Quay, 22 Hertsmere Rd, Canary Wharf, London E14 4ED, UK

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

2017 Speakers:

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

2017 Partners:
• The GRC Bluebook