Venue
Hotel NH
Hotel NH, Mozartova 261/1 Smíchov Praha 5 150 00 Smíchov, 150 00 Praha 5, Czechia

What is Qwoted?

Qwoted is a free expert network: we help reporters connect with experts & we help those same experts build relationships with top reporters.

Event Date Thu Nov 29 EST - Fri Nov 30 EST (about 3 years ago)
Location Hotel NH
Mozartova 261/1 Smíchov Praha 5 150 00 Smíchov, 150 00 Praha 5, Czechia
Region Americas
Details

Who should attend?

• Analysts, Vice Presidents, Directors, Senior Managers in:
• Risk Analytics
• Credit Risk Management
• Capital Management
• Regulatory Compliance
• Governance
• Audit
• Regulators
• Traders

Objective is for participants to gain an appreciation and understanding of the following topics:
• The background and evolution of central counterparty clearing
• CCP margin frameworks
• The default management process
• The loss allocation waterfall
• Key issues including: direct clearing, indirect client clearing, portability, segregation
• Counterparty risk mitigation tools and their limitations
• Systemic risk and extreme tail risk
• Can a CCP fail? Some historical examples
• Stress Testing a CCP and a recovery and resolution plan
• The risk transformations CCPs generate
• The implication of CCP clearing for XVA

Speakers

2018 Speaker:

Gary Dunn