This seminar was held to evaluate how Counterparty credit risk (CCR), which has been growing in importance since the financial crisis, has affected the derivatives industry and what trends are expected in the future. Conversation centred around the impact of central clearing on derivatives usage and management, new pricing paradigms related to CCR, such as OIS discounting, CVA, DVA and FVA, as well as the effect of the upcoming Basel III regulations around CVA.
“With many upcoming regulations including Basel III soon to be implemented, counterparty credit risk is top of mind for many risk professionals. Those in the industry need to be aware of current and future trends and what that means for risk management,”
Attendees included CCR Specialists, Regulatory and Risk Analysts, and Vice Presidents from leading banks, asset managers, and audit firms.