-
Summary
In today’s ever-changing financial landscape, understanding and effectively managing Counterparty Credit Risk (CCR) and Credit Valuation Adjustments (CVA / XVA) are critical for financial institutions. Join our upcoming webinar to explore the challenges posed by CCR, learn from recent crises, and delve into the implications of Basel’s new consultation paper (D574). Our speakers from S&P Global Market Intelligence will address both the business and quantitative aspects of these challenges.
Why This Matters:
o Learn from the Past:
Discover the impact of global events such as the pandemic, geopolitical conflicts, and high-profile defaults (like Archegos) on CCR.
o Basel’s Guidance:
Uncover how Basel’s latest consultation paper (D574) provides valuable insights for enhancing risk strategies.
o Best Practices Implementation:
Apply Basel’s recommendations to effectively manage concentration risk and wrong-way risk.
Speaker
S&P Global Market Intelligence
Stuart Nield, Ph.D.
S&P Global Market Intelligence
Global Head of Product, Financial Risk Analytics
Stuart has worked on many aspects of risk in his career and has held senior positions in risk management, quantitative analytics and system development.
Stuart has worked on many aspects of risk in his career and has held senior positions in risk management, quantitative analytics and system development. Over a 15-year career, Dr. Nield has worked for Barclays Capital, UBS Investment Bank and Detica (a data analytics consulting firm). He has a passion for developing risk software that solves business problems in a simple and elegant way. Stuart has a first class honours degree and Ph.D. in Physics from the University of Cambridge.
S&P Global Market Intelligence
Allan Cowan, Ph.D.
Global Head, Data Analytics, Financial Risk Analytics
Dr. Allan Cowan is global head of financial engineering for Financial Risk Analytics at S&P Global Market Intelligence
As global head of Financial Engineering, Dr. Cowan is responsible for the R&D initiatives for the Financial Risk Analytics team. He oversees the research and development of the quantitative libraries and methodology used in the groups counterparty credit risk and xVA solutions. With over 13 years of experience, he is an expert in the field of derivatives valuations, regulatory risk and xVA management. Dr. Cowan joined Markit, now S&P Global, through the 2011 acquisition of QuIC Financial Technology, where he held the role of senior financial engineer. He took on responsibility for the Financial Engineering team in October 2016.
He attained a Ph.D. in physics from the University of British Columbia, Canada.
S&P Global Market Intelligence
Alberto Micucci
S&P Global Market Intelligence
Director, Financial Risk Analytics
Alberto is the Product Owner for S&P Global Market Intelligence’s Risk as a Service, guiding the development of the Counterparty Credit Risk, XVA and Traded Market Risk solutions. Alberto has over 15 years of experience both at financial institutions and vendors. Alberto has a M.Sc. in Engineering from Politecnico di Milano.
Event Support