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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.
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.
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
Alberto Micucci
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.
Event Support