Measuring and mitigating counterparty credit risk
New York
Due to unforseen circumstances this course is now cancelled
Bahrain
Due to unforseen circumstances this course is now cancelled
London
13 & 14 July 2009
***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****
Course Highlights:
- Pricing counterparty risk
- Measuring counterparty risk through modelling credit exposure
- Managing wrong way risk
- Calculating economic and regulatory capital
- Development of central counterparties
- Practical measures to improve understanding of counterparty operations
- Hedging counterparty credit risk through Credit Default Swaps (CDS)
- The use of collateral as a risk mitigation tool
Book
now
Course tutors
NEW YORK
Don Wesnofske, Head of Risk and Performance Analytics, IBM
Robert Selvaggio, Senior Vice President/Risk Management,
FIDELITY INVESTMENTS
Steven Zhu, Senior Vice President and Head of Credit Analytics
and Method, BANK OF AMERICA
Dan Rosen, President, R2 FIELDS INSTITUTE
Darren Measures, Global Product Head, JP MORGAN CHASE
Atanas Goranov Managing Director, Investments Derivatives Risk
Officer, GUARDIAN LIFE INSURANCE COMPANY OF AMERICA
BAHRAIN
Akeel Abdelrazeq, Market Risk Analyst, GLOBAL INVESTMENT
HOUSE
Ajay Jaswal, Manager of Credit Risk, BANK OF BAHRAIN AND KUWAIT
Dr Dayanand Pandey, Head of Risk Management and Training, BANK MELLI
IRAN
Nasir M. Ahmad, Partner / Head of Financial Services Risk
Management, ERNST & YOUNG Middle East
Sutanu Gupta, Team Leader - credit risk and portfolio manager,
NATIONAL BANK OF ABU DHABI
LONDON
Laurent Chedin, Managing Director, CALYON CREDIT AGRICOLE
Emanuel Schoernig, Structured Credit Trader, UNICREDIT MARKET &
INVESTMENT BANKING
Serge Goosens, Senior Quantitative Analyst,
DEXIA
Joao Garcia, Head of Credit and Correlation modelling, DEXIA
Colm Goughran, Executive Director, JP MORGAN CHASE
Peter Quell, Head of Portfolio Modelling, DZ BANK
Byron Baldwin, Senior Vice President, OTC Clearing, EUREX
