Measuring and Mitigating Counterparty Risk Management

Hong Kong
24 & 25 November 2009

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The ongoing financial crisis and extreme economic volatility has forced everyone to reassess their exposure to counterparty risk. It is more important now than ever to remain up to date with the ever changing regulatory landscape and practical developments relating to counterparty credit risk. The course has been designed to help you do just that.

This course draws together leading experts from the Asia Pacific region. It includes focused sessions on modeling and measuring your counterparty risk exposure. It addresses the highly topical issue of central counterparty clearing and how this may impact counterparty risk practices in the future. Delegates will also benefit from an Asia specific case study looking at the lessons learned from Lehman.

Course highlights:

• Use of internal ratings systems to assess counterparty risk
• Modeling and managing challenges
• Dealing with credit mitigation
• What takes precedence - economic or regulatory capital?
• What is credit treasury?
• Benefit of netting, transparency and portfolio compression through warehousing for swaps
• What is central counterparty clearing?

Course tutors:

• Manmohan Singh, Senior Economist, International Monetary Fund
• Paget Dare Bryan, Foreign Legal Consultant, Clifford Chance
• Andrew Gordan, Executive Vice President, Head of Broker-Dealer Services and Alternative Investment Services, Asia Pacific, The Bank of New York Mellon
• Bart Piron, Solution Manager, Credit, Algorithmics (Part of Fitch Ratings)
  
• Nathalie Lout, Chief Officer, Structured Finance, International Finance Corporation
• Rahul Talwakar, Head of Counterparty, ING ASIA