Managing Counterparty Credit Risk: Challenges, Opportunities and Best Practices
What’s my exposure to a given counterparty?
Thursday, March 15, 2012
11:00 AM ET
In theory it sounds simple but in practice it’s far more complex.
To manage Counterparty Credit Risk (CCR) effectively a firm must look at its entire portfolio of trades across all asset classes and review all netting and collateral agreements – in near real-time. In response, capital markets firms around the globe are organizing specific groups to better identify and manage CCR firm-wide through the use of Credit Value Adjustment (CVA).
But how well will your CVA approach stack up?
On March 15th join our panel of industry experts from Numerix and Sybase, an SAP Company, for this webcast and learn how to:
Prepare for the ramifications of pending regulations and their impact on current processes
Ensure your pre-deal CVA calculations are consistent, accurate and comprehensive
Balance fast deployment and accurate analysis without jeopardizing success
Address Big Data issues resulting from an exponentially higher volume of calculations needed for CVA