Topic:

Collateral Agreements, Central Counterparties and Their Unintended Consequences

Synopsis:
The financial crisis and the resulting regulatory requirements around Credit Valuation Adjustment (CVA) have sparked a renewed interest in counterparty credit risk and its mitigation techniques. Some of these techniques, such as collateral agreements and central counterparties (CCPs) have been used for some time, but that does not necessarily mean that their consequences are always fully understood. While the mitigation works most of the time, there are cases where the risk actually increases. This speaker will investigate these instances and make recommendations on how to handle them.

Special thanks to our meeting host, SunGard.

Venue:

Center for Business Studies (CfBS), Riedtlistrasse 19, Zurich 8006, Switzerland

Speakers:

Bart Piron, Principal Consultant, SunGard

Time:

12:00PM - 1:30PM - Presentation Followed by Reception

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For more information, please contact GARP Director, Zurich, Switzerland Chapter:

Gerold Studer, Senior Executive Consultant, New Re - gstuder@newre.com