Measuring and Mitigating Counterparty Risk

1st - 2nd September 2010
Sydney, Australia

What you'll learn from the training:

  • Risk appetite for counterparties
  • Stress testing the central counterparty model: the Lehman default
  • Effective measures to deal with wrong way risk
  • Collateral management beyond banks
  • Impact of proposed changes to regulatory capital

Your faculty include:

  • Dr Jon Gregory, Counterparty Risk Consultant, OF TRAINING
  • Andrew White, General Manager, Risk Operations, ASX
  • Darren Measures, Head of Risk Management, JP Morgan
  • George Efstalhakis, Partner, Promontory Financial
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