As banks are continuously striving to achieve an optimal return on their regulatory and economic capital deployed, the OTC hedges endeavoured are imposing substantial challenges. Starting with the severe credit conversion factors under the Basel III regime for the counterparty risk (CVA) associated with OTC derivatives and structured financing transactions to the omnipresence of daily collateral margining in ISDA CSA contracts, the industry is going through unprecedented challenges.
Above and beyond, the IRBB processes finalised by the Basel committee in April 2016 and expected to be fully implemented by banks in 2018 are imposing significant challenges to banks ALM practices worldwide, a topic which will be amply addressed during this course.
This two-day course is addressing some of these challenges and attempts to build on best practices employed by leading treasury and capital markets professionals.
Who is this course for?
Bank Treasury Managers
Fixed Income Traders
Money Market and Fixed Income Derivatives Traders
Market Risk Managers
Counterparty Risk Managers
Product Control and New Product Process Managers
Management and Financial Accountants