SA-CCR & IMM: Counterparty Risk & Capital Floors
Marriott West India Quay, London
Murex is delighted to sponsor the upcoming SA-CCR and IMM Conference.
Join Mark Connoly, Murex Senior Manager for Credit Risk Regulatory Practice, on November 28th at 13:45 for a panel discussion on Change Management of CEM and SA to SA-CCR.
During this conference the key topics include:
- Clarify the latest developments of SA-CCR and the impact on vanilla, hybrid and bespoke products
- Establish methods dealing with the capital floor for IMM and solutions to calculate SA-CCR into IMM
- Explore a practical implementation timeline and proactive techniques to overcome challenges presented by SA-CCR
- Asses the SA-CCR in conjunction with wider capital regulations such as FRTB, Leverage Ratio and Initial Margin
- Examine the impact of SA-CCR on capital, RWA and capital sensitive products