SA-CCR & IMM: Counterparty Risk & Capital Floors

28/11/2016 - 29/11/2016
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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