International Swaps and Derivatives Association, Inc. (ISDA®)

Counterparty Credit Risk Seminar

8 CLE Credit Hours Available (New York)
Transitional and Nontransitional

8 CPE Credit Hours Available

September 22, 2010
Global Financial Conference Center
New York

PROGRAM AGENDA

 

Instructors:
Anatoli Kuprianov, Director of Technical Analysis, ISDA

8:00 AM

Registration and Continental Breakfast
8:45 AM

Identifying and Measuring Counterparty Credit Risk

  • Counterparty risk and replacement cost
  • Double default risks and wrong-way risks
  • Loan equivalent exposures: potential future exposure and expected positive exposure
10:30 AM

Morning Break
10:45 AM

Managing Counterparty Credit Risk

  • Economic and regulatory capital treatment
  • Credit valuation adjustments and reserves
12:30 PM

Luncheon
1:30 PM

Managing Counterparty Credit Risk (continued)

  • Credit risk mitigation methods
  • Central clearing
3:00 PM

Afternoon Break
3:30 PM

Practitioner Discussion:  Counterparty Risk Management Issues
Michael C. Clarke, Managing Director, Global Head of Collateral Management and
     Client Valuations, UBS Investment Bank
Sarah Donnelly, Assistant General Counsel, Bank of America
Lauren Teigland–Hunt, Managing Partner, Teigland-Hunt LLP
5:00 PM
 Conference Concludes

Agenda is subject to change

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Global Financial Conference Center, 360 Madison Avenue (entrance on 45th Street), 17th Floor, New York, NY 10017 Phone: (212) 901-6000.

To obtain more information, please contact the ISDA conference department at +1 212-901-6000 or
e-mail CONFERENCES@ISDA.ORG

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