About

Key issues to be addressed in depth include:

• Best practice in modelling credit risk
• Integrating credit and market risk in your models
• Stress testing your company’s credit risk
• Regulation
• Pricing and hedging counterparty risk
• The Big Bang protocol
• Examining the need for central clearing houses for credit default swaps
• Dealing with the crisis of liquidity
• Meeting increased regulatory capital requirements
• The role of rating agencies
• The effect of government intervention

This event will provide you with the perfect opportunity to discuss best practice with your peers, to hear from regulators and ask them your questions.

Don’t miss your chance to learn practical steps you can implement straight away to improve performance in your business.