Counterparty Risk Management and Margin Requirements

With this badge and completion of the course, this participant has learned to: - Employ effective CCP risk management practices in volatile markets - Apply best practices for counterparty credit risk management and exposures for banks - Confront the challenges associated with OTC fallouts - Discuss the uses of AI for managing counterparty credit risk - Understand how to treat CVAs under FRTB rules - Develop robust methods to manage initial margin and prevent procyclicality