Overcoming Challenges to Managing ISDA Documentation and Counterparty Credit Risk
Risk management should be focused on managing for a crisis, not managing in a crisis. Market volatility, liquidity concerns, counterparty risk and regulatory pressures have created an unprecedented need for improved risk management. To manage risk we need accurate derivatives valuations and the capability to model potential future exposure.
Join this 60-minute webinar on removing technology cost barriers and meeting derivatives documentation challenges to make your risk management more effective. Learn how to increase transparency and get easy access to independent valuations of IR, FX, commodities, OTC derivatives, and credit or debt securities.
See how our partners, Provident Risk Management, have incorporated this system into an overall credit and documentation risk management strategy for derivatives, with a demonstration of Maximum Peak Exposure for interest rate swaps.
Accurate and well-documented valuations of your derivatives are crucial to better risk management. Register for this webinar today.
- Market turmoil and the need for transparency and better risk management
- Managing counterparty credit risk
- Using FINCAD's Fair Value Insight to remove the technology barrier in risk management
- Overview of Provident Risk Management's ISDA Documentation Credit Risk Matrix
- Maximum Peak Exposure calculation for vanilla and amortizing interest rate swaps
Provident Risk Mgmt
Product Manager, FINCAD
Associate Product Marketing