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16 September 2015
Amsterdam, De Nieuw Poort in Zuidas
On Wednesday 16 September 2015,
Avantage Reply will sponsor together with Markit the PRMIA "Counterparty Credit Risk" event taking place at De Nieuw Poort in Zuidas. This meeting will review recent developments in Counterparty Credit Risk, both regulatory and industry best practice.
4:00 - 4:25 PMRegistrations
4:25 - 4:30 PMWelcome addressArnold Vedhoen, Avantage Reply
4:30 - 4:50 PMCounterparty Risk Regulation, Standard Approach versus Internal ModelOscar McCarthy, PRMIA
4:50 - 5:10 PMISDA perspectives on Trading Book Review and CVAPanayiotis Dionysopoulos, ISDA
5:10 – 5:30 PMLatest developments in XVA desk managementRobert McWilliam, ING Bank
5:30 – 5:50 PMTowards best practice for CCR and XVA analyticsPaul Jones, Markit
6:00 – 7:00 PMCocktails & Canapes
Please register on
PRMIA website. We look forward to welcoming you for lively debate and discussions.