PRMIA Counterparty Credit Risk Event

​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 P​oort in Zuidas. This meeting will review recent developments in​​​​ Counterparty Credit Risk, both regulatory and industry best practice.​

Agenda

4:00 - 4:25 PM
​​Registrations

4:25 - 4:30 PM
Welcome address
Arnold Vedhoen, Avantage Reply​

4:30 - 4:50 PM
​​Counterparty Risk Regulation, Standard Approach versus Internal Model
Oscar McCarthy, PRMIA

4:50 - 5:10 PM
ISDA perspectives on Trading Book Review and CVA
Panayiotis Dionysopoulos, ISDA​

5:10 – 5:30 PM
Latest developments in XVA desk management
Robert McWilliam, ING Bank​

5:30 – 5:50 PM
Towards best practice for CCR and XVA analytics
Paul Jones, Markit

6:00 – 7:00 PM
Cocktails & Canapes​

Please register on PRMIA website. We look forward to welcoming you for lively debate and discussions​.