IECA Webinars

WEB170912 - Potential Future Exposure - Basics of the Calculations

Sep 12, 2017 2:00pm ‐ Sep 12, 2017 3:00pm


Credits: None available.

Members: $0.00
Standard: $35.00

Description

September 12, 2017

Counterparty exposure metrics are an increasingly popular and useful way to measure both counterparty exposure and potential funding requirements. This webinar will present an overview of the common exposure metrics and a step-by-step process to estimate them for common trade types. Related topics such as Monte Carlo simulation and model calibration will also be covered.


 

Learning Objectives:

  • Understanding Counterparty Exposure Metrics.

Speaker(s):

Credits

  • 0.00 - No Credit

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