IECA Webinar: Potential Future Exposure - Basics of the Calculations

Date
September 13, 2017
Type
Webinar
Event Type
Seminar/Webinar
Presenters
Kevin Kindall
Description

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.

IECA Member Access Only - please click HERE to view the webinar.