Location
Palm Desert, CA
United States
Date
March 21, 2017
Type
Presentation
Event Type
Spring Conference
Presenters
Kevin Kindall
Description
Counterparty exposure metrics are an increasingly popular and useful way to measure both counterparty exposure and potential funding requirements. This session 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. 1.5 hrs CPE - Finance; 1.5 hrs CE
Objectives
Understanding Counterparty Exposure Metrics.
