Counterparty Risk Webinar
For professionals working in reference data, it is often said that regulation is your best friend. This has definitely been true for counterparty data as regulators are increasingly focusing on how firms manage data on business entities. To meet regulatory requirements and mitigate counterparty risk, both buy-side and sell-side firms are now looking at ways to ensure the basic data records on counterparties are complete and correct. But this remains a challenge when there is a lack of clearly defined standards - both in terms of identifiers and names.
- Counterparty data requirements for achieving a complete picture of an entity
- What processes need to be in place for managing counterparty risk?
- Strategies for linking counterparty and instrument data
Speakers include:
Darren Measures, Executive Director, Collateral Management Sales, JPMorgan Clearance & Agency
Julia Sutton, Director, RBC Capital Markets
Darren Purcell, Director, Standard & Poor's, Fixed Income Risk Management Services
Gert Raeves, Senior Vice President of Strategic Business Development and Marketing, GoldenSource
Carla Mangado, Staff Writer, Inside Reference Data |
