Modern Challenges in Counterparty Credit Risk
Join PRMIA Netherlands for a dynamic conversation about how to best handle modern challenges in counterparty credit risk. PRMIA is pleased to welcome two of the leading first-line experts in the Netherlands to discuss practical challenges in the management of Counterparty Credit Risk.
Date:
September 17, 2024
Time:
6:00 - 8:00 p.m. CEST
18:00 - 20:00
Presented By:
PRMIA Netherlands
Location:
ING Cedar Building, Bijlmerdreef 106, 1102 CT Amsterdam
| Agenda |
|
| |
Time |
|
Event |
|
| |
|
|
|
|
| |
18:00 -18:25
|
|
Delegate arrival and registration
|
|
| |
|
|
|
|
| |
18:30-20:00 |
|
Speaker Presentations followed by Q&A |
|
| |
|
|
|
|
| |
20:00
|
|
Networking Drinks |
|
| |
|
|
|
|
| |
|
|
Questions may be sent to [email protected] |
|
| |
|
|
|
|
| |
|
|
Attendance is free of charge to members |
|
| Speaker |
|
| |
|
|
| Fabrice Schelback is a managing director at ING Bank NV. He is the global head of Credit Exposure Management at ING’s Financial Markets department. In his role he reports to the Global Head of Trading. He and his team are responsible for pricing and hedging counterparty and funding risk of derivative transactions next to managing all risk weighted assets related to ING’s derivatives franchise (Default, CVA and Trading Capital). He has a Master in Business Engineering from Solvay Business School (Vrije Universiteit Brussels, 1993). |
|
|
|
|
|
Alexander Jacobs is the Global Head of OTC Clearing at ABN AMRO Clearing Bank, where he is responsible for all OTC trading and clearing related business within ABN AMRO Clearing. As of 2014 Alexander heads the OTC Derivatives Clearing Services, which services and facilitates Financial Institutions, Hedge Funds and Professional Trading Firms in their trading and clearing
activities. Alexander has fulfilled various senior roles in derivative trading & clearing and risk management covering multiple asset classes, client segments and financial products. Prior to joining Investment banking, Alexander spent 6 years as Market Maker, trading equity options on the Amsterdam Options Exchange.
|
|
|
| |
|
|
| PRMIA thanks ING for its generous financial support |
|
|
 |
|
|
| Continued Risk Learning Credits: 1 |
PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].