Risk Management of Central Clearing Counterparties Workshop

Risk Management of Central Clearing Counterparties Workshop
PRMIA Hungary and the Department of Finance of Corvinus University of Budapest in collaboration with colleagues of the Hungarian Central Counterparty (KELER CCP Ltd.) organizes a one-day online workshop on the 24th of September on the risk management of central counterparties. The aim of the workshop is to bring together professionals from academia and practice, to discuss the challenges of central clearing from a broader perspective, to identify potential research questions, and to enhance cooperation.
 
  Date:
September 24, 2021

  Time:
13:00 - 20:00 CEST

  Location:
Virtual Event

 
 
Agenda  
  Time   Event  
 
     
  12:50 - 13:00
  Welcome
 
 
     
  13:00 – 15:00
  Section 1 – Theory
Ron Berndsen, Tilburg University, Fundamental questions on central counterparties: A Review of the Literature
Péter Csóka, Corvinus University of Budapest, Clearing in financial networks: decentralization, blockchains, bilateral netting, and endogenous uncertainty
Péter Bíró, Corvinus University of Budapest, Central coordination in financial clearing
Zsolt Bihary, Corvinus University of Budapest, Optimal margining
 
 
     
  15:30 – 16:30
  Darrell Duffie, (Stanford University, Reforming the market for U.S. Treasuries: The role of central clearing
 
 
     
  16:30 – 17:30    Elod Takáts, Corvinus University of Budapest, Model risk at central counterparties: Is skin-in-the-game a game changer?  
         
  18:00 – 20:00    Section 2 – Practice
Michal Konopczak, Warsaw School of Economics, Tiering of UK CCPs – how bad is the lesser evil?
Csilla Szanyi, KELER CCP, New challenges in central clearing
Kata Váradi, Corvinus University of Budapest, Your skin or mine: assuring the viability of a CCP
Berlinger/Dömötör, Corvinus University of Budapest
 
         

Thank you to our Sponsors!


                               

                           Institute of International Bankers
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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].

Registration

This event is FREE for members and non-members, although registration is required.  Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support chapter events like this by becoming a member

 
When
9/24/2021 7:00 AM - 2:00 PM
 

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