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This event took place on 19th June 2019, so you won't be able to enquire. They may run the event again in the future. Contact the member by visiting their profile using the 'Member Profile' link above.

This two-day programme will provide participants with issues and challenges surrounding counterparty credit risk in derivatives. Our expert speakers will highlight two important characteristics of CCR: the risk of counterparty default and a credit valuation adjustment (CVA); and the calculation of counterparty credit risk of a portfolio of transactions.

Hong Kong

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