Real-time Risk: How Practical Is It, and Is It Worth Striving For?

On-demand webinar with Risk.net

In the over-the-counter capital markets, Chief Risk Officers, traders and risk teams in the front and middle offices have the complex task of identifying, managing and reporting on risks across their firms amid fast-moving markets. In previous decades, they managed on overnight risk reports but, in today’s environment, it is imperative they act at the speed of markets and understand the true costs of trading.

Given the complexity of the calculations and the need for real-time decision-making for trading and hedging, how can practitioners obtain and utilize real-time risk insights? And how feasible is real-time risk management in practice?

A panel of experts discuss the ramifications of real-time risk metrics and real-time risk management:

  • What exactly is real-time risk as it applies to risk metrics and risk mitigation practices?
  • How the concept of real-time risk applies differently to market risk versus counterparty credit risk
  • Which risk measures make sense to calculate in real-time, and which don’t? How can they be utilized in a practical way?
  • Basel III endgame rules require calculating market risk and credit valuation adjustment (CVA) capital in the near future. The standardized approach to CVA (SA-CVA), in particular, is a challenging calculation to run – how important (and practical) is it to calculate and utilize SA-CVA in real time.
  • To get faster calculations, approximations are sometimes necessary. When is this acceptable, and when is it not?

This webinar offers insights for leaders and practitioners in OTC trading, market risk, counterparty credit risk, XVA and regulatory capital roles who manage risk of various types in today’s complex and fast-moving OTC markets.

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