Shawn Schomacker, Senior Manager at Sapient Global Markets, has been invited to present his views on Advanced Risk Management Fundamentals for CCPs at this Financial Markets training session.  During the session, Shawn will discuss:

- Background on margin methodologies at CCPs including SPAN and introduction to VaR

- Run through of FHS VaR for rate swaps

- Run through of multi-factor VaR for CDS

- Monte Carlo VaR for Swaptions, Caps, Floors

- Introduction to CVA, and how CCPs impact it

Bill Hodgson, trainer for the session posted about this upcoming course in his blog

For more information on the session or to register,
please visit www.me-financialtraining.com.