Counterparty Credit Risks

Improving collateral processes to increase enterprise-wide transparency on your counterparty risk exposure

Hear from your eminent Speaker Panel:

Wilma Schouten Vice President, Global Head Financial Risk Management

ROYAL PHILIPS ELECTRONICS

Bjørn Sandmoe Head of Corporate Credit

STATOIL ASA

Maria Taylor Head of Credit Risk

EDF TRADING

Henrik G. Welsh Senior Director, Guarantees and Project Finance

EKSPORT KREDIT FONDEN (EKF)

Peter Restelli-Nielsen Senior Advisor Payment Systems

DANMARKS NATIONALBANK

Hans Melo Kinck Senior Credit Analyst

NASDAQ OMX

Wolfgang Behr Senior Manager

ACCENTURE (MUNICH)

Event Summary:

Counterparty exposure is considered as the top priority today amongst corporate treasurers to successfully manage liquidity and risk management in a volatile business environment. During the financial crisis, companies were forced to navigate in a financial landscape where they were unsure if their business and banking partners would still exist in a near future.

An efficient collateral management strategy enables the treasurer to successfully reduce counterparty risks. By automating collateral processes it is possible to improve operational processing and risk management. By consolidating collateral information in one place – the corporate treasury function are able to successfully take optimal decision on both credit and liquidity risks; OTC derivates, FX risk exposure, fixed bonds, credit lines and reduce cash from banking partners with low credit rating.

This international flagship event will examine best strategies to streamline treasury processes to maximise liquidity and risk management. Our distinguished cross-industry speaker panel will provide your company with a roadmap to improve collateral processes to increase transparency to successfully reduce your counterparty risk exposure.

This event will tackle key issues such as:

• Automating collateral processes to reduce your organisation’s counterparty exposure
• Rolling out a global ERP system to aggregate financial information
• Improving transparency through real-time data to reduce your counterparty risk and exposure
• Setting up individual counterparty risk agreements to manage joint ventures
• Understanding the role of OTC derivates to push transactions to electronic clearing house
• How do you identify your counterparty risk in credit default swaps (CDS) and tranches?
• How do you set up a bank group to co-operate domestically and internationally?
• Building a pipeline of cash or credit facilities to master your liquidity forecasting
• How do you match your transaction flow of FX risk and interest rate risk?
• Rating vs. relationship: When & how do you decide limits for each counterparty risk?