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Leveraging Market Risk for Credit Applications: Insights on PFE and Margin Risk Management

April 22, 9:00AM - 9:45AM MT / 3:00PM - 3:45PM BST

In today’s dynamic financial landscape, understanding the interplay between market risk and credit exposure is essential for effective risk management. This webinar will explore how market risk concepts can be applied to credit purposes, with a particular focus on Potential Future Exposure (PFE) and margin risk management.

Join our experts as they discuss:

  • The role of market risk in credit risk frameworks

  • Practical applications of PFE in managing counterparty credit exposure

  • Strategies for mitigating margin risk and optimizing collateral requirements

  • Best practices for integrating market and credit risk analytics

Whether you are a risk manager, credit analyst, or financial professional seeking to strengthen your risk management approach, this session will provide actionable insights and tools to enhance your decision-making.

Speakers

Pierre Lebon

Pierre Lebon

Director of Analytics

Zema Global

Steven Broad

Steven Broad

VP of Product

Zema Global