Aymeric Chauve

Aymeric Chauve

Name Aymeric Chauve
Designation Director – UK Head of Credit - Societe Generale, UK
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Day 2 (November 27)

9:40

Session: At the crossroad between market and credit risk: focus on counterparty credit risk

Introduction Simplified taxonomy Main CCR metrics RISK MITIGATIOn (legal and margining) Making a « ccr » credit decision Conclusion and q&a