Episode 22
Quick Takes: Using SACCR to monitor Counterparty Credit Risk
November 7th, 2023
8 mins 51 secs
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About this Episode
In this week's Quick Takes, Chris will discuss using SACCR to monitor Counterparty Credit Risk.
He'll discuss the importance of closely monitoring Counterparty Credit Risk for all market participants and highlight how SACCR is a valuable tool, even if not mandated by regulators.
ION #IONMarkets #ClarusFT #SACCR #CounterpartyCreditRisk #ISDA
Amir Khwaja, CEO, Clarus Financial Technology
Amir is CEO of Clarus Financial Technology and has more than thirty years' experience in OTC Derivatives and Technology. His prior positions include Director of RiskMng and FE at Calypso Technology (2005-2012), CTO at SunGard Trading and Risk (2002-2005), CEO & Founder at Kronos Software (1998-2002). Amir started his career at Chase Manhattan (now JPM) as an IT graduate trainee in 1988, after a degree in Mechanical Engineering from Imperial College, London.
Chris Barnes, Senior Vice President, Clarus Financial Technology
Chris has over 19 years experience in OTC Derivatives markets. He started out trading Cross Currency Swaps at HSBC in London between 2002 and 2010, before helping to launch Rates Trading at State Street in London (2010-2012). Having relocated to Switzerland, he also served as the Director of Product Development at Gottex.
Chris holds an MA from the University of Cambridge in Natural Sciences, where his dissertation on artificial intelligence was published in 2001.