Please note the webinar is at 10 AM CT/ 11 AM ET.

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 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
• 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.

Speaker: Pierre Lebon, Directory of Analytic EMEA, cQuant

Pierre Lebon has more than 20 years of experience implementing and delivering valuation, risk management and quantitative analysis solutions for the commodity market players. He has managed implementation of portfolios ranging from pure financial trading firms to physical heavy power or fuel producers. He currently leads (is the head of) analytics for cQuant’s European operations. He holds a financial engineering degree from ESILV’s Paris school and was an exchange student at the Quantitative Master of Finance at UTS, Sydney.

Registration: Free for members and non-members!