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DTSTART;TZID=Europe/Zurich:20260908T180000
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DTSTAMP:20260714T203917Z
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SUMMARY:Bridging the Gap: Credit & Market Risk in Commodity Transactions
DESCRIPTION:Register on the SRA Website\n			\n			\n				\n				\n				\n				\n			\n				\n				\n				\n				\n				\n				\n				\n				\n				\n				\n				The CTA Association is pleased to support the promotion of Bridging the Gap: Credit & Market Risk in Commodity Transactions\, a public flagship event organized by the Swiss Risk Association. \nTuesday\, 8 September 2026 | EY Geneva \nThe event will mark the official launch of the Swiss Risk Association’s new Romandie Commodity Trading Chapter\, a dedicated forum for professionals to exchange knowledge\, experience\, and best practices relating to risk management in physical commodity trading and associated markets. \nConnecting Banking and Commodity Trading Perspectives\nCommodity markets are increasingly affected by price volatility\, geopolitical disruption\, regulatory pressure\, liquidity constraints\, and counterparty exposure. \nBanks and commodity trading companies face many of the same underlying risks. However\, they may assess and manage those risks through different frameworks\, priorities\, and decision-making horizons. \nThis high-level discussion will bring together senior banking and commodity trading professionals to explore how credit risk and market risk interact in practice and how stronger communication can support more resilient decision-making. \nSpeakers and Discussion Topics\nSpeakers\nGoran KarimzadehDirector\, UBS \nVijay ChakravarthyChief Risk Officer\, Louis Dreyfus Company \nNicola JarvisSenior Vice President\, Risk Management\, Cargill \nModerator\nJosiane TistounetBoard Member\, WISTA Switzerland \nThe discussion will explore: \n\nCredit and counterparty risk in volatile commodity markets\nThe impact of geopolitical and market developments on credit frameworks\nLiquidity pressure\, collateral and margin requirements\nThe relationship between mark-to-market movements and counterparty stress\nThe effectiveness and limitations of current stress-testing practices\nDifferences between banking and commodity trading risk perspectives\nOpportunities for stronger coordination between banks and traders\n\nEvent Information and Registration\nDate: Tuesday\, 8 September 2026Doors open: 17:45Event programme: 18:00–20:30Venue: EY GenevaAddress: Place de Pont-Rouge 1\, 13th Floor\, 1212 Lancy\, GenevaFormat: Panel discussion\, audience Q&A\, and networking drinksParticipation: Free public eventOrganiser: Swiss Risk AssociationCTA involvement: Supporting organizations for event promotion \nAgenda\n17:45 – Doors open and name-tag collection18:00 – Welcome18:05 – Introduction and event presentation18:15 – Round-table discussion19:15 – Audience Q&A19:45 – Networking drinks20:30 – Event conclusion \nCTA members and professionals working in commodity trading\, trade finance\, banking\, credit\, market risk\, and related sectors are encouraged to register. \nRegistration is required\, and attendance is subject to venue capacity. \n			\n				Register on the SRA Website
URL:https://cta-association.com/event/bridging-the-gap-credit-market-risk-in-commodity-transactions/
LOCATION:Ernst & Young\, Place de Pont-Rouge 1\, 1212 Lancy
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