Margin and Collateral 2018

Margin and Collateral 2018 is a course dedicated to ensuring initial margin compliance, simm and mva optimisation.

Topics

• Collateral lifecycle optimisation and how to utilise predictive analytics
• Regulatory timeline and overview including EMIR, MiFID, SFTR and FRTB
• Best practice approaches to creating a front to back SIMM set up
• IM requirements and methodologies for calculation
• Technology trends in clearing, particularly focused on blockchain and how to automate processes in order to cut costs
• MVA optimisation and the interaction between MVA & XVA

Who should Attend

• Clearing Risk Manager
• CRO/Risk Manager
• Collateral Optimisation
• Derivative Operations/Settlement
• Collateral Margin Manager
• Collateral Manager
• Capital and Collateral Manager
• Head of OTC Clearing
• Credit Risk Managers/Analysts
• Head of Fixed Income
• Portfolio Risk Managers/Analysts