In a complimentary webinar a panel will review the margin requirements for both cleared and uncleared OTC derivatives and how the buy side can build a collateral management operation that is both compliant and capital efficient
New financial regulation globally introduces more stringent collateralisation and risk mitigation practices for both cleared and uncleared OTC derivatives. To comply with these new margin requirements financial institutions of all types need to undergo radical change in their collateral management processes and credit risk practices and procedures. Historical siloing of business lines, reliance on legacy systems, manual process and regulatory uncertainty complicates the designing of the collateral management overhaul required to adopt new market standards.
In an interactive webinar a panel of experts will firstly review the margin requirements for cleared derivatives under EMIR and uncleared derivatives under the BCBS/IOSCO standards. The panel will share strategies used to update their existing collateral management processes to comply with both cleared and uncleared derivatives flow in tandem and will discuss the various operational, legal and technological challenges they face. Attendees will be able to ask the panelists questions during this live and interactive webinar.
The webinar will cover the following topics:
What are the new margin requirements under the BCBS/IOSCO paper?
What are the new standard practices for managing margin for cleared derivatives?
Is it possible to establish a collateral management operation for both cleared and uncleared derivatives?
What are the best practices for managing margin for both uncleared cleared derivatives? What are the biggest challenges?
What is a realistic strategy for collateral optimisation for buy-side firms? Are algorithms necessary?
If external funding is required (i.e. use of repo markets or transformation services) what procedures should a firm adopt to monitor this funding process?
Stephen Bruel, Vice President, Investor Services & Markets, Brown Brothers Harriman & Co
David Little, Director of Strategy & Business Development, Calypso Technology
Thomas Ciulla, Senior Manager, PricewaterhouseCoopers
Barry Hadingham, Head of Derivatives & Counterparty Risk, Aviva Investors UK
+44 20 3239 9325
Part of DerivSource: CCP Clearing: How to Achieve Margin Efficiency & Asset Safety?Organized by: