Margin and Collateral 2018 is a course dedicated to ensuring initial margin compliance, simm and mva optimisation.
Margin and Collateral 2018 covers topics such as:
- 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
Margin and Collateral 2018 brings together:
- 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