Clearing and Uncleared Margins:
Solutions and Optimization
New York, 28 & 29 March 2018

This innovative two day training course will provide participants with a comprehensive understanding of the recent regulatory reforms in the OTC derivatives market, clearing and margin requirements.

Topics to be discussed will include calculating margins and operational impact, managing CCP and client risk and understanding collateral management challenges. This course is delivered by expert practitioners from a variety of top-tier financial institutions and consultancies.

Learning Outcomes:

  • Understand different methodologies for calculating IM and VM 
  • Current status of US & global clearing mandates
  • SIMM initial margin model
  • Review operational costs and capital requirements for clearing
  • Meeting regulatory requirements and collateral optimization 
  • How funding practices are changing under current market conditions

Course Highlights:

  • Address key challenges of regulatory requirements for non-cleared derivatives
  • Examine evolving CCP products offerings and understand how to mitigate client risk
  • Develop an efficent clearning strategy 
  • Comprehensive understanding of global margin requirements
  • Tackle collateral challenges including the transition from uncleared to cleared
  • Counterparty credit risk in the light of new regulatory imperative

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Q1 2018 Calendar
CPE Accredited
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