Margin and Collateral London

Risk Training’s Margin & Collateral course has been designed to provide in-depth and best practice solutions to ensure compliance with the current state of collateral and margin regulations, with a focus on the ISDA SIMM requirements.

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Margin and Collateral:

Ensuring Initial Margin Compliance, SIMM and MVA Optimisation
London, 27 & 28 June 2018

View Full Agenda Pricing and Registration

Recent changes in the clearing, non-cleared and OTC derivative markets such as implementing the variation margin (VM) rules, two way initial margin (IM) rules and restrictions on eligible collateral have required an overhaul of procedures. While most institutions have strategies and programs in place there is still much uncertainty as to how the market is prepared for the impacts of implementing these margin regulations.


Risk Training’s Margin & Collateral course has been designed to provide in-depth and best practice solutions to ensure compliance with the current state of collateral and margin regulations, with a focus on the ISDA SIMM requirements. In addition to this, the course will place emphasis on how to move past compliance and through to optimisation; discussing MVA and XVA and how these adjustments are increasingly relevant to the future of the OTC derivatives market.
 

Speakers Include...

Matteo Rolle, Head of XVA, Capital & Collateral, Lloyds Banking Group

Chetan Joshi, Business Programme Manager, Margin Reform, Standard Chartered Bank

Markus Konz, Independent Consultant

Simon Lautier, Senior Consultant, Societe Generale 

Luca Sitzia, Group Financial Risk Methodology, Unicredit Spa

Christian Krohn, Consultant, Bovill

Gordon Mackenzie, Director of Capital Markets Technology, Deloitte

Learning Objectives

By the end of the two day training delegates will have new or improved knowledge of:

  • Current regulatory landscape including EMIR, SFTR, FRTB & the new role of ESMA
  • IM requirements for non-cleared derivatives
  • Best practice approaches for a front to back SIMM set up
  • MVA optimisation, learn how to calculate MCA and utilise in the balance sheet
  • How MVA & XVA interact and what  MVA means for overall XVA
  • Technology trends in clearing and how blockchain can assist and help to save costs
Who Should Attend?

This course is primarily aimed at those working in or looking to improve their knowledge of clearing or non-cleared margins on a day-to day basis, however Risk welcomes anyone who would benefit from this training. Specific job titles may include but are not limited to: 

 

  • CRO/Risk Manager
  • Clearing Risk Manager
  • Derivative Operations/Settlement
  • Collateral Optimisation
  • Collateral Manager
  • Collateral Margin Manager
  • Head of OTC Clearing
  • Capital and Collateral Manager
  • Head of Fixed Income
  • Credit Risk Managers/Analysts 
  • Portfolio Risk Managers/Analysts
Course Highlights
  • Regulatory timeline and overview including EMIR, MiFID, SFTR and FRTB  
  • Overview of collateral lifecycle optimisation and how to utilise predictive analytics
  • Learn about IM requirements and methodologies for calculation 
  • Best practice approaches to creating a front to back SIMM set up  
  • MVA optimisation and the interaction between MVA & XVA
  • A discussion on technology trends in clearing, particularly focused on blockchain and how to automate processes in order to cut costs

Radisson Blu Portman Hotel

22 Portman Square 
W1H 7BG 
London 
United Kingdom 
Tel: +44 207 2086000

Venue information

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