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

Risk Training's two day training 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.

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


Learning outcomes

  • Gain a new or enhanced understanding of the current regulatory landscape including EMIR, SFTR, FRTB & the new role of ESMA
  • Understanding of IM requirements for non-cleared derivatives
  • Learn 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
Event Guide
Q2 2018 Calendar
CPD Accredited
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