Training Overview
The training will cover topics such as
- Risk, Margin and Collateral in OTC and On-Exchange Derivative Markets
- Understanding Margin methods, models and concepts
- Pricing of (OTC) derivatives
- Digging into the details of the regulatory framework in Europe
- Risk coverage for counterparty credit and market risk
- Developing a common and practical process – brainstorming practical processes
- Discussion of ad-hoc developments in financial market infrastructures (e.g. Brexit, Corona, Defaults, upcoming regulations)
Learning outcomes:
- Understanding and interpreting regulatory requirements
- Digging into the theories behind margin, risk and collateral models
- Regulatory risk reporting versus practical risk management of counterparty credit risks
- Getting a practitioner view translating requirements into project specifications
- Determining to-do and checklists achieving compliance with regulatory requirements
Who should attend?
- People working within banks and institutional investment companies, e.g. pension funds, mutual funds, hedge funds, insurance companies, asset managers, in the role of: » traders, portfolio managers, salespeople, middle-office personnel, operations (back-office) personnel including those from derivative trade processing/derivative collateral management/reconciliation/static data, compliance, risk management, legal
- Personnel working within central securities depositories or custodian organisations
- Personnel working for central counterparties and trade repositories
- Advisors or consultants working for management consulting firms.
- Business analysts and programmers
Trainer
