We have a new speaker, welcome on board:
Arturo Labanda Puerta
Head of Market Risk
Banco Santander – Spain
His topic is the following:
Collateral: impact in pricing and risk management
- Curve construction under collateral agreements
- Initial Margin in CCPs: same product but different price
- Initial Margin with bilateral counter-parties
>>> Go to the 5th Collateral Management Forum event website