Feb 21st 2012 (10am EST/3pm GMT); Register here
In an complimentary webinar, experts discuss how risk management is changing to support the new OTC derivatives workflow model from pre-trade to post-trade processing and clearing.
The regulatory overhaul and introduction of new market structures for the OTC derivatives space requires financial institutions to revolutionalize risk management practices within this new OTC environment. Pre-trade risk modeling, management of market, credit counterparty and liquidity risk all need adapting to support the trading of OTC derivatives via SEFs and OTFs and the clearing via CCPs. Also, new risk management practices must meet regulatory requirements for increased levels of transparency and advanced risk mitigation procedures regulators and clients require for OTC derivatives. The stakes are high but effective risk mitigation is the cornerstone of a successful and regulatory compliant OTC derivatives business.
In an interactive webinar, a panel of risk and operational managers will explore the components and best practices for an OTC specific risk management. The panel will discuss the challenges, technology used and the ongoing trends all market participants need to be aware of the establish a future-proof risk management program in a time of constant changes and regulatory reform.
The panel will the review the following topics:
· Real-time risk – why real-time is needed now and what is real-time?
· Pre-trade risk management (embedding credit limits in pre-trade risk)
· Risk management to support CVA activities
· Market risk management practices including pricing methodologies
· Credit risk management to manage a CCP environment
· Liquidity risk management in a new OTC space
· Holistic risk management strategies and monitoring risk across both CCP and bilateral derivatives businesses
· Risk reporting requirements
Confirmed Speakers:
- Demetria O’Sullivan, Global Head – ETD and OTC Derivatives Clearing Risk at Citigroup.
- Atanas Goranov, CFA, FRM, Managing Director, Derivatives Risk Officer Investments at The Guardian Life Insurance Company of America
- Marcus Cree, FRM, Vice President – Market and Credit Risk Solutions at SunGard
*Additional speakers to be announced shortly.
Register for this free webinar: https://deriv.webex.com/deriv/onstage/g.php?t=a&d=956164757
Please also register for “OTC Derivatives Clearing in Flux – the Impact on Post-Trade Processing “ a Webinar March 6th 2012.
