October webcasts cover OTC workflow & managing margin for uncleared derivatives
We have two webinars coming up in October where leading industry experts and market practitioners will come together to discuss how to improve operational control of a fragmented OTC derivatives operations and how to prepare for the BCBS/IOSCO margin requirements for non-cleared derivatives.
See below the brief descriptions for both webinars on Oct 7th and Oct 14th. We suggest you register early as there is limited space (yes, really). And feel free to forward on to colleagues and peers who also may want to listen in.
How to Achieve Operational Control in the Fragmented OTC Derivatives Landscape?
7 October 2014 – 9am EST (NYC) 2pm BST (London) / 3pm CET (Paris/Berlin)
In a webinar, a panel will review what a harmonised post-trade workflow looks like and discuss clear tactics and strategies for gaining greater control internally of data, messaging, connectivity and related processes. Attendees will also hear how other firms are working to ensure their middle and back offices are scalable and ready for inevitable future changes in the industry.
Speakers from: HSBC, Nomura, Message Automation and The Field Effect
The panel will review strategies for:
• Managing the complexity of external processes for connectivity and data flow for execution via SEFs/OTFs, CCPs, TRs & collateral providers
• Improving internal workflow and data quality to assist in the harmonisation of processes across business silos, reducing manual intervention and establishing a more transparent and consistent approach to managing trade data and related middle-office functions
To register: https://goto.webcasts.com/starthere.jsp?ei=1042067
BCBS/IOSCO Margin Requirements: Preparing for the Big Bang
14 October 2014 – 10 am EST (NYC) 3 pm BST (London) / 4 pm CET (Paris/Berlin)
In an interactive webinar, a panel of experts will first review the requirements for non-cleared derivatives under the proposed BCBS/IOSCO proposals, the timelines, and ambiguous areas within the framework before engaging in a discussion as to how firms are altering their collateral management processes and related procedures accordingly. Attendees will gain better insight into the proposals, where market stands on various requirements and proposed market standards, such as SIMM, while also hearing how other firms are improving their margin and liquidity management processes.
Speakers from: Deutsche Bank, SunGard, D-Fine and Nomura
To register: https://goto.webcasts.com/starthere.jsp?ei=1043148
