A complimentary webinar Nov 13th 2014
In a complimentary webinar, a panel will look at how firms are transforming collateral management procedures, such as margin analytics, liquidity risk analysis, collateral valuation, to better mitigate the risks of the new collateralised derivatives space.
The focus of late has been on sourcing and distribution the eligible assets required to meet new and greater margin requirements for both cleared and uncleared derivatives, however, financial institutions need to ensure they are managing all of the risks inherent with the transformation of their collateral management operations.
In this webinar, a panel of experts will explore best practices for credit counterparty risk and collateral management with a particular focus on compliance with new liquidity management requirements introduced by new regulation (Basel III) and managing collateral and related data for both cleared and non-cleared derivatives. The panel will discuss new and necessary procedures for managing margin eligibility, conducting liquidity risk analysis in today’s market whilst also ensuring all processes comply with industry standards, including regulatory rules and fair valuation requirements.
Webinar attendees will gain a better understanding of how existing procedures, such as asset pricing and collateral data management need to change to ensure the entire operation is streamlined and new ‘risks’ – operational and regulatory, can be avoided.
The webinar will cover:
- How to manage margin eligibility and margin analytics
- New best practices for conducting liquidity risk analysis
- The tools needed to support collateral funding via securities lending/repo activities
- How to manage the valuation and risk of underlying collateral data consistently
- How to improve data (market and reference data) to aid collateral operations
- How to manage CCP clearing and non-cleared margin requirements including fair value rules
Speakers:
- Anthony Belcher, EMEA Pricing and Reference Data, Interactive Data
- Michael Landolfi, Global Collateral Services Product Manager, BNY Mellon
- Joe Streeter, Vice President, Collateral Product Manager, State Street
- Nick Newport, Managing Director, InteDelta Ltd
Moderator: Julia Schieffer, Editor, DerivSource
To register: https://goto.webcasts.com/starthere.jsp?ei=1045706
