In a webinar, a panel of industry experts will discuss practical strategies for achieving collateral efficiency including the use of tools to improve collateral optimisation, mobility and velocity.
To meet the increased collateralisation of derivatives and securities financial transactions required under new regulation, financial organisations need to ensure they are managing their collateral and capital as efficiently as possible. Financial institutions will need higher quality assets to support greater collateral requirements for both cleared and uncleared derivatives but they must also ensure the assets can be efficiently identified, sourced and delivered in order to reduce liquidity and capital pressures in both the short and long-term.
In a webinar, market practitioners share strategies for achieving efficiencies in the management of capital and collateral through improvements in collateral mobility, velocity, optimisation and processing. Attendees will gain insight into emerging best practices surrounding the use of market-available tools and services such as cross-margining, netting and more.
The panel will discuss:
- What is the current market outlook for regulatory reform and the impact on collateral and capital management?
- What is the long-term impact of increased collateral demand on OTC derivatives volume and use?
- How does regulatory requirements put pressure on both supply and demand of high quality collateral?
- How are firms optimising collateral for securities lending, repo, ETD and OTC derivatives?
- What is collateral mobility? How does it improve a firm’s ability to access and transport collateral efficiently?
- What is collateral velocity and why is this important to overall efficiency?
- What are the key challenges for both buy-side firms and sell-side firms?
- How can a buy-side firm can improve efficiency through the use of services such as cross margining, portfolio margining and netting and what are the advantages and disadvantages of these services?
- How should market utilities such as CCPs and service providers improve their services to support greater collateral efficiency among all market participants including their buy-side clients?
Speakers:
- Matthias Graulich, Chief Client Officer, Eurex Clearing
- Tobias Wuergler, Principal, Oliver Wyman
- Richard Deroulede, Head of Equity Finance Trading Europe, Société Générale
- David Brown, Technical Manager Derivatives Operations, Royal London Asset Management
Moderator: Julia Schieffer, Founder & Editor, DerivSource.com
To register: https://goto.webcasts.com/starthere.jsp?ei=1060121
