Following on the success of the last year’s OTC Derivatives Clearing Summit Risk is proud to host its Derivatives Clearing conference in New York!
This year’s event will focus not only on the impact of the new regulations on the OTC derivatives market but also will look into recent developments in the markets of other centrally cleared and uncleared swaps. It will explore how to ensure efficient clearing practices and how to minimize the costs associated with clearing.
“A must-attend gathering for derivatives market participants”
This one-day conference will provide a platform for best practice sharing and thought exchange on the most burning issues faced on a daily basis by the derivatives market participants.
Risk’s Derivatives Clearing conference will cover a number of topics, including:
- How to assess the initial and variation margins to minimize the cost of clearing
- An analysis of how the new reforms have influenced liquidity dynamics in the market
- The impact of the mandatory SEFs trading on business models, counterparty risk and transparency
- Are we on the brink of futurization?
- Evaluation of collateral management practices and cross-product margining benefits
- Assessment of the current clearing capacity and improvements needed to streamline the clearing and reporting processes
- To clear or not to clear: that is the question? What are the benefits and challenges of using non-centrally cleared swaps in the current regulatory environment
- …and many more!
Attend the Risk’s Derivatives Clearing conference and gain invaluable insight on new developments in the derivatives markets and find out how your peers are dealing with streamlining their clearing processes and merging their cleared and uncleared businesses.
