In a DerivSource webinar, we explore how the collateral management model is evolving and how financial firms of all types can improve their existing margin management processes to improve their hedging capabilities, make better use of existing assets (non-cash) or financing tools to meet existing and future margin obligations as needed in the new market environment.
Mid-tier firms including regional banks, corporates, asset managers and pension funds, must assess their existing collateral management model to ensure they have the scale, know-how and processes in place to manage greater margin requirements internally and with service providers (exchanges, CCPs and brokers) in a cost-effective and efficient manner.
Join us to hear strategies for how buy and sell-side firms can better manage and finance their collateral obligations for both cleared and non-cleared derivatives amidst changing market and regulatory conditions.
• Lisa Jackson, Head of Clearing, Collateral Management Solutions at Lombard Risk
• Panos Koumantanos, Senior Product Manager for LCH’s Rates & FX Derivatives business, which includes SwapClear
• Diana Shapiro, Director, Citi Futures, Clearing and Collateral
• John Williams, SVP, FCM Liquidity Management, HSBC
Watch On-Demand Now: https://goto.webcasts.com/starthere.jsp?ei=1140936
