Margin Reform: Regulatory Update & Operational Impact
A Webcast June 15th 2017 at 10am NY/ 3pm UK / 4pm Paris (Register below)
Where do we stand with margin reform? In a webinar June 15th, a panel will provide a market update of various regulations effecting margin management and explore the impact of new rules on collateral management operations across all financial institutions – buy side and sell side.
Whether you’re a top tier bank, asset manager, hedge fund, pension fund, insurance company or a large corporation, new regulation will impact how you manage your margin and related collateral management processes. However, with regulatory rules affecting various regions and institution types differently, it is often difficult to ascertain the total impact of market changes on a business both in the short and long-term.
In a webinar, a panel of industry experts will offer a market update on regulation including EMIR, Basel III, Solvency II and MIFID II before then discussing the impact of new rules and possible political change on collateral management operations and processes for both buy and sell-side financial institutions. Attendees will also hear how firms are engaging in strategic situation analysis before establishing and executing an action plan for how to create a compliant and operationally efficient collateral management operation that best supports the business.
The panel will explore the following topics:
- Regulatory reform update – what are the rules impacting margin reform under EMIR, Basel III, Solvency II and MiFID II and are there any recent changes firms need to be aware of? How will the delays/no actions from some regulators regarding the non-cleared margin rules impact preparation plans?
- Political change – how might political change impact regional regulatory rules and global regulatory harmonization efforts?
- Preparing for compliance – what are the first steps firms should be taking when assessing the impact of new regulation on their collateral management operations? When should you communicate with counterparties? Should you tackle legal documentation first?
- Evaluation of strategic options – how can firms ensure they are evaluating all possible operations when establishing a compliant and efficient collateral management operation?
- Weighing pros and cons of options – What are the advantages and disadvantages of building in-house capabilities, investing in technology or outsourcing?
- Creating an action plan – action plans may vary but what are the main components of a strategy that can assist in timely execution and long-term?
• Helen Nicol, Lombard Risk
• Mark Higgins, BNY Mellon
• Stephen Humenik, Covington
• Anthony Kirby, E&Y
To register: https://goto.webcasts.com/starthere.jsp?ei=1145618
The Rise of Total Return Futures: What You Need to Know
A Webcast June 20th 2017 at 10am NY/ 3pm UK / 4pm Paris (Register below)
In a webinar June 20th 2017, Eurex and DerivSource explore the emergence of the Total Return Future and how both buy and sell-side market participants can use this newly designed futurised swap as part of wider trading strategies and to achieve greater margin efficiency.
The market is warming to futurised swaps which deliver margin efficiency and new trading opportunities for the derivatives market. One such new product taking the market by storm is the Total Return Future (TRF). In an educational webinar, a panel will explain this how this newly designed futurised differs from Total Return Swap (TRS), how it operates and is being incorporated into trading strategies today among both buy and sell-side market participants. Financial professionals at banks, brokers, asset managers at pension funds are encouraged to attend to hear the panel review the following topics:
• TRS vs. TRF – what is the difference between a total return future and a total return swap?
• TRFs today – what is the current market volume of TRFs and how is this evolving?
• Futurisation – what are the regulatory and market drivers behind the growing use of futurised swaps, such as the TRF?
• Trading opportunities –how can both sell and buy-side firms use TRFs as part of wider trading strategies?
• Advantages – what are the benefits of using TRFs, such as margin efficiency?
• Looking ahead – how will TRFs play a role in the markets going forward? What are the expectations for growth of this futurised swap?
Stuart Heath, Director Equity & Index R&D at Eurex
Nicolas von Kageneck, Senior Vice President Sales Equity & Index at Deutsche Boerse Group, representative office France
Nicolas Certner , Delta One Trader, BNP Paribas
Antoine Porcheret, Equity & Derivative Strategist, BNP Paribas
To register: https://goto.webcasts.com/starthere.jsp?ei=1142643