Margin and Collateral: Getting ready for the next phase of Initial Margin rules

21 - 22 March 2018, Hong Kong

Asia Risk's Margin and Collateral workshop is designed to provide in-depth knowledge and practical solutions on how to prepare for the upcoming IM requirements and demonstrate compliance with the uncleared margin regulations.

Margin and Collateral:
Moving into the Next Phase of IM implementation and ISDA SIMM requirements

21-22 March, 2018
Hong Kong

REGISTER NOW and join leading risk, finance, compliance, law practitioners, collateral management experts and advisory firm professionals to discuss the operational challenges posed by the latest initial margin rules and the new ISDA SIMM requirements.

The uncleared derivatives market has been going through wide-ranging changes, such as the recently implemented Variation Margin (VM) rules and the two way Initial Margin (IM) rules, restriction of eligible forms of collateral, initial margin segregation and the new documentation requirements. ISDA has also published the new ISDA SIMM methodology with an effective date of Dec'17. This includes updates on full recalibration and industry back testing of the methodology.

While many institutions have drafted strategies and industry-wide programs to address these regulations, much uncertainty remains as to whether the market is prepared for the economic and operational impacts of the margin regulations. 

Course highlights:

  • In-depth understanding of the OTC derivatives and central clearing landscape
  • Initial margin requirements for uncleared derivatives
  • Collateral transformation and optimisation strategies
  • MVA as a future IM interest
  • Get a clear view and perspective on the new ISDA SIMM requirements, including the documentation and legal requirements of CSA
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