Margining & Collateral Singapore

A two-day intensive course to hear from regulators and leading industry experts on how to prepare for the upcoming IM requirements and demonstrate compliance with the uncleared margin regulations.

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Margining & Collateral

25-26 March 2019

Singapore

 

Register Now

A  two-day intensive course to hear from regulators and leading industry experts on how to prepare for the upcoming IM requirements and demonstrate compliance with the uncleared margin regulations.

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Learning Outcomes
  • Understand the regulatory and risk management landscape in central clearing
  • Learn about IM requirements and methodologies for calculation 
  • Learn best practice approaches for a front to back SIMM set up
  • MVA optimisation, learn how to calculate MCA and utilise in the balance sheet
  • Understand how MVA & XVA interact and what MVA means for overall XVA
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Who Should Attend

This technical workshop has been designed for a wide audience in the banking, rating agencies, service providers, and will be of value for staff in the following functions:

  • CRO/Risk Manager
  • Clearing Risk Manager
  • Derivative Operations/Settlement
  • Collateral Optimisation
  • Collateral Manager
  • Collateral Margin Manager
  • Head of OTC Clearing
  • Capital and Collateral Manager
  • Head of Fixed Income
  • Credit Risk Managers/Analysts 
  • Portfolio Risk Managers/Analysts