Programme
Programme
Margin and Collateral Training Workshop
Day 1
Monday 25 March 2019, Singapore
09:00 |
Regulatory overview and timelines
Shaun Murray, Managing Director, Head of Strategic Collateral Management, STANDARD CHARTERED BANK |
|
10:00 |
Morning Coffee Break |
|
10:30 |
Collateral, in 2019
Shaun Murray, Managing Director, Head of Strategic Collateral Management, STANDARD CHARTERED BANK |
|
12:00 |
Central clearing and collateral demand
|
|
13:00 |
Lunch |
|
14:00 |
Collateral optimisation and transformation strategies
John Feeney, Partner, MARTIALIS CONSULTING; Former Head of Conduct, Corporate and Institutional Bank, NATIONAL AUSTRALIA BANK |
|
15:30 |
Afternoon Coffee Break |
|
16:00 |
VM rules and requirements
John Feeney, Partner, MARTIALIS CONSULTING; Former Head of Conduct, Corporate and Institutional Bank, NATIONAL AUSTRALIA BANK |
|
17:00 |
End of Day 1 |
Day 2
Tuesday 26 March 2019, Singapore
08:30 |
Registration |
|
09:00 |
ISDA SIMM approach and model implementation
Shaun Murray, Managing Director, Head of Strategic Collateral Management, STANDARD CHARTERED BANK |
|
10:30 |
Morning Coffee Break |
|
11:00 |
Legal requirements, documentation and repapering of CSA
Jonathan Quie, Partner, SIMMONS & SIMMONS |
|
12:30 |
Lunch |
|
13:30 |
Initial margin requirements for uncleared derivatives – front office
Aseem Agrawal, Director, Counterparty Risk Solutions, CITI |
|
14:30 |
Afternoon Coffee Break |
|
15:30 |
ISDA SIMM calculation (demonstrations and practical examples)Aseem Agrawal, Director, Counterparty Risk Solutions, CITI |
|
16:30 |
End of Day 2 |