Programme
Programme
Margin and Collateral Training Workshop
Day 1
Thursday 21 March 2019, Sydney
08:30 |
Registration |
|
09:00 |
Regulatory overview and timelines
Sean Moore, Partner, DELOITTE |
|
10:00 |
Morning Coffee Break |
|
10:30 |
Collateral, in 2019
Lubomir Slavtchev, Director, Collateral Trading, NATIONAL AUSTRALIA BANK |
|
12:00 |
Central clearing and collateral demand
Allan McGregor, Senior Manager, Derivatives & OTC Markets, ASX |
|
13:00 |
Lunch |
|
14:00 |
Collateral optimisation and transformation strategies
Robert Fievez, Director, Financial Services, Risk and Regulation, PwC |
|
15:30 |
Afternoon coffee break |
|
16:00 |
VM rules and requirements
Robert Fievez, Director, Financial Services, Risk and Regulation, PwC |
|
17:00 |
End of Day 1 |
Day 2
Friday 22 March 2019, Sydney
08:30 |
Registration |
|
09:00 |
ISDA SIMM background and model implementation
Ben Watson, CEO, MAROON ANALYTICS AUSTRALIA |
|
10:30 |
Morning Break |
|
11:00 |
Legal requirements, documentation and repapering of CSA
Kendall Park, Lead Lawyer, Initial Margin Project, WESTPAC |
|
12:30 |
Lunch |
|
13:30 |
Initial margin requirements for uncleared derivatives
Dale Rayner, Partner, KING & WOOD MALLESONS |
|
15:00 |
Afternoon break |
|
15:30 |
ISDA SIMM calculation (demonstrations and practical examples)Ben Watson, CEO, MAROON ANALYTICS AUSTRALIA |
|
16:30 |
End of Day 2 |