Adopting effective collateral management strategies under new regulatory landscape (On Demand)
June 27, 2017 (1 hour)
In this interactive webinar, the speakers discuss the challenges as well as opportunities of the changing regulatory landscape for collateral management in the light of IM and VM.
- O'Delle Burke, Head of Collateral Management APAC, J.P. Morgan
- Fergus Pery, Director at Citi,Global Head of OpenCollateral
- Thomas Hansen, Managing Director, Credit Suisse
- Barry Hadingham, Head of derivatives and counterparty risk, Aviva Investors
- Alan Sheehan, Director, Product Management Collateral Management, Calypso Technology
- Discussing post VM challenges after March 2017 deadline
- Addressing pre-trade and post-trade optimization in collateral management
- Discussing lessons learnt from the first phase of IM and challenges ahead
- Exploring new revenue opportunity and taking advantages of the changing landscape
- Technology deployment options to improve efficiency while reducing the TCO
FRTB: Changing the Game for Financial Institutions
The Fundamental Review of the Trading Book (FRTB) is a major new regulation that will have profound implications across the banking industry. The new rules include, among other changes, a new definition of the boundary between trading and banking books, the replacement of Value-at-Risk with Expected Shortfall as the basic risk measure for internal models, and a new standardised approach to measuring market risk. FRTB also specifies that model approval and testing should be performed at the “Trading Desk” level and provides some guidelines on how to define this.