Webinars

Upcoming Webinars

This section will be updated soon.

Webinar Recordings


Managing the alphabet soup of XVAs

September 14, 2016

This Risk.net webinar examines the evolution of the XVAs – and how they are being calculated and managed – with a panel of industry experts. It comes hot on the heels of the September 1 deadline for banks to start exchanging initial margin on non-cleared derivatives – a move after which many expect to see margin valuation adjustment become a significant new component of a trade’s price.

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Navigating The New Risk Landscape

August 16, 2016

In this webinar local risk practitioners from Calypso and DerivAsia will discuss the challenges facing financial institutions in the Southeast Asia.

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FRTB: Changing the Game for Financial Institutions

April, 2016

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.

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Key Trends in Treasury in Vietnam and How Banks Can Support the Development of Derivatives Markets

March 23, 2016

Vietnamese financial markets have undergone significant changes during the past few years. Local regulators have encouraged banks to develop new derivatives markets, but at the same time they have introduced many rules that make the transition challenging. To thrive in this new environment, bank treasurers need to find solutions that support healthy derivatives markets while still allowing for regulatory compliance.

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Tackling buy-side OTC derivatives challenges: Regulations, risks and collateral management

November 3, 2015

In a recent Asia Risk survey, an overwhelming 80% of the respondents said that OTC derivatives were a concern from both a risk management and operations perspective. In addition, 60% say they do not have real-time, intra-day access to their collateral inventory, while 70% are not able to optimize their collateral on a pre-trade basis.

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Collateral Utilities – What Do They Mean For Collateral Managers?

September 15, 2015

In a DerivSource webinar, market experts explore how in-house collateral management processes and businesses might evolve as the market opens its doors to collateral utilities.

Recently, the derivatives market has adopted a more collaborative approach to address greater margin requirements new financial regulation will introduce for both cleared and non-cleared derivatives with the formation of collateral utilities and more hub-style processing outfits. These utilities created through vendor-support processing hubs or strategic alliances, such as those struck between Euroclear and DTCC, Clearstream and Commerzbank and most recently, Euroclear, DTCC, AcadiaSoft, TriOptima and a set of invested banks, all aim to improve operational efficiency and transparency collateral management processing and mobility; however, for market participants, there are many unanswered questions as to how they will or will not engage with new entities.

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Regulatory Tsunami: Measuring the impact

July 14, 2015

The tide of regulatory requirements is starting to roll over large, systemically important banking institutions. In the wake of the financial crisis, the need to shore up capital and deleverage is no longer an option, but a requirement. The maintenance of capital guidelines will directly impact the management of both market and credit risk at a time when there is a demand to achieve higher returns.

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Collateral optimization strategies under new IOSCO margin regulations

May 12, 2015

In this webinar hosted by Asia Risk in association with Calypso, panel of industry experts will discuss strategies in collateral optimization and appropriate margining methodologies to comply with the new margin regulations.

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Reducing capital with integrated market and credit risk

March 18, 2015

Hosted by Calypso Technology and moderated by Asia Risk, a panel of industry experts will discuss strategies to reduce capital charges by leveraging Basel requirements through integration of credit and market risk.

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