On 18 March 2015, BCBS-IOSCO announced a nine month delay to the beginning of the phase-in period for collecting and posting initial margin on non-centrally cleared derivatives.
This revision is relative to BCBS-IOSCO’s final guidance on margin requirements for non-centrally cleared derivatives, which requires financial firms to exchange initial and variation margin for these derivatives transactions.
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.
Key discussion points will include:
- Impact of BCBS-IOSCO’s non-cleared margin rules on sell-side and buy-side participants
- Divergence between proposed rules of margin policy framework globally
- Portfolio reconciliation for collateralised and uncollateralised transactions under EMIR and Dodd-Frank Act
- Analysing model issues and resolving mark-to-market mismatches to stay regulatory compliant and ensure sound counterparty risk mitigation
- How to monitor intraday liquidity and margining levels to post adequate collateral to meet margin calls?
- The clock is ticking: what preparatory actions should financial institutions be doing now?
- How to facilitate regulatory approval in multiple jurisdictions
- David Little, Director of Strategy and Business Development, Calypso Technology
- Nick Horn, Manager – Investment Risk & Compliance, QIC
- Karim Chabane, Regional Head of Collateral Services, APAC Citi, Hong Kong
- O’Delle Burke, Executive Director – Agency Clearing, Collateral Management & Execution, JP Morgan
- John Feeney, Head of Portfolio Positioning, National Australia Bank
- Moderator: Aaron Woolner, Editor, Asia Risk