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Oct 15

Initial Margin Regulation MasterClass

October 15, 2020 @ 9:00 AM - October 16, 2020 @ 5:00 PM

The training will cover topics such as

  • Risk, Margin and Collateral in OTC and On-Exchange Derivative Markets
  • Understanding Margin methods, models and concepts
  • Pricing of (OTC) derivatives
  • Digging into the details of the regulatory framework in Europe
  • Risk coverage for counterparty credit and market risk
  • Developing a common and practical process – brainstorming practical processes
  • Discussion of ad-hoc developments in financial market infrastructures (e.g. Brexit, Corona, Defaults, upcoming regulations)

Venue

Organiser