CORE Program - Trends in Initial Margin for Non-Centrally Cleared
DerivativesMarch 12, 2019
Trends in Initial Margin for Non-Centrally Cleared Derivatives seminar is the first series training courses of Catch on Risk Essentials in volatile markets (CORE) program. CORE program is designed to enhance participants’ responsive ability for the changing financial environment and strengthen the applicable ability of risk parameters into business decision making of strategic management.
In the post financial crisis, the advent regulatory reforms of the margin rules for non-centrally cleared derivatives in 2017 is having a dramatic effect in derivatives industries. Thousands of institutions nowadays must begin exchanging margin on a range of historically uncollateralized transactions in new system and technology. There is a plenty of work for buy-and-sell sides institutions now to do such as modeling introduction, procedure setting, data management and documents preparation to ensure compliance by 2020.
Given the challenges, it's indeed our great honors to invite three leading experts in derivatives area including Mr. Keith Noyes, the regional director of Asia-Pacific at the International Swaps and Derivatives Association, Mr. Trevor Negus, the product manager of SmartStream technologies and Mr. Filippo Santilli, head of liquidity and segregation APAC of BNY Mellon. With experts prospective and essential sharing, financial institutions can catch the pain points of margin rules for well-prepared beforehand.