Webinar - Adopting effective collateral management strategies
Risk.net / Calypso Webinar - Adopting effective collateral management strategies under new regulatory landscape
Variation Margin (VM) rules that require counterparties to post ‘variation margin’ in relation to their uncleared over the counter (OTC) derivatives contracts came into effect on 1 March 2017. Whilst firms are still adapting to their new operating model they also need to prepare for complying with the Initial Margin (IM) regulations. The IM rules will apply to additional counterparties via a phased four-year approach from September 2017, applicability depending on the size of the group portfolio.
Whilst regulation is often a key catalyst for technological and operational change, it’s not the only driver. A more competitive landscape with squeezed margins combined with an increase in utility service providers as well as new technology deployment models is prompting organisations to review their business strategies for collateral management and its supporting infrastructure.
Hear from a panel of industry experts on initiatives being undertaken to ensure efficient strategies are in place to manage and optimize the use of collateral and how to deal with the challenges firms are still facing after the March deadline. Can these challenges be seen as a market opportunity and be turned into business advantages?
- Addressing post Variation Margin (VM) challenges: what have we learned?
- Initial Margin (IM) compliance to meet regulatory requirements
- Pre-trade optimization: Methodologies for calculating IM and deciding venue for clearing
- Post-trade optimization: Mobilizing the inventory – a single source of inventory or inventory consolidation?
- How can we create efficiencies and simplify operations of collateral in the margin settlement space? Moving from spreadsheets to real-time data and a single source of truth.
- Is it possible to reduce the total cost of ownership (TCO) but still access the latest technology? What is the best deployment model?