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3rd Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management

Strategic risk management to minimise the implications of CCP default and bilateral initial margin rules of CCR

10-12 April 2019
London, United Kingdom

Why You Should Attend

3rd Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management

The counterparty risk management landscape has changed drastically over the last few years by the enforcement of central clearing and new initial margin rules. Whether trades are centrally cleared or bilateral, there are new considerations that were not issues a few years ago, and CCR methodologies need to change as a result of this. In order to manage initial margin applied to a cleared and non-cleared trade, banks have to go beyond the modeling, and venture into the space of portfolio risk and optimisation challenges. That is not to say the modeling of initial margin is done, it is in fact far from that, as banks still struggle to replicate the models of their clearer. After that comes the challenge of knowing what the costs attached to a clear and uncleared trade is and having capability to post this cost into a trade. Such decisions are being made with the backdrop of Brexit, which is adding another layer of complexity, completely changing clearing trends and activity.

This marcus evans conference will show banks how to develop a counterparty risk methodology which minimises the implications of CCP default and bilateral initial margin through strategic risk management. The conference will look at the margin and capital costs of CCPs and IM and what clearing activities will look like following Brexit.

Key Topics

  • Manage exposure to CCP risk through strategic risk management decisions in CCR
  • Understand the implications of initial margin reforms for CCR
  • Understand the margin and capital costs of CCPs and IM, and relating this back to CCR
  • See what clearing activities will look like following Brexit
  • Previous Attendees Include

    • Accenture SPA
    • BAML
    • BNP Paribas
    • Caixa Bank
    • Credit Agricole CIB
    • Credit Suisse
    • Danske Bank
    • De Nederlandsche Bank N.V.
    • Deutsche Bank
    • DNB
    • European Central Bank
    • European Investment Bank
    • Falcon Money Management LLP
    • ING
    • Intesa SanPaolo
    • JP. Morgan
    • Jyske Bank A/S
    • Lloyds Banking Group
    • Mizuho
    • Murex International Luxembourg
    • Nordea
    • Norges Bank Investment Management
    • Nykredit
    • Prudential Regulation Authority
    • Risk Transform
    • Royal Bank of Scotland
    • Santander UK PLC
    • SEB
    • Technische Hochschule Mittelhessen
    • UniCredit

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Practical Insights From

    Hansjoerg Schmidt
    Principal Supervisor, Internal Models Counterparty Risk
    European Central Bank

    Mourad Berrahoui
    Head of Counterparty and Credit Risk Modelling
    Lloyds Banking

    Nicolas Cerrajo
    Head of Counterparty Risk Methodologies
    Deutsche Bank

    Stefan Hamann
    Director of Counterparty Credit Risk

    Pedro Gurrola-Perez
    Senior Technical Specialist
    Bank of England

    Nicholas Lincoln
    Head of Market Risk

    Kevin O’Donovan
    Head of Counterparty Risk Trading

    Rafael Plata
    Secretary General

    Click Here For Full Agenda

    Voice of Our Customers
    • “A great conference covering centrally cleared and uncleared derivatives. Lots of ideas discussed and lots of things to learn”, Head of Counterparty Risk, CA-CIB
    • “Good course and venue” – Norges Bank Investment Management
    • “Very useful conference for me” – Caixabank
    • “Very good and some excellent speakers and subjects” – Murex
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Yiota Andreou

    marcus evans (Europe) Ltd
    PO Box 24797

    +357 22 849 404
    Fax: +357 22 849 310