Margin Reform PhaseV & VI : IM
This course aims to provide attendees an in-depth understanding of all the stages of margin reform; from Phase 1 to Phase 5.
Over two days, this course aims to provide attendees an in-depth understanding of all the stages of margin reform; from Phase 1 to Phase 6.
Aside this, the course will also go through the challenges from the margin reform and prepare attendees for the final stage of the initial margin phase-in.
What will you learn?
- Methodologies and calculation of initial margin
- Back Testing and Monitoring
- Challenges from the final margin phase-in
- Understanding the qualitative and quantitative impact
- How to prepare for the Phase 5 IM
Who should attend
Relevant departments may include but are not limited to:
- Head of Fixed Income
- Credit Risk Managers/Analysts
- CRO/Risk Manager
- Clearing Risk Manager
- Portfolio Risk Managers/Analysts
- The framework on margin requirements
- Regulatory landscape of initial margin
- Variation margin and initial margin requirements
- Methodologies and calculations of IM
- Demonstrations and practical examples
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