About the course

about the course

About the Course

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
Course highlights
  • 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