Initial Margin Reforms: Phase 5 & 6, Singapore
This course aims to provide attendees an in-depth understanding of all the stages of margin reform; from Phase 1 to Phase 6.
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
Powered by the editorial excellence of Risk.net, our training courses provide practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.