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Training Overview

The training will cover topics such as

  • Risk, Margin and Collateral in OTC and On-Exchange Derivative Markets
  • Understanding Margin methods, models and concepts
  • Pricing of (OTC) derivatives
  • Digging into the details of the regulatory framework in Europe
  • Risk coverage for counterparty credit and market risk
  • Developing a common and practical process – brainstorming practical processes
  • Discussion of ad-hoc developments in financial market infrastructures (e.g. Brexit, Corona, Defaults, upcoming regulations)

Learning outcomes: 

  • Understanding and interpreting regulatory requirements
  • Digging into the theories behind margin, risk and collateral models
  • Regulatory risk reporting versus practical risk management of counterparty credit risks
  • Getting a practitioner view translating requirements into project specifications
  • Determining to-do and checklists achieving compliance with regulatory requirements

Who should attend? 

  • People working within banks and institutional investment companies, e.g. pension funds, mutual funds, hedge funds, insurance companies, asset managers, in the role of: » traders, portfolio managers, salespeople, middle-office personnel, operations (back-office) personnel including those from derivative trade processing/derivative collateral management/reconciliation/static data, compliance, risk management, legal
  • Personnel working within central securities depositories or custodian organisations
  • Personnel working for central counterparties and trade repositories
  • Advisors or consultants working for management consulting firms.
  • Business analysts and programmers


Markus Konz
Markus KonzIndependent Consultant Konz Consulting – Germany

Download the Agenda

Download detailed Agenda - Initial Margin Regulation MasterClass