Real-time risk management in the age of dynamic markets and data

The panel

• Ilja Faerman, Managing director, financial engineering, Numerix
• Kelli Sayres, Senior managing director and head of product, Numerix
• Stephen Bruel, Head of derivatives and FX, market structure and technology, Coalition Greenwich
• Peter Quell, Head of the portfolio analytics team for market and credit risk, DZ Bank
• Moderator: Sakshi Sharma, Americas content lead and editor, Risk.net

As the latest margining requirements come to the fore, seamless platform integration and operational shifts will undoubtedly reshape decision-making processes and impact pricing.

Real-time processing becomes crucial in dynamic markets, and managing the influx of data presents its own challenges. The impact of dirty credit support annex (CSA) agreements, particularly concerning bond-as-collateral arrangements, adds another layer of complexity to the equation. This Risk.net webinar delves into how recent operational overhauls are influencing numerical considerations and strategies for practitioners.

Key discussion points include:

• How the new margin rules, particularly the standard initial margin model, are affecting traded risk, and the challenges arising from computing these numbers in real time
• The impact posting initial margin has on trade economics, and how institutions are navigating collateral optimisation in response to elevated interest rates
• How dirty CSAs are making their way into the market, and the implications they have on pricing
• In the era of real-time processing, how are financial institutions adapting to the need for swift responses to requests for quotes, and managing trade processing to prevent arbitrage?
• Strategies for navigating faster time-to-market demands in data analytics and reporting.

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