Complying with regulatory initial margin and automating the collateral management process

The panel

• Neil Murphy, Business manager, triResolve
• John Pucciarelli, Director, Market infrastructure and technology, International Swaps and Derivatives Association
• Tony Ashraf, Director, Clearing and collateral management, BlackRock
• Chetan Joshi, Business programme manager, Margin reform, Standard Chartered Bank
• Moderator: Helen Bartholomew, Editor-at-large, Risk.net

Since the introduction of uncleared margin rules, collateral management has been thrust into the regulatory spotlight, becoming a priority for firms with over-the-counter derivatives portfolios. 

A significant number of the largest firms are already affected by regulatory initial margin (IM), and this is set to drastically increase over the next two years as the buy side and regional banks come into scope. Achieving compliance often requires a complete operational overhaul. Regardless of when firms come into scope, preparation for IM should start now. 

Key topics discussed in this webinar include:

• What IM involves and lessons learned from a leading in-scope firm
• How IM affects workflow
• How controlled automation can benefit the collateral management process
• Real-life examples of how buy-side firms are working to achieve operational excellence

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