Events

Workshop on 

Central Counterparties: Risk Management and Stress Testing

New York, 19th April 2017 

A one-day workshop to help you navigate the latest developments in risk management, regulation and stress testing of CCP brought to you by two internationally recognized experts with extensive experience in the design and stress testing of CCP risk management systems.

 

SPEAKERS

Marco AVELLANEDA  ( New York University )

Rama CONT      ( Imperial College London )     

Rama CONT

 Rama CONT   

Imperial College London  

Marco Avellaneda

 Marco AVELLANEDA

New York University

TOPICS TO BE COVERED INCLUDE

Central clearing and central counterparties (CCPs)

Central clearing and risk transformation: How central clearing and bilateral margin requirements transform risks

Bilateral vs multilateral netting and trade compression

Navigating the CCP loss waterfall : initial margin, default fund and ‘skin-in-the-game’

Portfolio margining methodologies: dealing with correlations and offsets

Managing liquidity risk in CCPs : liquidity charges and liquidation costs for large positions

CCP default funds: sizing, allocation and risk analysis

Client clearing and the LSOC rule

Stress testing of CCPs: regulatory requirements and best practices

The end of the waterfall: CCP recovery mechanisms

Managing CCP risk for clearing members

REGISTRATION

Registration fee of USD $ 950 includes: lectures, documentation, coffee breaks and lunch.

To register, please fill out the registration form below no later than April 14th , 2017.
Clicking on the button below will take you to PayPal.com for registration and payment.


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