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Initial Margin, MVA and SIMM

Prepare your derivatives trading business and practical implications of the uncleared margin rules

8-10 May 2019
Singapore, Singapore


Why You Should Attend

Initial Margin, MVA and SIMM

The final phases of the Uncleared Margin Rules will be coming into effect by September 2019 and 2020 and a significant number of banks in the APAC region will have to be compliant to the initial margin requirements. However, for banks to implement initial margin requirements, they would need to develop an operational system that can support the exchange of collaterals and the calculation of the initial margin. There are other pertinent issues as well, such as the methodologies to be used in the calculation of MVA and SIMM, establishing custodial relationships and the legal implications that the bank has to be prepared for. As a lot of preparation is needed to ensure that systems, processes and documentations are in place, banks across the APAC region are starting to get ready to comply with the regulatory initial margin requirements. 

Attending this premier GFMI conference will help delegates understand the system upgrades that are required for the new initial margin rules in addition to the technology needed to optimise the computation of the initial margin requirements. Practical, real world examples of the various methodologies used in the computation of MVA and SIMM will be discussed as well as how banks can handle the challenges that come with. See how banks are negotiating the changes to the credit support annex and managing relationships with the custodians. Detailed case studies will present how the initial margin rules will impact the business of the bank, particularly in the funding of the collaterals required and the liquidity position of the bank, so that delegates leave the event with a clear road map for the next steps in implementation.

 


Key Topics

  • Citibank discuss the implementation approaches to enable the exchange of initial margin and how to integrate the collateral management system
  • HSBC offer an in-depth analysis on how to manage the counterparty credit risk and CVA that is affected by the initial margin rules
  • MUFG Bank look at the development of MVA, how it fits in with the SIMM and the comparing of several modelling approaches
  • National Australia Bank talk about the pricing implications of the initial margin and how it affects the trade decision making

  • Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.


    Event Sponsors
    Silver Sponsor
    ActiveViam
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    Event Partners


    Practical Insights From

    Rahul Advani
    Director, Public Policy
    ISDA, Singapore

    Karim Chabane
    Regional Head of Collateral Services, APAC
    Citibank, Hong Kong

    Andrew Skinner
    Director, XVA
    National Australia Bank, Australia

    Frankie Phua
    Managing Director and Head, Group Risk Management
    UOB, Singapore

    Oliver Baughan
    Regional Head of Collateral Operations, APAC
    BAML, Singapore

    Michele Marzano
    Head of Traded Credit Risk Management
    HSBC, Hong Kong

    Yash Misra
    Head Traded Credit Counterparty Risk Management, Margining and Credit Trading Market Risk
    DBS, Singapore

    Susumu Higaki
    Head of XVA Quantitative Research and Development
    MUFG Bank, Japan

    Click Here For Full Agenda

    Voice of Our Customers
    • Very interesting discussions and presentations. The big turnout from different industry players is definitely an asset as it allows you to benchmark yourself with your peers. KBC Bank
    • A great conference on an important and difficult topic. Senior Vice President, Bank of Montreal
    • All of the sessions were very informative for me, if I have the chance I would like to join again. Mizuho
    • Well organised, pleasant organisers and time well managed. Barclays
    • Very good event. Bringing a very impressive group of experts. Scotiabank
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Miss Bernardine Michael - Regional Director (Digital,Media & PR) APAC & MEA


    marcus evans Kuala Lumpur , Suite A-20-1, Level 20
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    Email: BernadineM@marcusevanskl.com