OTC Derivatives Clearing - A Primer

Please join us for a webinar where we will provide an update on the mandated clearing of OTC derivatives.
With the introduction of Dodd Frank and EMIR, market participants will be required to implement central clearing of standardised derivative products. In this context, Initial Margin requirements will become increasingly important in deciding how trades will be cleared and collateral allocated. Buy-side, sell-side, clearing members and brokers are all looking to understand the impact of these requirements.
To address all of these questions, a key capability for brokers and investors alike becomes margin replication. The ability to simulate margin requirements, in actual and hypothetical scenarios, will allow market participants to not only deal with basic compliance issues but incorporate more interesting aspects of efficiency in their decision making.

Agenda Topics:

• Review of regulatory requirements for margin calculation under EMIR and Dodd Frank 
• Introduction of the solution in RiskMetrics RiskManager for margin replication and optimization 
• Practical use cases of RiskManager calculations for margin optimization, stress testing and risk management