Collateralisation Seminar
14/02/2013 - Pinners Hall, 105-108 Old Broad Street, London, EC2N 1EX
A critical update on the state of collateralisation
With good quality collateral in increasingly high demand, many fear that the next crisis to hit the banking industry will be a regulatory-driven ‘collateral crunch.’ Challenging financial market conditions and tougher regulatory requirements on the collateral that banks must hold have made it increasingly difficult for banks to manage this area.
The BBA’s Collateralisation Seminar will provide delegates with a comprehensive overview of the key issues affecting those involved in collateral management. The impact of recent and pending regulatory changes, the segregation and treatment of collateral, the Bank of England’s view on OTC derivatives, and more, will be covered at this not-to-be-missed seminar.
Topics on the agenda include:
- How will Basel 3, Dodd Frank, and EMIR impact the way banks manage collateral?
- Effect of optimization and settlement netting on collateral liquidity
- The Bank of England’s view on OTC derivatives reform and demand for collateral
- Calculating counterparty risk from a portfolio of transactions
- Segregation and treatment of collateral
- Legal issues in collateral management
Featuring contributions from:
- Che Sidanius, Advisor, Financial Stability Directorate, Bank of England
- Jonathan Willder, Global Head of Collateral Market Initiatives, Deutsche Bank
- Chris Hunt, Global Head of Counterparty Risk, Treasury and CVA Operations, UBS
- Karl Wyborn, Managing Director, JP Morgan
- Habib Motani, Partner, Clifford Chance
- Simon Hills, Executive Director, British Bankers’ Association
This conference will be of particular interest to directors and senior and middle management from the following areas:
- Prudential Capital
- Risk Management
- Regulatory Reporting
- Basel 3
- Dodd Frank
- EMIR
- Global Custody
- CRD4
- Compliance
- Credit Control
- Treasury
- Basel Reporting
- Capital Management
- Financial Control
- Liquidity Management
