Address the challenges faced by clearing and non-clearing members of CCPs with the use of margin computation software

Available Ondemand

Central Counterparties have helped to bring greater stability to the financial markets after 2008; however, being a CCP clearing members involves contributing to this systemic risk mitigation, in particular by monitoring their own exposure against non cleared members.

In these institutions, those who are responsible for managing counterparty risk face several key challenges. These include anticipating margin peaks, performing contradictory computation and consolidating data from several CCPs. In addition, non-cleared members which go through cleared members to access CCPs face their own risks as part of this process. Software which allows the effective computation of margins from a wide range of CCPs is thus a potentially valuable tool for cleared and non-cleared members alike.

Learning Objectives:

  • Assess the issues involved for clearing and non-clearing members of CCPs in margins processes on a daily basis (estimation, anticipation, payment)
  • Address other challenges faced by these firms including consolidating data, in particular for clearing members who are present in several CCPs
  • Establish how margin computation software can help to tackle the obstacles faced by all of these types of firms

Speakers

  • Anton Ganev Head of Derivatives Execution and Clearing Risk Europe at BNP Paribas
  • Anne Job de Lescazes Risk Product Marketing Manager at SLIB
  • Olga Pavlova-Harris Consultant — Risk & Compliance/Education/Digital

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