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POST-EVENT MASTERCLASS
An interactive masterclass hosted by Sapient.
Masterclass:
Reassessing the lay of the land CCPs, collateral management, pricing and risk management and turning mountains back into molehills
Wednesday 25th November 2009
09:00 – 13:00
at the Marriott Park Lane
Imagine the most interesting presentations at the conference expanded into an interactive one-on-one training session for you and a likeminded group of peers. Leading experts sharing ideas and giving you tools you can instantly apply back in the office as well as being pro-active, inspiring and thought-provoking.
Using a mixture of presentations, discussions and questions and question and answer sessions, this masterclass is a must for practitioners who wish to:
§ Understand the CCP landscape and draw the roadmap to more effective collaborations
§ Overcome the challenges that stand in the way of effective dispute resolution, portfolio reconciliation and segmentation of initial and variation margins.
§ Build an effective pricing model with the right providers yet which still allows your independence to be retained.
§ Reinvigorate risk management practices so that your firm can ensure an accurate picture of your counterparty risk and exposure, see the effect of CCPs will have upon your operations in the future and how VaR will evolve as a measure of market and credit risk.
Wednesday 25th November 2009
08:30 Registration
Presentation: The current state of the CCP landscape for OTC products, and impacts on Fund Managers from a CCP
Breakout sessions on:
a) Benefits of a CCP to a fund manager
b) Issues and challenges caused by CCPs, from Fund Managers
c) Recommendations to CCPs, from Fund Managers
Breakout report back to the whole group and take part in Q and A
Led by: Bill Hodgson, Director TRM Process Solutions, Sapient
Presentation: The current state of the collateral landscape, and impacts on Fund Managers
Breakout sessions on:
a) Issues and challenges for effective and timely Dispute Resolution
b) Operational requirements for Portfolio Reconciliation
c) Risks and challenges on segregating initial and variation margin
Breakout report back to the whole group and take part in Q and A
Led by: Philip Forkan, Director TRM Process Solution, Sapient
11:00 Coffee break
Pricing and Middle Office
§ What does a Middle Office offer?
§ Selecting pricing providers
§ Writing a pricing policy
§ The pressures to be independent and achieving effective control
Led by: Tom Reusch, Director TRM Process Solutions, Sapient
Q&A from the audience
Risk Management
§ Modelling counterparty risk and credit exposure
§ How CCPs have affected risk management practices
§ Evolution of VaR as a measure of market and credit risk
§ The changing landscape for risk management service providers
Led by: Kevin Samborn, Director Business Consulting TRM, Sapient
13:00 Close of Masterclass
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Masterclass
