Central Clearing, CCPs and Initial Margin
Your central clearing, CCPs and initial margin highlights on the RiskMinds International 2018 agenda
Central clearing, CCPs and initial margin agenda
We've got a whole stream of content on central clearing, CCPs and initial margin on Wednesday 5 December. Key topics under discussion include:
- CCPs and systemic risk exposure
- CCP recovery and resolution: are we there yet?
- Evaluating the drivers of central clearing and whether incentives to clear go far enough?
- Global SIMM governance
- SIMM backtesting: global vs. firm level approaches
- Transition of interest rate benchmarks – Dealing with large exposures and risk free weights
- Backtesting counterparty risk models: alternatives and innovations
Hear from the leading experts in central clearing, CCPs and initial margin
The Global Risk Regulation Summit
International supervisors join together with heads of regulation from global banks to review the latest regulatory horizon. Themes include rethinking financial stability, the final Basel rules, ECB's priorities, BOE's transition to risk free rates, resolution in Europe, ring fencing banking, EBA's stress testing lessons, adoption of FRTB, regulating innovation, the GDPR journey and dealing with disruption and diversification.
Stress Testing: Theory and Practice Workshop
Workshop leader: Ken Abbott, Former US IHC Chief Risk Officer, Barclays & Professor, Baruch College, CUNY and Thomas Groen, Head of Capital Risk, Barclays
This will be an interactive workshop focusing on the theory and practice of enterprise wide stress testing for banks. It will explain the evolution of stress testing over recent years and define the many different stress tests currently run by banks. It will compare the different approaches of regulators and provide practical guidance for those involved in implementing stress testing programmes within banks.