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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Live Online Training Course: Central Counterparty Clearing – Mechanisms and Costs

A structured online course delivered over 5 half-day modules

28 Jun-7 Jul 2021
Online, United Kingdom

Why You Should Attend

Live Online Training Course: Central Counterparty Clearing – Mechanisms and Costs

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

The goal of this course is to explain the role of central counterparties (CCPs) in financial markets and the risk mitigation mechanisms developed by CCPs. The course covers all aspects of clearing and presents an in-depth analysis of each important component of this complex space, e.g. the fundamentals of central clearing, auction processes, loss allocation methods, margining methodologies, capital costs of clearing (XVA) and its impact on the price of the derivatives contracts. The material includes numerous case studies and empirical evidence to illustrate qualitative and quantitative impact of central clearing on risk mitigation, derivatives prices and banks’ regulatory capital charges.

Given the current travel and in-person meeting constraints associated with the coronavirus, we have adapted our live workshops to an online format so that there is still an opportunity to interact with the workshop leader and your peers. This intensive and interactive course will be delivered online via 4 half-day sessions, by a combination of lectures, class discussion, case studies, quizzes, individual problems and worked examples. Delegate participation and dialogue with the trainer and other delegates will be actively encouraged.

About your expert trainer:

Olga holds PhD in mathematics and is an experienced risk management professional. Her current interests are in the area of risk management, education and digital disruption. Prior to becoming an independent consultant she worked in UBS, Barclays Capital and Deutsche Bank as a quantitative risk manager. She managed teams across Atlantic, led bank-wide credit risk system development and obtained regulatory approvals. Olga is currently engaged in setting up educational programs in risk management and compliance. She also consults on regulatory banking requirements, governance and documentation.


Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

· End-users of derivatives

· Traders and marketers

· Risk managers

· Risk Analytics

· Portfolio managers

· Credit risk practitioners

· IT, Middle office

· Operations / Collateral management

Key Topics

  • Mechanics of central clearing in securities and derivatives markets
  • Initial margin methodologies: SPAN, ISDA SIMM and other approaches. Pro-cyclicality Problem
  • Clearing member exposure to central counterparties and its mitigation techniques
  • Cost of clearing: XVA valuation adjustment and its main components (CVA, MVA, KVA)
  • Central Clearing and Basel capital charges

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Voice of Our Customers
    • “Very good, lots of content and applicable and interesting real-life stories/examples Morgan Stanley
    • Very good event bringing a very impressive group of experts” Scotiabank
    • “A great event for practitioners” Citigroup
    Join the Discussion

    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kamelia S. Simeonova

    101 Finsbury Pavement
    London EC2A 1RS

    0044 20 3002 3172
    Email: kamelias@marcusevansuk.com