Collateral management optimisation under new regulatory landscape
Asia Risk is delighted to present the Japan Collateral Management Forum
Japan Collateral Management Forum
9 June 2014
The Ritz-Carlton Hotel, Tokyo
REGISTER NOW to join key industry figures in Japan to gain insights on the latest in OTC derivatives clearing, collateral management, securities lending and repo trading in the region. The Japan Collateral Management Forum will bring together regulators, treasury professionals, and institutional investors to discuss the outlook for Japanese derivatives, repo and securities markets; tactics to optimise collateral management in a new trading environment; and strategies to thrive under a new regulatory landscape.
Key highlights include:
- Insights on regulatory changes to OTC derivatives clearing
- Margin and collateral requirements for cleared and non-centrally-cleared derivatives
- Strategies to optmise collateral management, maintain cash liquidity buffers, and meet funding needs in a new trading environment
- Evaluating changes to repo netting criteria and limits to rehypothecation of assets under Basel rules
- ALM and strategic asset allocation for institutional investors
- Balancing liquidity requirements with a drive to profitability
- Unrivaled networking opportunities with your peers
By registering to attend you will also gain access to Risk Japan being run in parallel with Japan Collateral Management Forum.
Simultaneous interpretation in Japanese and English will be provided for all of the sessions.