Collateral Management Japan - 8 June, Tokyo

Asia Risk is delighted to present our 3rd annual Collateral Management Japan forum, the leading incubator for finance and risk professionals to share best practices in managing evolving OTC derivatives regulations, practical strategies in clearing and settlement as well as innovative solutions in collateral optimisation.

The premier platform to discuss collateral optimisation

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Join leading regulators, treasury professionals, risk practitioners and OTC derivatives experts to discuss the outlook for Japanese derivatives, repo and securities markets; strategies in complying with new regulations, effective ways in collateral optimisation and innovative ways in managing trading costs.

Outlook for Japanese derivatives, repo and securities markets

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Each year Collateral Management Japan forum provides platform for leading professionals to meet and discuss the  impact of regulatory reforms and best practices in collecting and posting initial margin and variation margin on non-centrally cleared derivatives.

In-depth analysis on regulation, risk management and derivatives market - Collateral Management Japan 2016 highlights:

  • Understanding the intertwined collateral, liquidity and capital global regulations in a domestic context
  • Managing the impact of margin requirements for non-centrally cleared derivatives contracts
  • Strategies to manage collateral challenges, maintain cash liquidity buffers, and meet funding needs in a new trading environment
  • Considerations of pricing CVA into derivatives trades
  • How best to tackle operational challenges arise from increased collateral movements
  • Recent initiatives in shortening JGB settlement cycle and strengthening Japan's market competitiveness
  • Assessing the operational and technological impact of a negative interest rate environment

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