Collateral Optimization in Light of Credit Risk Regulation and Clearing
Recent Basel III and Dodd-Frank regulations significantly increased collateral requirements, either for cleared or OTC trades. This webinar reviews the different capital costs arising from counterparty risk and from clearing and will compare different approaches and models.

Agenda

  • Introduction: Regulations and Clearing
  • Basics of Counterparty Risk
  • Basel CCR Capital Charges
  • Funding Valuation Adjustment and XVA
  • Cost of Clearing – Initial and Variation Margins

Presenter

  • Dmitry Pugachevsky, Director of Research, Quantifi

insights

Navigate major trends & developments shaping the industry

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News

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Quantifi today published the results of a short survey conducted as part of its recent webinar on the Cost of Collateral for clearing.

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