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The Cost of Collateral for Clearing- Quantifi Webinar  

Registration is now open for Quantifi's complimentary webinar June 17th, 2015 at 3pm (BST).

New financial regulations including Dodd-Frank, Basel lll, MiFID ll and EMIR are increasing the cost of capital and driving the need to more accurately measure the risks and profitability of OTC Derivatives. These recent regulations significantly increased collateral requirements for cleared trades. This webinar explores the different capital costs arising from clearing and how they compare with costs for OTC trades.

This webinar is free to attend. Register early as places are limited.

Agenda

  • Regulations and Swap Clearing
  • MVA - Margin Valuation Adjustment
  • The cost of funding initial margins (IMCA)
  • The cost and benefit of funding valuation margins (VMCA, VMBA)
  • FVA, KVA - funding components of XVA
  • OTC trade profitability

Timings

15.00 BST / 10.00 EST / 16.00 CET

Presenter

Dr. Dmitry Pugachevsky, Director of Research, Quantifi

Date

June 17th, 2015

To Register:  Quantifi Webinar, June 2015 'The Cost of Collateral'

Find out more: Quantifi Solutions

 
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