OTC MARKET NEWS Powered By Quantifi

Webinar: The Cost of Collateral for Clearing 

June 22, 2015


Quantifi recently hosted the free webinar "The Cost of Collateral for Clearing," presented by Dr. Dmitry Pugachevsky, Director of Research at Quantifi.

New financial regulations including Dodd-Frank, Basel, MiFID 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.

Areas Covered

  • 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
 

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