August 29, 2012
13th Annual Collateral Management Conference
Come and see me at the Collateral Conference (link here), I’m running a half day workshop on Sept 19th, the agenda includes:
12:00 Registration and Morning Coffee
12:30 Introduction and Opening Remarks from Workshop Leader (Bill)
12:35 The impacts on collateral management from the new regulations (Bill)
13:35 The new legal framework for collateral management – including clearing and standardised CSAs
- Adam Ward and Anna Iversen Managing Partners, Amunet Partners LLP
14:35 Coffee and networking break
15:00 The secrets of VaR for margining cleared trades, and non-cleared trades under the CSA
- Amir Kwaja, Managing Partner, Clarusft Consulting LLP
16:00 How to apply CVA / DVA in a cleared world
- Edward Selby, Senior Partner, Lothbury Associates
17:00 Workshop Leader Closing Remarks
17:05 End of Workshop