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May 12, 2020

Webinar: MANAGING FUTURES AND OPTIONS MARGIN IN VOLATILE MARKETS

Cassini Systems would like to invite you to a knowledge packed webinar where our speakers will discuss the conditions in the current market driven by the COVID-19 pandemic, and how this is affecting margin on exchange traded derivatives.

Cassini Systems would like to invite you to a knowledge packed webinar where our speakers will discuss the conditions in the current market driven by the COVID-19 pandemic, and how this is affecting margin on exchange traded derivatives.

We will present you real-world examples and feedback that Cassini has gathered from your buy side peers; laying out the consequences of this pandemic, but also the important steps buy side firms have taken to reduce the margin impact of escalated volatility.

Agenda

The current unprecedented volatility has led to large swings in Mark to market valuations and Variation Margin, and big increases in Initial Margin. All of this creating hugely increased margin calls and demands on collateral. Some firms have seen IM double across their portfolios, which combined with VM demands creates big demands on collateral liquidity.

The MTM volatility has increased both Variation Margin and Initial Margin across the board and, given the volatility, some contracts have seen margins almost double.

At this webinar our speakers will discuss the conditions in the current market driven by the pandemic, how that is affecting margin on exchange traded derivatives, and work towards an explanation of the various options to manage margin by optimizing your portfolio, your daily trading and your long term strategy.

Topics include:

  • The impact of recent volatility on margin
  • Understanding drivers for initial margin (IM)
  • Approaches for optimizing your margin strategy

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