Overview
The collateral landscape has evolved and a number of market participants have already introduced new systems and processes to manage this. Capital markets firms and asset managers are soon to be impacted by the new regulations and it is essential they plan early enough to meet their regulatory requirements. During this seminar we will outline the key changes that are taking place in Hong Kong within collateral management and what discussions firms should be starting now to ensure they are fully prepared for the impact in the next 6-18 months.
Content Highlight
- Regulatory background
- Timeframe
- Overview of the margin framework
- Margin analytics and system infrastructure
- Industry concerns
Who Should Attend
Licensed practitioners who would like to better understand the proposals to implement margin requirements for non-centrally cleared OTC derivatives.
Instructor / Speaker
Lei has over 11 years financial services consulting and industry experience specializing in quantitative finance, risk management, derivative valuation and system implementation. He joined EY financial services risk advisory four years ago and is currently leading the solutions development and project execution in areas such as market risk and counterparty credit risk management, treasury system implementation and model validation, XVA valuation and management, OTC margin and collateral management. Prior to joining EY, Lei worked as a market risk and quantitative analyst for several financial institutions in both the UK and Hong Kong. He graduated with distinction from Imperial College London holding MSc in Mathematics and Finance.
Richard is a specialist at EY’s Financial Services Risk Management practice with a primary focus on collateral management. Richard is from the UK and studied Economics & Business finance at Brunel University where he obtained a first class honours degree. Whilst at University Richard did a work placement at HM Treasury and rejoined there after University to work on the Myners Review of Institutional Investment. In 2002, Richard moved into banking joining the repo client services team in a leading US investment bank. He has worked in several major UK and Swiss banks in the areas of client valuation and internal audit as well. Richard has spent most time in the area of collateral management working in London, Singapore and Hong Kong.
Administrative Details
Code
ESRUS19022701
Date & Time
Wednesday, 27 Feb 2019 (12:20 PM - 01:20 PM)
Venue
HKSI Institute Training Centre
Language
English
Hours
SFC:1.00, PWMA:1.00
Fees