Initial Margin and Funding 2016

With uncleared trades becoming subject to new rules on initial margin and cleared trades being increasingly driven through CCPs, this conference will address initial margin modelling, looking at both banks and CCPs respectively. This will include evaluating multicurve discounting and curve generation for both cleared and bilateral trades. This conference will also offer a comprehensive review of the various regulations that are impacting margin; such as the bilateral margin requirements coming into force in September 2016 and the LCR/NSFR regulations. Finally, this event will offer an insight into MVA, and the future of derivative pricing and FVA.