Staying Mindful About Uncleared Margin Rules
This webinar will focus on criteria that firms need to be mindful of to determine their regulatory compliance status, and Bloomberg solutions to analyze initial margin requirements on uncleared derivatives on a portfolio level by counterparty. Live Q&A to follow presentation.
After this webinar you will learn:
- Criteria for inclusion in Phase 5 or 6 of UMR regulation
- SIMM versus Grid: pros and cons of initial margin calculation methods
- Approaches for minimizing Initial Margin requirements
- Bloomberg SIMM solution for initial margin optimization
Speakers
Matt Gorelik
Market Risk Specialist
BLOOMBERG/ SAN FRANCISCO
Matt Gorelik is a FX Workflow Specialist at Bloomberg covering financial institutions and corporations on all matters pertaining the FX hedging, derivatives pricing, and risk management. Prior to Bloomberg, Matt spent nearly a decade on the sell side in various roles within FX derivatives structuring, marketing and trading at HSBC, RBS, and Jefferies. Matt is a CFA charterholder.
Matt Zablotny
Market Risk Specialist
Bloomberg L.P.
Matt Zablotny is a market risk specialist at Bloomberg covering asset managers. He has been with Bloomberg since 2014 and focuses on fixed income and risk management. Prior to Bloomberg, he focused on rate swaps and credit default swaps at Citigroup.