Presented at GARP 15th Annual Risk Management Convention | March 2014
Collateral is being increasingly used to manage counterparty and systemic risk. This session discusses market/industry changes and the impact on risk managers. How real is the "collateral squeeze," who does it really impact? What do these changes mean for pricing, MTM, P&L? How does collateral intersect with risk management in practice?
This presentation from GARP Annual Risk Management Convention 2014 addresses:
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Presenter Bio:
Satyam Kancharla, SVP Client Solutions Group, Numerix
Mr. Kancharla is currently the head of Numerix’s Client Solutions Group, which is responsible for Product Management, Financial Engineering and Client Services. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Pre-Sales at Numerix.
Before joining Numerix in New York, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia. Earlier in his career, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles. He holds an MBA degree, an MSc degree in Applied Statistics and Informatics, a BSc in Mathematics and Computers, and CFA and FRM certifications.
