Real-time Risk Management in the Age of Dynamic Markets and Data
On-demand webinar with Risk.net
As the latest margining requirements come to the fore, seamless platform integration and operational shifts will undoubtedly reshape decision-making processes and impact pricing.
Real-time processing becomes crucial in dynamic markets, and managing the influx of data presents its own challenges. The impact of dirty credit support annex (CSA) agreements, particularly concerning bond-as-collateral arrangements, adds another layer of complexity to the equation.
Join Numerix and Risk.net for an on-demand webinar in which a panel of experts delve into how recent operational overhauls are influencing numerical considerations and strategies for practitioners.
Proposed topics for discussion:
- How the new margin rules, particularly the standard initial margin model, are affecting traded risk, and the challenges that arise from computing these numbers in real time.
- What impact does posting initial margin have on trade economics, and how are institutions navigating collateral optimization in response to elevated interest rates?
- How are dirty CSAs making their way into the market, and what implications do they have on pricing?
- In the era of real-time processing, how are financial institutions adapting to the need for swift responses to requests forquote, and managing trade processing to prevent arbitrage?
- Strategies for navigating faster time-to-market demands in data analytics and reporting.
Featured Speakers
Ilja Faerman serves as the Head of Product Strategy at Numerix, where he has consistently driven the successful delivery of complex projects across Europe, the Middle East, and Africa. With deep expertise in pricing complex derivatives across various asset classes, he has also played a pivotal role in supporting XVA desks by developing advanced calculation infrastructures. Additionally, Ilja has partnered with structured product issuers to innovate solutions for trade ideation and design platforms capable of managing the comprehensive risk of large portfolios. His extensive knowledge spans critical industry topics such as SIMM, FRTB, and innovative buy-side solutions.
Prior to joining Numerix, Ilja honed his skills as a Financial Engineer and Model Validation Analyst at Thomson Reuters. He holds both a Bachelor of Science in Business and Computer Science and a Master of Science in Finance from the prestigious Frankfurt School of Finance.
Peter Quell
Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models and Economic Capital Models. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation and a founding member of the Model Risk Managers’ International Association (mrmia.org).
Stephen Bruel
Stephen joined Coalition Greenwich to head up the Derivatives and FX practice within the Market Structure and Technology team. He brings over 25 years of experience in the financial services industry to the role.
Prior to joining Greenwich, Stephen was a Vice President and head of Derivatives Product Management atBrown Brothers Harriman. He was responsible for defining BBH’s derivatives strategy, which included product development and prioritization of capital and technology investments.
He joined BBH in 2011, prior to which he was a research director in TowerGroup’s Securities and Investment practice. He analyzed business strategy and technology trends in the securities industry, with a particular emphasis on derivatives. He has also worked at State Street and Citi in a variety of operations, project, and technology management roles.
Stephen has represented the organizations he worked for on a number of industry working groups such as the Asset Manager Forum’s Collateral Management Committee and the International Swaps and Derivatives Association (ISDA) Portfolio Reconciliation / Dispute Resolution Working Group. He has also spoken at a wide variety of industry conferences, and has been quoted in media such as Global Custodian, Securities Finance Times, and others.
Stephen has a bachelor’s degree from Trinity College.
Sakshi Sharma
Based in New York City, Sakshi Sharma has more than 12 years of multi-platform journalism experience as a financial news editor and reporter. She has worked at global news organisations in New York, London and Mumbai. Over the past 10 years, Sakshi has specialised in infrastructure and energy finance news across the Americas, with a deep understanding of financial markets, project finance, asset management, institutional investors, capital markets, and various debt and equity instruments. She has also reported on financial news and authored detailed features for global infrastructure and finance titles, in addition to serving as a consulting voice on content strategy, ideation and creation.
In her current role, Sakshi partners with leading financial and technology industry leaders to craft compelling thought-leadership content.
