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 Managing Director, Financial Engineering at Numerix, where he has spearheaded the successful delivery of projects across Europe, the Middle East, and Africa. His extensive expertise encompasses the pricing of complex derivatives across multiple asset classes, XVA desk support in building calculation infrastructure, and collaboration with structured product issuers on a wide array of processes, ranging from solutions for trade ideation to building platforms for comprehensive risk management of large portfolios. Faerman also possesses in-depth knowledge on various subjects, such as SIMM, FRTB, and buy-side industry solutions.
Before joining Numerix, Faerman gained valuable experience as a Financial Engineer and Model Validation Analyst at Thomson Reuters. He holds a Bachelor of Science degree in Business and Computer Science, as well as a Master of Science degree in Finance from the renowned Frankfurt School of Finance.
Kelli joined Numerix in August 2023 when Numerix acquired PolyPaths, where she has worked since 2002. She works closely with clients to enhance and expand the software to fit their specific needs and keep pace with an ever-evolving market. Recently serving as the product owner for fixed income trading and risk management applications, she works with the development team to design new features and oversees the internal QA process and client release cycle.
Kelli earned both a B.S. in Mathematics and a B.A. in History from Stanford University. She also has a M.S. in Computational Finance from Carnegie Mellon University.
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.