5th Risk, Clearing and Collateral Congress (5th CCC)

5th Risk, Clearing and Collateral Congress (5th CCC)
PRMIA Dusseldorf is proud to present this unique combination of international experts and practitioners to comprise the 5th Risk, Clearing and Collateral Congress (5th CCC).
 

Fotos by Schaller at 3rd and 4th CCC.

Event Information

Date:  Thursday, 1st of March 2018
Time:  9:00am to 5:00pm
Venue:  NORD/LB
Friedrichswall 10
30159 Hannover
 

The infrastructure regulations impact all financial institutions (asset managers, banks, and insurer) as well as corporations, in particular via the regulations Basel III, Bilateral Clearing and EMIR. There is no escape for any institution.
Typical questions of the community are: 

  • What’s about the new gold – collateral?
  • How do I implement bilateral margining?
  • What are the latest trends in XVA?
  • What is my counterparty risk modelling impacted?
  • What is the future of OTC business?
  • What are legal consequences...

All these questions require more exchange of the community than ever.

PRMIA Dusseldorf is proud to present the unique combination of international and experts, practitioners. More than 14 experts will provide insights to the hot topic and answer your questions.

Agenda

8:30 Registration with Croissant and Coffee
9:15 Welcome and View of a CRO - Christoph Dieng, CRO and Member of the board, Nord/LB, Dr. Sven Ludwig, Managing Director Risk Management, FIS & Regional Director PRMIA
9:33 Opening, Dr. Heiko Cassens, Director LCH
9:35  The Future of OTC Derivatives Trading and Clearing in Europe - Michael Davie,Global Head of Rates, LCH
10:00 In Praxis: Implementing Bilateral Clearing and ISDA SIMM - Scott Cogswell, Manager, Regulatory & Risk Analytics Global Risk Analytics, HSBC PLC
10:25 Coffee Break
10:55 The Importance of Being (Earnestly) Collateralised - Gordon Lee, Executive Director, Portfolio Quantitative Analytics, UBS Investment Bank
11:20 "To clear or not to clear?" Kapital vs. Liquidität - Ein Blick auf clearing-fähiges Bestandsgeschäft – Peter Kohl-Landgraf , Kapitalmaerkte Handel, Bonitätsstrukturen und xVA-Steuerung, DZ BANK
11:45 PANEL - Trends & Experiences in the Front Office
Deutsche Bank, Dr. Marius Ascheberg, CVA/FVA & Non-Strategic Trading
LBBW: Mathias Treml and/or Max Maier, Head of Regulatory & XVA
Nord/LB: Peter Fricke, Head of Interest Rate Derivatives
Deka: confirmed speaker to be announced
12:25 LUNCH BREAK
13:25 Kosten-Nutzen-Anlayse regulatorischer Anforderungen - Silvio Andrea, Abteilungsdirektor, DSGV
13:50 Rechtliches Update – Rahmenverträge - Silke Borgs, Referentin Rechtsabteilung, VOEB Service
14:20 Zum Thema Markt und Kontrahentenrisiko - Wolfgang Putschoegl, Head of Market, Counterparty Credit & Collateral, UniCredit & Carl Schöchl, Head of Collateral, UniCredit
14:45 Initial margin in counterparty risk – Dr. Hansjoerg Schmidt, Principal Supervisor Internal Models Counterparty Risk, EUROPEAN CENTRAL BANK
15:10 COFFEE BREAK
15:40 Settlement Gap Risk - Stefan Hamann, KRM Counterparty Credit Risk, Nord/LB
16:05 Collateral Modellierung und Initial Margin im Internen Kontrahentenrisikomodell - Sebastian Schnitzler, Referent, BaFin
16:30 Collateral Optimization – Efficient Collateral Management Demands a Holistic Approach - Bilgehan Aydin, Head of Collateral Solutions, Commerzbank & Thomas Schiebe,  Senior Manager, Risk, Regulatory and Finance, KPMG
16:55 Survey Results & Recap of the Day – Dr. Sven Ludwig, Regional Director PRMIA & Managing Director Risk, FIS
17:00 Recap and Opening of Evening – Dr. Heiko Cassens, Director, LCH
17:05  Networking and Fingerfood

QUESTIONS?
If you have any questions or issues to register, please contact dusseldorf@prmia.org

REMARKS:  Die Teilnahme an der Tagung ist für Markteilnehmer gebührenfrei, für Sytemanbieter und Beratungsunternehmen gilt die Vorraussetzung Sustaining Members von PRMIA.
Auf der Veranstaltung werden Fotoaufnahmen gemacht. Mit der Teilnahme erklären Sie Ihr Einverständnis zur Veröffentlichung. Ihre Daten bei der Anmeldung werden von PRMIA und FIS gespeichtert und möglicherweise zur Kontaktaufnahme verwendet. 
 

Registration

This event is current full, registration is now closed.

If you have any questions please contact dusseldorf@prmia.org

 

Sponsors

Many thanks to our sponsors:


             

When
3/1/2018 3:00 AM - 11:00 AM
Where
NORD/LB Friedrichswall 10 HANNOVER GERMANY
 

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