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The Great Balancing Act: A Discussion about the Interplay Between UMR and SA-CCR
Over the last decade, global regulators have introduced several measures in the OTC derivatives market designed to increase financial market resiliency and mitigate counterparty credit risk – mandatory clearing, reconciliation and reporting, and uncleared margin rules, to name a few examples. The goal of these measures is to reduce counterparty risk, increase marketplace transparency, and prevent contagion.
The adoption of SA-CCR -- standardized approach to counterparty credit risk – is the most recent measure to come to market. Join a panel of experts as they discuss challenges and solutions for optimizing for UMR and SA-CCR requirements in ways that can help reduce initial margin funding costs.
Featured panelists
Moderator:
Vikash Rughani, Senior Director, Post-Trade Solutions – TriOptima
Panelists:
Milton Brown, Head of XVA Trading for the Americas – UBS
Magnus Lindahl, XVA Trader – Nomura
Erik Petri, Head of triBalance – TriOptima
triBalance counterparty risk and margin optimization
Optimize your OTC derivatives portfolio by lowering IM funding costs and SA-CCR capital requirements, freeing up collateral, and reducing systemic risk.