2nd Edition Initial Margin Optimization and Collateral Management 2020 | Global Financial Markets Intelligence | 20 February 2020 | TBA, New York, NY, USA

This GFMI conference will provide institutions with a regulatory update on guidance surrounding Initial Margin (IM) implementation within collateral management. Firms will discuss the latest developments and best methods in IM implementation, and learn how to successfully incorporate IM into collateral management. You will understand the impact of IM on derivative pricing and valuation, thus learn best strategies with collateral management to increase efficiency. Firms will learn best methods to help resolve documentation challenges and gain insights on how to use technology to achieve operational efficiency, when complying with IM.

Key Topics:
• Citi explore the best strategies in calculating collateral management
• J.P. Morgan investigate adopting in-house collateral management versus outsourcing
• Wells Fargo will showcase techniques to aid integration of margin calculations within your collateral management framework
• Morgan Stanley examine the best strategies in calculating initial margin
• The Office of the Comptroller of the Currency provide a regulators perspective on OTC collateral management

2020 Speakers

Dominick Falco
Managing Director, Head of Collateral Segregation, BNY Mellon Markets

David Boyd Booker
Managing Director and Senior Counsel, Head of Fixed Income Derivatives, Credit Agricole CIB

Sagar Patel
Vice President, Securities Collateral Management, J.P. Morgan

Diana Shapiro
Director, Head of Collateral Services, Citi

Claire Rodman
Vice President, Global Head Function Owner, Collateral Contract Management On-boarding, Société Générale

Lucia Cipolina Kun
Vice President, Quant Analyst, Morgan Stanley (Former Bank of America)

Ang Middleton
Treasury and Market Risk Group, Office of the Comptroller of the Currency (OCC)

Amy Caruso
Head of Collateral Initiatives, International Swaps and Derivatives Association (ISDA)

2020 Sponsor & Partners

SPONSOR:
• Vermeg

PARTNERS:
• International Finance
• Financial IT
• FocusEconomics