PORTER TUN
The financial crisis has reemphasized the importance of monitoring counterparty risk, clearinghouse procedures and policies, and segregation and bankruptcy rules. In this session, risk managers from firms and clearing organizations will discuss margin methodology, intra-day margining, stress testing, and investment of customer funds. How is client risk measured across various derivatives platforms and different asset classes? How have industry standards changed in today’s financial environment? What are exchanges and clearinghouses doing to help firms manage risk?
Chair:
David Myers, Partner, Deloitte & Touche
Speakers:
Chris Jones, Director & Head of Risk Management, LCH.Clearnet
Nicola Malhotra, Head of Risk, Winton
Demetria O'Sullivan, Global Risk Manager, Futures and Options, J.P. Morgan Futures
Jake Pugh, Consultant
Thilo Schwind, Director, Head of Clearing & Risk Operations, Eurex Clearing
Frederik ten Veen, Director of Risk Europe, Fortis Bank Global Clearing
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