Risk and the CCP
Owner: Capital Markets Academy
Description:
The seminar offers a comprehensive overview of the different types of risk involved in the clearing process and the role of the CCP in managing that risk. In this context, the risk-based margining system will be explained in detail.
To reinforce the theoretical content of the seminar, participants will be given exercises requiring them to calculate margin requirements.
The Eurex MarginCalculator will be introduced and can be used to calculate margin requirements for existing and intended positions across the entire Eurex product range.
Agenda
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The mechanics of the trade cycle
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Understanding risk Role of the clearing house Risk based margining |
Brief description: The seminar offers a comprehensive overview of the different types of risk involved in the clearing process and the role of the CCP in managing that risk.
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