Thursday, March 17, 2016 at 11:15 AM

Preventing and Preparing for End of CCP Tail Risk

Listen now:

Royal Palm Ballroom I-V
Panelists will discuss the various default management techniques under review by regulators. But the industry is shifting its focus to preventing such an event. Are the current margin methodologies working to make sure that CCPs are reducing the mutualized risk? Are we creating models that reduce credit and liquidity risks for CCPs?


Jerome Kemp, Global Head of Citi Futures, Clearing & Collateral, Citigroup Global Markets


Jeffrey Bandman, Acting Director, Division of Clearing & Risk, Commodity Futures Trading Commission
Robert Cox, Vice President & Senior Policy Advisor, Federal Reserve Bank of Chicago
Sunil Cutinho, President, CME Clearing, CME Group
Marnie Rosenberg, Executive Director, Global Head of Clearinghouse Risk, J.P. Morgan Securities