2018 Program

Thursday, February 8, 2018 at 10:15 AM

Collateral and Margin Requirements

Ritz-Carlton 1-2

Market participants will discuss how the uncleared margin requirements, and implementation of capital rules have impacted derivatives markets and particularly collateral management. Panelists will touch on issues such as collateral eligibility, share class hedging, and planning for initial margin. The panel will also discuss what’s required for a holistic collateral approach and collateral optimization.


Fabien Carruzzo, Partner, Kramer Levin Naftalis & Frankel


John Bellissimo, Director, Wells Fargo Securities
Ila Eckhoff, Managing Director, Blackrock
Katie Oliverio, Vice President, AB
Matthew Scharpf, Vice President, Fixed Income Derivatives and Clearing, Americas, Eurex