4th Annual Collateral Management Conference

A number of high-profile defaults, volatility in the financial markets and heightened concerns over counterparty credit risk have placed great strain on many banks’ collateral programs and have highlighted the need for a new approach. Even before the collapse of the sub-prime market, the rise in instrument complexity and trading volumes had alerted the market of the need to update the techniques and systems used to manage the collateral process.

In addition to a wider recognition of credit and operational risk, firms are also shifting from the standard, backward-looking reactive approach to a decisively proactive, predictive approach in order to prevent disputes, and foresee and respond quickly to potential risk and exposures. The question arises: do the techniques which worked well several years ago still work today?

This forum follows up on 3 previous successful collateral management conferences. It will provide presentations and case studies from leading European financial institutions, interactive panel discussions and two days of networking opportunities!