events

Location: Online webinar 

Time: 3:00pm - 4:00 pm AEST (Sydney time)

Cassini Systems, and speakers from Margin Tonic would like to invite you to a knowledge packed webinar where our speakers will discuss the conditions in the current market driven by the COVID-19 pandemic, and how this is affecting margin on cleared and uncleared derivatives.

We will present you real-world examples and feedback that Cassini has gathered from your buy side peers; laying out the consequences of this pandemic, but also the important steps the buy side have taken to control their margin during this volatile landscape. 

Location: Hotel D'Angleterre
Kongens Nytorv 34, 1050 København, Denmark

Time: 08:00am - 10:30am 

Cassini Systems, Danske Bank, Eurex Clearing, and Tradeweb would like to invite you to a knowledge packed Derivatives breakfast briefing, with special guest speaker Jakob Roager Jensen, of Danmarks Nationalbank and author of Danmarks Nationalbank analysis white paper, 'Pension companies will have large liquidity needs if interest rates rise'.

Location: The Iris Bar, 30 St Mary Axe (The Gherkin)

Time: 08:00am - 11:00am 

Join us to understand the Evolution of Collateral : Beyond UMR. 

Sponsored by Margin Tonic, and co-sponsored by AcadiaSoft, BNY Mellon, Cassini Systems and CloudMargin.

Need a break from UMR?We can’t ignore the fact that Initial Margin is driving an unprecedented level of transformation right now across the Uncleared derivatives industry… but what happens after Initial Margin Phase 6?

• Which future industry trends can we expect to see across Collateral?
• How will they impact areas such Funding & Optimisation, Operations, Technology and Legal?
• What are the options going forwards to reduce the Collateral total cost of ownership (TCO)?
• How can we remove barriers between systems and teams?
• How are Vendors looking to support these future changes?

This is an essential event for practitioners in the Collateral space and related domains, especially within Uncleared derivatives. Suitable attendees include operations, optimisation, technology, settlement, xVA, risk management and legal.

Location: The Montcalm Royal London House, 22-25 Finsbury Square, London EC2A 1DX

Time: 1:30 pm – 5 pm, followed by networking drinks at The Moncalm's 13th floor rooftop bar, The Aviary. 

Cassini and SimCorp invite you to participate in an industry forum of subject-matter experts who will share their experiences in rolling out uncleared margin rules (UMR) programs for in-scope firms.

During this complementary workshop, we will explore the steps required to become compliant, discuss how to minimize capital impact, manage the USD 50 million threshold with counterparts, optimize funding and collateral costs, and how to run what-if-trades and implement backtesting.

Guest speakers from Cassini Systems, SimCorp, Links Risk and Margin Tonic will provide a guide to effectively manage UMR and Standard Initial Margin Model (SIMM) in your organization.

Location: Klaus K Hotel, Rake Ballroom, Bulevardi 2-4, 00120 Helsinki, Finland

Time: 08:00 - 10:30am

Société Générale, along with Cassini, Eurex and Tradeweb, invite you to a Derivatives Breakfast Briefing and round table discussion centered around The European Regulatory Landscape.

Agenda

8:00 – 8:30: Registration

8:30 – 8:40: Welcome Remarks

Ross Prior, Head of Prime Brokerage & Clearing Sales, Nordic Region, Société Générale SA Bankfilial Sverige

8:40 – 8:50: Eurex Clearing Update

Adam Husted, Co - Head of OTC IRD Partnership Program, Eurex Clearing

8:50 – 9:00: Presentation: The Buy-side perspective – OTC Clearing

Rick Maloney, Global Head of Buy Side sales, Eurex Clearing

9:00 – 9:10: Presentation: Uncleared Margin Rules and Benefits of Pre-Trade Analytics & Optimisation

Marco Knapp, Head of Business Development, Cassini Systems

9:10 – 9:20: Presentation: Electronic Swaps Trading: Best Execution and Optimised Workflows

 Bhas Nalabothula, Head of European Interest Rate Derivatives, Tradeweb

 9:20 – 10:00: Panel discussion: European Derivatives Landscape – Challenges and Solutions

Moderator:Adam Husted, Co - Head of OTC IRD Partnership Program, Eurex Clearing

Panellists:

 Jamie Gavin, Head of OTC Prime Brokerage & Clearing, Societe Generale

 Marco Knapp, Head of Business Development, Cassini Systems

 Rick Maloney, Global Head of Buy Side sales, Eurex Clearing

 Bhas Nalabothula, Head of European Interest Rate Derivatives, Tradeweb

10:00-10:15: Questions & Answers session with our panel of experts

10:15 onwards: Coffee & Networking

Where: Novotel, London West, London – UK

Panel Session: UMR and SIMM: Meeting the final phases of initial margin for non-cleared derivatives - How to embed these new processes into your investment operations 

Speaker: Marc Knaap, Head of Business Development 

Where: NH Grand Hotel Krasnapolsky, Amsterdam – The Netherlands

The SimCorp International User Community Meeting (IUCM) is the largest and most diverse gathering of SimCorp Dimension users and partners anywhere. IUCM delivers an energizing program full of strategic and tactical insights to empower you and your organization.

Where: Boston Park Plaza, Boston – USA

Discover new and improved ways to leverage the Charles River Investment Management Solution (Charles River IMS) at this years Charles River 2019 Global Client Conference in Boston. It is the largest and most diverse gathering of CRD users and partners of the year.

CRD and Cassini are partners and have formalized a business alliance to automate the calculation of margin estimates and provide advanced pre- and post-trade analytics in the Charles River IMS for OTC and exchange-traded derivatives. 

Where: CCIB, Barcelona – Spain

Join the Cassini team at the leading buy side driven fixed income conference, attracting over 1000 leaders representing the ‘who is who’ from the full value chain; key regulators, buy side, sell side, trading platforms and technology partners.

Where: Hilton Chicago, Chicago – USA

Join Cassini and FIA for the 35th Annual Futures & Options Expo from October 29-31 in Chicago. With 4,000+ attendees, Expo 2019 gives you access to industry leaders and cutting-edge solutions for the global futures, options and centrally cleared derivatives community. Make new connections and find business solutions that can help you expand your business. 

Where: Dream Downtown, New York – USA

With the September 2019 deadline of Phase 4 having just passed, the demand for optimal Collateral, Margining and Derivatives (CMD) operations could not be greater. In keeping with the overall theme of meeting crucial deadlines, Cassini will speak on a panel to assess where the industry is and all the steps and stages necessary for  Phase 5 UMR compliance and what they need to do prepare, as well as how to be smart about their margin. 

Speaker: Liam Huxley, Founder and CEO