Overview

As investment managers increase the sophistication of their derivatives strategies, multi-currency collateral management is becoming an important component of overall risk management. In fact, accurately incorporating the FX exposure from multi-currency collateral management is now critical to gaining a comprehensive view of risk.

However, many firms are unaware of their full exposure, because their derivative valuation and risk systems ignore the FX basis risk in their multi-currency collateral management strategies. Integration of FX collateral management into the derivative valuation and risk framework will result in more accurate and comprehensive risk reports, better hedging, and enhanced returns.

In this webinar, James Gavin, Lead Derivatives Analyst and Head of Professional Services Americas, will discuss:

• How to overcome funding and collateral challenges in a multi-currency environment
• How multi-currency curve building impacts your hedging
• How to get your curves right for accurate pricing and trading
• How to achieve accurate and consistent firm-wide risk

PRESENTER

James Gavin, Lead Derivatives Analyst, FINCAD
As Lead Derivatives Analyst at FINCAD, James brings 6 years of experience in complex quantitative implementations for both Buy-side and Sell-side institutions. James has a BSc in Financial & Actuarial Mathematics and an MSc in Finance and Capital Markets from Dublin City University (Ireland).