Date: Tuesday, May 14, 2013
Duration: 60 minutes
Presenters: Bis Chatterjee, Head of Credit Trading, Citi; Nathan Jenner, COO, Fixed Income E-Trading, Bloomberg

As reforms mandated by the Dodd-Frank Act transform the over-the-counter derivatives market, financial institutions are working to make the appropriate preparations, even as regulators continue to address open questions. This Webcast will take a closer look at the many changes taking place in the OTC swaps industry, such as mandatory clearing. What lessons have been learned since March 11, when swap dealers and the hedge funds most active in the market were required to being clearing certain eligible swaps? What preparations are underway for June 10, when most of the rest of the industry falls under the same requirement? Our panel of experts will also look at the latest developments around the new swap execution facilities, as well as the “futurization” of swaps being brought about by margin treatments, standardization and centralized clearing.

This Webcast qualifies for 1 GARP CPE credit.

Date: Tuesday, May 07, 2013
Duration: 60 minutes
Presenters: Sanjiv Talwar, Managing Director, Risk Capital & Stress Testing, Bank of Montreal; Tom Kimner, Head of Americas Risk Practice & Global Risk Products, SAS

Most regulators in developed countries require financial institutions to stress test their portfolios according to prescribed guidelines. These requirements have presented significant challenges. However, stress testing has moved well beyond the realm of regulatory reporting and is now being used by many boards and executives in strategic planning, adding new complexity to an already difficult regulatory exercise. In this webcast, our experts will discuss the trends that banks are encountering in stress testing their portfolios -- and how some of the world's leading institutions are seeking to overcome obstacles.

This Webcast qualifies for 1 GARP CPE credit.

Date: Thursday, Mar 28, 2013
Time: 11:00 am EDT | 3:00 pm GMT | 11:00 pm HKT
Duration: 60 minutes
Presenters: Hyoun Park, Principal Analyst, Nucleus Research; John Kelly, Market Segment Manager, OpRisk & GRC, Business Analytics, IBM

Governance, risk and compliance (GRC) solutions enable organizations to manage risk and compliance initiatives across the enterprise, helping to reduce loss, improve decision-making about resource allocation, and optimize business performance. GRC can be seen as a pure cost center with limited scope and limited rewards, but businesses that take full advantage of the automation, visibility, and participation associated with a centralized GRC solution will have many opportunities to justify their investment. In this webcast, Nucleus Research will present a Return on Investment model based on the usage of software to centralize the management and identification of enterprise GRC initiatives such as operational risk, financial risk, and IT governance.

This Webcast qualifies for 1 GARP CPE credit.

Date: Thursday, Mar 07, 2013
Time: 11:00 am EST | 4:00 pm GMT | 12:00 am (Mar. 8) HKT
Duration: 60 minutes
Presenters: Elliot Noma, Managing Director, Garrett Asset Management; Rajan Singenellore, Product Manager, Risk & Valuations, Bloomberg

For financial (and non-financial) firms, it is vital that the investment, risk management and operations functions have a solid understanding of credit risk. And in today’s low-return environment, assessing the credit risk of higher-return opportunities is particularly important. In order to minimize risk while searching for yield, firms need a quantitative, transparent assessment of credit risk, especially in the light of recent regulatory changes. In this webcast, our experts will look at approaches to credit analysis and the characteristics of recent major bankruptcies, as they discuss how credit models can be used for investment selection, portfolio monitoring and risk management.

This Webcast qualifies for 1 GARP CPE credit.

Date: Thursday, Feb 14, 2013
Time: 11:00 am EST | 4:00 pm GMT | 12:00 am (Feb. 15) HKT
Duration: 60 minutes
Presenters: Charles Horn, Partner, Morrison & Foerster; Peter Went, VP, Banking Risk Management Programs, GARP

Late last year, the Federal Reserve proposed rules that would require foreign banks with sizable U.S. operations to comply with the capital and liquidity standards set out in the Dodd-Frank Act, along with other enhanced prudential standards. The rules would raise the cost of doing business in the U.S. and have generated a great deal of international controversy. Just how large would the impact be? This Webcast will examine the potential effects on foreign firms, from the need to establish an intermediate holding company, to the capital and liquidity standards and risk management, stress testing and other new requirements. Our speakers will also provide on update on Basel III’s trajectory, as delays in implementation across the globe continue to emphasize the size of the hurdles raised by the reforms.

This Webcast qualifies for 1 GARP CPE credit.

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