Margin Optimisation Webinar

The Future of Derivatives Webinar Series:

CurveGlobal, LCH, Links Risk and OpenGamma present MARGIN OPTIMISATION

In this webinar the panel present issues surrrounding Initial Margin, including how Portfolio Margining can help to reduce risk and improve margin efficiency across listed and OTC portfolios.

Meet the Panel:

Andy Ross Andy Ross is the CEO of CurveGlobal. In his current role, he is responsible for the management of CurveGlobal as well as CurveGlobal Markets. This role covers Curve's build of open interest, product innovation and key stakeholder management. Andy’s aim is to build CurveGlobal Markets into a best in class fixed income futures derivative exchange. Andy joined CurveGlobal in 2016. Andy was previously a Managing Director at Morgan Stanley where he was the Global Head of Listed Electronic Execution & European Head of Derivatives Clearing
Andy Shaw Andy Shaw runs a financial risk management consultancy, Links Risk Ltd, which performs high impact projects in the derivatives industry, including transitioning the SwapClear platform from single curve valuation to OIS discounting, representing JP Morgan as an expert witness in its 10 billion USD litigation case with Lehman, leading AcadiaSoft's Initial Margin optimisation project and independently validating every risk model in use at the LCH.  Most recently Links has specified and built SIMM and CCP IM backtesting models for two leading analytics vendors.  Andy is formerly a Global Head of XVA at Merrill Lynch where he managed the book through the Lehman default, and was part of the teams that delivered SwapClear and RepoClear.  He also designed and built LCH's first ever historic simulation IM model.
David Horner David Horner is the Head of Risk for Rates Services at LCH. In this role, he is responsible for all elements of risk management relating to the SwapClear, Curve and SwapAgent services. Before joining LCH in May 2014, Mr. Horner was a Managing Director in the Risk division at Credit Suisse, where he spent 12 years in various credit and market risk roles based in London, Hong Kong and New York. Most recently, he was the Head of Market Risk for the Rates and FX businesses of Credit Suisse. Mr. Horner received his degree in Mathematics from Cambridge University
Steve Plestis Steve Plestis heads OpenGamma’s EMEA/Asia Sales division, his key responsibilities being the management of the Sales team to create new business and drive client growth. Formerly MD Head of EMEA Cleared Derivatives at Credit Suisse, Steve spent the last 14 years building up the sales team for their Derivatives division. In the 10 years prior he held a number of positions at Merrill Lynch, including Prime Brokerage Sales and Sales Trading for both Fixed Income and Equity Derivatives. Steve has a BSc in Business Systems Modelling from the University of Greenwich.