Collateral Management

This course provides a comprehensive understanding of collateral management across OTC derivatives, securities financing, and repo products. Participants explore margining principles — from eligibility, haircuts, and concentration limits under ISDA/CSA terms to portfolio reconciliation, valuation differences, and dispute resolution. Regulatory frameworks and best practices shaping modern collateral operations are covered. Practical case studies include end-to-end inventory management and optimization across trading desks, highlighting how extreme market stress impacts credit risk, liquidity, and intraday margining.