Course curriculum

    1. Introduction to UMR Compliance for Bilateral Initial Margin

    2. Calypso Platform Configuration

    3. Margin Account and Regulator Configuration

    4. UMR Introduction & Configuration Quiz

    1. Bilateral Margin: Risk Factors

    2. Bilateral Margin: Margin Calculation

    3. Bilateral Initial Margin: File Generation

    4. Bilateral Margin: Appendix #1 - Risk Factor Sensitivities

    5. Bilateral Margin: Appendix #2 - Import & CRIF Files

    6. Initial Margin Calculation Quiz

    1. Margin User Interface

    2. Margin UI Quiz

    1. What if margin

    2. What-If Quiz

    1. Webex Recording - Initial Margin Solution BCBS IOSCO/ UMR v16.1 MR

    1. Collateral Agreements - Parties, Details, Dates

    2. Collateral Agreements - Exposure Groups

    3. Collateral Agreements - Eligibility

    4. Collateral Agreements - Linking Margin Accounts

About this course

  • Free
  • 23 lessons
  • 1 hour of video content