Collateral management for OTC derivatives represents an institutional control function governing credit risk mitigation between trading counterparties. Its role centers on protecting market stability and limiting counterparty exposure within bilateral derivative transactions. This training program covers structured frameworks models processes and operational architectures used in collateralized OTC markets. It presents a general institutional view linking margining practices valuation structures and regulatory alignment within derivative risk management environments.
Analyze the institutional role of collateral management within OTC derivative markets.
Classify collateral types margin structures and eligibility frameworks.
Evaluate valuation and margin calculation models used in collateral operations.
Assess regulatory and legal structures governing collateralized derivatives.
Identify the relationship between collateral management practices and counterparty risk control.
• Derivatives operations and collateral management professionals.
• Market risk and counterparty credit risk analysts.
• Treasury and financial markets operations staff.
• Compliance and regulatory reporting specialists.
• Professionals involved in OTC trading support functions.
• Institutional purpose of collateralization in bilateral derivatives.
• Role of collateral management within counterparty risk frameworks.
• Market infrastructure supporting collateralized trading.
• Relationship between exposure profiles and collateral requirements.
• Position of collateral management within trading lifecycle governance.
• Initial margin and variation margin classification logic.
• Eligible collateral asset categories and quality standards.
• Haircut structures and risk sensitivity considerations.
• Concentration limits and diversification principles.
• Collateral substitution and reuse governance models.
• Mark-to-market valuation structures for OTC derivatives.
• Exposure measurement and netting framework logic.
• Margin calculation methodologies and model categories.
• Threshold minimum transfer amount and rounding structures.
• Dispute identification and valuation difference governance.
• ISDA collateral documentation architecture.
• Credit Support Annex framework positioning.
• Regulatory margin requirements for uncleared derivatives.
• Cross-border legal enforceability considerations.
• Default and close out netting structural logic.
• Collateral workflow and settlement architecture.
• Reconciliation and reporting structure models.
• Operational risk classification within collateral processes.
• Control functions and internal audit positioning.
• Strategic role of collateral management in systemic risk containment.
