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Tackling buy-side OTC derivatives challenges: Regulations, risks and collateral management

THE PANEL

  • Glenn Barry, managing director, derivatives and quantitative strategies, Sun Life Investment Management
  • Lisa Cavallari, director of fixed income derivatives and commodities, Russell Investments
  • Sylvain Privat, head of product management, investment management solutions, Calypso Technology
  • James Wallin, senior vice-president, AllianceBernstein
  • Moderator: Duncan Wood, editor-in-chief, Risk.net

Despite a steady increase in the use of derivatives among investment managers, research from Asia Risk indicates many firms are still facing serious regulatory and technology challenges.

In a recent Asia Risk survey, an overwhelming 80% of the respondents said that over-the-counter derivatives were a concern from both a risk management and operations perspective. In addition, 60% say they do not have real-time, intra-day access to their collateral inventory, while 70% are not able to optimise their collateral on a pre-trade basis.