Initial Margin: When Does More Turn Out to Be Less?
7/25/2014Changing margin regulations are set to affect the OTC derivative market, including initial margin risk models for non-cleared OTCs.
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Paul Jones is Director of Product Management at Markit Analytics and is responsible for the firm's regulatory analytics solutions. He has extensive experience in product strategy, financial engineering and derivatives risk management, and has worked in both market and credit risk throughout his 20 year career as a practitioner as well as a vendor. Prior to Markit, Paul was at QuIC Financial, which was acquired by Markit in 2011. Previously he also worked at Algorithmics and Lehman Bros. Paul is a regular speaker at financial risk management conferences and industry events.