Collateral Management

Course Objective:

The purpose of the course is to give participants a working knowledge of the Collateral Manager and associated windows pertaining to collateral management in SimCorp Dimension.

During the course, students will follow the collateral management lifecycle with focus on non-centrally cleared derivatives. Participants learn how to process securities lending and derivative transactions, adjust collateral rules linked to specific collateral agreements, handle initial margin, make appropriate settings for the Collateral Manager, execute margin calls, manage cash and securities used as collateral, use auto-allocation to propose collateral and substitute collateral transactions.

After completing this course, participants will be able to understand how collateral rules affect inventory, interpret and analyse data presented in the Collateral Manager and administer the necessary processes to fulfil a margin call.

This course concludes with an assessment test, if requested.

Main Learning Topics:

Collateral Management Lifecycle

  • Understanding the Collateral Pool in relation to the collateral agreement
  • Setting up the Collateral Manager
  • Creating the margin call
  • Sending/receiving margin calls
  • Manage collateral inventory
  • Exploring cash vs. securities collateral
  • Auto-allocation for proposed collateral
  • Substitution of collateral

Pre-requisites:

It is most preferable that participants have either completed the SimCorp Dimension Professional User course or SimCorp Dimension Academy or have worked with SimCorp Dimension for minimum 6 months.

Course Duration:

Days: 2 days
Daily training hours: 9:00-17:00 (to accommodate long distance travel the course may start at 10:00 on the first day.

How to register for this course

Click your preferred date below and register by filling out the form.

If no date is found for your preferred course please contact coursebooking@simcorp.com to request the course.