Risk Management

Course Objective

This course intends to provide the necessary elements for understanding of the Risk Management framework applicable to Services cleared by LCH SA

Intended Audience

This course is recommended as optional training for new and existing Clearing Members of LCH SA. Back-office, middle-office, risk & compliance officers and management staff are potential audience.

Prior Knowledge Required

Knowledge of the products and of their clearing process (settlement, etc…) is recommended.

Modules

Risk Management Fixed Income
Risk Management Securities
Risk Management Derivatives
Risk Management €GCPlus

Training Program

Date:
These modules: are arranged upon request in our Paris or London offices. 
can be followed separately function of the Clearing Member’s need.
can also be arranged by vision conference or conference call
Location:

LCH  SA
Le Centorial
18, Rue du Quatre Septembre
75002 Paris
France

LCH Ltd Training Facility
Aldgate House
33 Aldgate High Street
London
EC3N 1EA
United Kingdom

Please note that the duration of each module and actual session times may vary depending on requirements. All training sessions can be scheduled at a mutually convenient time.

Module 1 :    Risk Management Fixed Income

  • Introduction
  • Margining Methodology
  • Intra-day margin call
  • Additional margins
  • Default Fund
  • Default Management Process

Module 2 :   Risk Management Securities

  • Introduction/Risk Management Principles
  • Margining Methodology
  • Intra-day margin Calls
  • Additional margins
  • Default Fund
  • Default Management Process

Module 3 :    Risk Management Derivatives

  • Introduction/Risk Management Principles
  • Margining Methodology
  • Intra-day margin Calls
  • Additional margins
  • Default Fund
  • Default Management Process

Module 4 :    Risk Management €GCPlus

  • Introduction
  • Margining Methodology
  • Intra-day margin call
  • Additional margins
  • Default Fund
  • Default Management Process

For further details, please contact the Member Training teams:

Knowledge Assessment

Once you have attended an LCH SA training course, you may also opt to register for a one and a half hour knowledge assessment, to take place within one month of attending a training session. The knowledge assessments can take place via email, or at our London or Paris offices.