8th October, 2014
Sign up now for the FOW and SunGard webinar on how you can win clients through risk management.
Margin efficiency has never been more important than in the current trading environment as increased capital requirements and new regulation come into force.
Much of the focus to date has been on collateral optimisation to reduce the burden but more effective, timely risk management can increase margin efficiencies to a far greater extent.
Calculating margins in real time across asset classes and platforms enables derivative brokers to offer greater leverage to clients without increasing risk, providing a significant edge on their rivals.
Join FOW, SunGard, TABB Group and Morgan Stanley as we look at the impact that better risk management can have on margin efficiencies and how the pioneering derivatives brokers are achieving cross-margining across their clients’ portfolios efficiently and cost effectively.
Questions will include:
- How big a problem is inefficient risk management?- How can you monitor risk in real time across asset class and on multiple platforms?- How much can effective portfolio margining for the client save? - How do clients benefit from portfolio margining pre-trade?- How to effectively implement pre-trade risk in a low latency environment?
You will find out:
- How you can offer capital efficiencies across multiple assets and markets - How to achieve a real time view of risk, pre and post-trade- How to manage risk of complex HFT portfolios pre-trade- Why your risk management system could be losing you business
https://www.brighttalk.com/clients/js/embed/embed.js"></script</A>><BR><object class="BrightTALKEmbed" width="656" height="507"><BR> <param name="player" value="webcast_player_widescreen"/><BR> <param name="domain" value="<A href="https://www.brighttalk.com%22/">https://www.brighttalk.com"/</A>><BR> <param name="channelid" value="11913"/><BR> <param name="communicationid" value="undefined"/><BR> <param name="autoStart" value="false"/><BR> <param name="theme" value=""/><BR></object></SPAN></I></P><P><I><SPAN style="FONT-STYLE: normal; FONT-FAMILY: 'Calibri','sans-serif'; COLOR: black"></IFRAME></SPAN></I></P><P><I></I></P><P><I><SPAN style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: black">Can’t join us? This webinar will be made for all registered attendees to listen on-demand. Make sure you register so we can send you the link to the recording.?</SPAN></I> </P></SPAN>
17th April, 2026
While the US options market has witnessed unprecedented growth over the past two decades, structural issues such as concentrated liquidity in a handful of active contracts, the dominance of market makers and wider spreads in less liquid options persist, according to the Securities and Exchange Commission (SEC).
Narayani Srinivasan

17th April, 2026
The European Energy Exchange (EEX) has launched a market making tender for its LVA–EST natural gas futures as it looks to deepen liquidity in the Baltic gas derivatives market.
Zak Jakubowski

17th April, 2026
The current geopolitical situation emerged as the main concern for corporate treasurers, who in response are adopting a more defensive strategy by increasing allocations for money market funds, a recent survey concluded.
Narayani Srinivasan
