Navigating SEC Rule 18f-4: Enhancing Derivatives Risk Management Programs

Registered investment funds have until August 19, 2022 to comply with the SEC’s 18f-4 regulation which imposes new restrictions on the use of derivatives.

In this webinar, experienced Derivatives Risk Manager, Gary Mandelblatt of NextGen Strategic Advisors sits down with Numerix’s CMO Jim Jockle to discuss the implications of SEC 18f-4 on fund companies, the challenges Derivatives Risk Managers face in achieving compliance with the rule, and the benefits funds may realize with optimized risk and technology operations in place.

With the deadline fast approaching, many funds are discovering that the 18f-4 compliance effort is significantly more complex and time consuming than estimated, and are realizing that:

  • Calculating VaR is more complicated, challenging and time consuming than expected
  • The Derivatives Risk Manager expertise and time commitment requirements are greater than anticipated
  • Compliance costs exceed management expectations
  • Implementation time is running out

In this webinar gain a clear perspective on what actions must be take now to comply with the new regulation and gain an enhanced risk management approach for your derivatives operations.

Featured Speaker:

Expert Guest: Gary Mandelblatt, Managing Partner, NextGen Strategic Advisors
Mr. Mandelblatt is a Managing Partner at NextGen Strategic Advisors with 33 years of experience working with financial institutions in managing market, credit and operational risks, managing regulatory relations, implementing regulatory requirements, defining strategies and building businesses. Gary was the Chief Risk Officer for Nomura Americas and Chairman of Nomura’s Global Dodd-Frank Implementation program. Prior to Nomura, Gary was a Managing Director at the Lehman Brothers Estate where he was responsible for building the valuation capabilities for 1.2 million derivatives contracts and hedging open risk exposures. Prior to that, Gary was the Global Head of Fixed Income Strategy at Lehman Brothers and helped build the commodities and emerging markets businesses. Before joining Lehman, Gary was Managing Director at Smith Barney, Salomon Smith Barney and Citigroup and was a senior Market Risk Manager for Fixed Income and supported numerous regulatory efforts. Prior to that, Gary was a consultant with Coopers & Lybrand and First Manhattan Consulting Group.

Moderator: James Jockle, Chief Marketing Officer, Numerix
Mr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing. Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.




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