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Collateral Management

Enrollment in this course is by invitation only

About This Course

The rise of the OTC derivatives market, has led to a significant increase in the degree of complication faced by operations departments. As the demise of Lehman Brothers showed, Collateral Management within these activities is a critical function in mitigating counterparty risk and in ensuring exposures are covered by the proper taking or giving of collateral.

This course looks at Collateral Management in OTC Derivatives as well as Repos and Securities Lending and Borrowing. Risk identification, Control, Documentation, types of collateral, gross and net exposure and other practical aspects are covered as well as the conceptual framework and practical problems for example the treatment of corporate actions on a borrowed or lent position.

Course Director

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Billy Viljoen

Billy has over 20 years of experience in the financial markets. He currently acts as a consultant to some of South Africa’s major corporate clients on treasury risk management. He has held senior positions at two of South Africa’s major financial institutions both in South Africa and New York with the most recent being director and head of FX Options sales at ABSA Capital where he was responsible for the bank’s FX structuring business across South Africa. He is considered a subject matter expert in foreign exchange derivatives Billy through his years has obtained unparalleled dynamic hedging experience as a corporate client advisor and derivative structurer to clients located across Africa, Europe and the Americas.

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