Dublin, Feb. 10, 2026 (GLOBE NEWSWIRE) -- The "Clearing, Settlement and Counterparty Risk" training has been added to ResearchAndMarkets.com's offering.
Clearing and settlement are critical yet often overlooked components of financial markets, ensuring the smooth transfer of assets and funds between counterparties. As markets grow more complex, the risks associated with post-trade processes - such as counterparty defaults, settlement failures, and liquidity shortfalls - have become increasingly significant.
This full-day workshop provides a comprehensive walkthrough of clearing and settlement mechanisms, the role of Central Counterparties (CCPs), and the management of counterparty risk. Participants will gain a detailed understanding of the trade lifecycle, from execution to final settlement, across various asset classes, including equities, fixed income, derivatives, and FX.
The workshop will also address key regulatory imperatives, such as G20 reforms, EMIR, Dodd-Frank, and the shift toward T+1 settlement.
The session also covers advanced margining methodologies, such as SPAN and VaR-based models, and emerging trends like blockchain and AI in post-trade processing. Designed for risk managers, traders, compliance officers, and clearing professionals, this workshop equips participants with the knowledge to navigate today's evolving clearing and settlement landscape effectively.
Key Topics Covered:
Introduction & Workshop Objectives
Overview of clearing & settlement in financial markets
- Importance of risk management in post-trade processes
- Key challenges in modern clearing systems
- Regulatory imperatives - G20 Clearing and margining regulations, US T+1 Settlements, capital and liquidity adequacy and controls
Clearing & Settlement Fundamentals
The Trade Lifecycle: pre-trade, order management, execution, post-trade clearing, collateral management and margining, settlement and custody.
- Physical and cash settlement
- Asset Class specific Clearing & Settlement flows - Cash equities and equity derivatives, Fixed Income (Bonds/Sukuk),
- Credit derivatives (CDS, Index Swaps etc), commodities, FX derivatives, and repos/securities lending
- Role of Central Securities Depositories (CSDs) vs. Central Counterparties (CCPs), role of CLS for FX settlements
- Settlement Cycles (T+1, T+2, T+3) and global trends
- Case Study: Exchange (LSE) vs CCP (Euroclear) Clearing and Settlement frameworks
Settlement Risk & Failures
Types of Settlement Risk (Principal Risk, Replacement Risk, Liquidity Risk, Delivery & Payment Risk, Herstatt Risk for FX)
- Causes of Settlement Failures (Operational, Liquidity, Market Volatility)
- Mitigation Mechanisms (DvP/PvP, Netting, Collateralisation, Margin Optimisation, Capital & Liquidity Buffers)
- Real-world examples of settlement failures
Central Counterparties (CCPs) & Risk Management
Role and Benefits of CCPs
- CCP risk management framework
- Default Waterfall (Mutualisation, Skin-in-the-Game, Margin Layers)
- Stress testing & default management
- Counterparty Risk vs. CCP Risk
- Case Study: Major counterparty defaults (e.g., Lehman Brothers, Silicon Valley Bank, Credit Suisse)
Portfolio Margining Methodologies
Standard vs. Portfolio Margining
- SPAN (Standard Portfolio Analysis of Risk) Methodology
- Value-at-Risk (VaR) Based Margining
- Benefits of Portfolio Margining for Risk Reduction
- Worked example: Calculating margin requirements for a sample portfolio
- Case Study - Risk Simulation: Stress-testing a clearing member's portfolio
Regulatory Landscape & Future Trends
Key regulations: EMIR, Dodd-Frank, Basel III, UAE's SCA Framework
- Impact of DLT & Blockchain on clearing & settlement
- T+1 & Instant Settlement Trends
- Horizon Scanning - Clearing and settlement with AI and Big Data technologies
Speaker
The Trainer is an industry advisor and regulatory expert with 25 years of experience in investment banking, asset management regulations and Regulatory Technology (RegTech). He is an industry expert in Credit, Counterparty and Systemic Risk Management for banks, brokerages, asset managers, pension funds and insurers; and advises on the impact of CCPs, Clearing & Settlement Risk, and default risk frameworks across US, EMEA and APAC for regulatory frameworks such as EMIR, MIFD II, IFR/IFD/IFPR, Dodd Frank, FINMA (SIX), HKMA MAS and SFC.
He combines experience in strategic Risk Management frameworks with processes and platform management incorporating risk and governance policies.
His recent key engagements include banks such as HSBC, Deutsche Bank, JP Morgan and Barclays and buy side firms such as T. Rowe Price, Ruffer, M&G and Investec Asset Management, to name a few. He is also a member and advisor of industry association committees for regulatory consultations with bodies such as ESMA, FCA, PRA/Bank of England and SEC.
For more information about this training visit https://www.researchandmarkets.com/r/7leouy
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