Collateral management - Foundation

Welcome to our training course on Collateral Management. This course is designed to provide you with a foundational understanding of the mechanisms and importance of Collateral management in the financial markets. Collateral management plays a crucial role in providing protection to the parties.

In close collaboration with PwC's subject matter experts, PwC's Academy has developed a foundational training course covering the key concepts, structures, and functions of Collateral Management, but also the risks involved, and the strategies employed by market participants.

By the end of this course, participants will be able to:

• understand the general characteristics of collaterals;
• identify the type of collateral required;
• gain an in-depth understanding of how collaterals operate and the related lifecycle;
• understand the associated risks and protection framework.

• Fundamentals (definition, key concepts, purpose)
• Transactions associated with the need for collateral
• Types of collateral
• High level description of collateral life cycle: key flows
• Risk & protection framework: (i) why the need for protection, (ii) definitions, (iii) master agreements, (iv) valuation haircuts

Topics addressed are illustrated with numerous examples.

This training is coordinated by Laurent Dubois, Director at PwC Luxembourg.

The different modules will be animated by experts in derivatives.

Laurent is active in our Assurance practice in managing and delivering a diverse range of assurance engagements toward Alternative and Banking actors to local and international clients and PwC offices.

He has exposure to a wide range of valuation methodologies, a practical understanding of the effective strategies delpoyed by its clients in the context of financial reporting.

Laurent is Réviseur d’entreprises agréé (REA).