Event Overview
Agenda
Sponsored by:
Dates:
Monday, 31 October - Tuesday 1 November 2022
Monday 7 November - Tuesday 8 November 2022
Workshop overview
ICMA held its annual Professional Repo and Collateral Management workshop via video conference.
Designed for new repo market practitioners and other participants seeking a thorough understanding of the repo market and the latest related developments, the virtual workshop covered:
- The repo instrument: legal, economic and operational character
- Types of repo
- GC v specials; repo v securities lending, repo v derivatives
- Legal: what's so important about documentation
- ESG and repo
- The interaction between repo and bonds
- The interaction between repo and bond futures
- European repo market infrastructure
- Tri-party repo - role and mechanics
- CCP: margining & default management
- Sponsored repo and client-clearing
- D2C electronic trading
- Settlement fails and settlement efficiency
- New developments in repo: digital repo
- New developments in repo: indemnified and guaranteed structures
- LCR and NSFR for repo
Day 1
| CET | Monday, 31 October 2021
Monday 27 September 2020
|
|
| 10:00 |
Welcome to delegates from ERCC chairman Gareth Allen, Managing Director, Global Head of Treasury Assets, Group Treasury, UBS |
|
| 10:05 |
Introductory remarks Antony Baldwin, Head of RepoClear, Collateral and Liquidity Management, LCH Limited |
|
| 10:10 |
What's in the workshop and how it will run Richard Comotto, ICMA |
|
| 10:15 |
The repo instrument: legal, economic and operational character Richard Comotto, ICMA |
|
| 11:30 |
Types of repo Richard Comotto, ICMA |
|
| 12:10 | Break | |
| 12:30 |
GC v specials; repo v securities lending, repo v derivatives Richard Comotto, ICMA |
|
| 13:15 | Legal: what's so important about documentation Richard Comotto, ICMA |
|
| 13:35 |
End of session one |
Day 2
| CET | Tuesday, 1 November 2022
Monday 27 September 2020
|
|
| 10:00 |
ESG and repo Richard Comotto, ICMA |
|
| 10:30 |
The interaction between repo and bonds Richard Comotto, ICMA |
|
| 11:15 |
The interaction between repo and bond futures Andy Hill, Senior Director, ICMA |
|
| 12:15 |
Break | |
| 12:35 |
European repo market infrastructure Richard Comotto, ICMA |
|
| 12:55 |
CCP: margining & default management Dhruve Bhavsar, Head of Business Risk, LCH |
|
| 13:40 | End of session two |
Day 3
| CET | Monday, 7 November 2022
Monday 27 September 2020
|
|
| 10:00 |
Tri-party repo - role and mechanics Jan Grauls, Product Manager - Collateral Management, Euroclear |
|
| 10:45 |
Sponsored repo and client-clearing Richard Comotto, ICMA |
|
| 11:05 |
D2C electronic trading Oliver Clark, Head of Product, MTS James Kelly, Head of European Repo, Tradeweb Christopher Page, Vice President Product and Business Development, Eurex Andy Wiblin, Chief Product Officer & MD, Europe, GLMX |
|
| 11:45 | Break | |
| 12:05 |
Settlement fails and settlement efficiency James Upton, ERCC Ops Committee and LCH |
|
| 12:30 |
New developments in repo: digital repo Horacio Barakat, Head of Digital Innovation for Capital Markets / Head of DLT Repo Platform, Broadridge Talia Klein, Head of Digital Asset Custody Commercial Product, BNY Mellon Brian Nolan, Co-Founder, Finteum Daniel Phillips, Executive Director, JP Morgan |
|
| 13:30 |
End of session three |
Day 4
| CET | Tuesday, 8 November 2022 | |
| 11:00 | New developments in repo: indemnified and guaranteed structures Philip Buyskes, Chief Executive Officer, Frontclear Frank Odendall, Head of Securities Financing Product & Business Development, Eurex Shiv Rao, Chairman, Sunthay Holdings, LLC Tom Archer, Head of Equity Product, LCH |
|
| 11:55 |
RWA and FRTB capital charges and Leverage Ratio for repo Christopher Blake, Group Treasury, HSBC Anant Gajjar, Global Capital Lead, HSBC |
|
| 12:40 |
Break | |
| 13:00 | LCR and NSFR for repo Carolin Pirch, Treasury Manager, DZ Bank |
|
| 14:00 |
Wrap up: macrotrends and repo market users Corentine Poilvet-Clediere, Head of RepoClear, Collateral and Liquidity, LCH SA |
|
| 14:45 | End of Session Four and Workshop |
