Delegate Resources - Professional Repo Market and Collateral Management Workshop 2022

PLEASE NOTE:

  • These resources will be available until 29 November and are for registered delegates only.
  • This workshop is operating under the Chatham House rule. 
 
Day 1

Monday, 31 October 2022 Video recording Presentation slide
Welcome to delegates from ERCC chairman
Gareth Allen, Managing Director, Global Head of Treasury Assets, Group Treasury, UBS
Video No slides
Introductory remarks
Antony Baldwin, Head of RepoClear, Collateral and Liquidity Management, LCH
Video No slides
The repo instrument: legal, economic and operational character
Richard Comotto, ICMA
Video Slides
Types of repo
Richard Comotto, ICMA
Video Slides
GC v specials; repo v securities lending, repo v derivatives
Richard Comotto, ICMA
Video Slides
Legal: what's so important about documentation
Richard Comotto, ICMA
Video Slides
Question & Answer summary report    

 
Day 2

Tuesday, 1 November 2022
Monday 27 September 2020
Video recording Presentation slide
ESG and repo
Richard Comotto, ICMA
Video Slides
The interaction between repo and bonds
Richard Comotto, ICMA
Video Slides
The interaction between repo and bond futures
Andy Hill, Senior Director, ICMA 
Video Slides
European repo market infrastructure
Richard Comotto, ICMA
Video Slides
CCP: margining & default management
Dhruve Bhavsar, Head of Business Risk, LCH
Video Slides
Question & Answer summary report    
 
 
Day 3
 
Monday, 7 November 2022
Monday 27 September 2020
Video recording Presentation slide
Tri-party repo - role and mechanics
Jan Grauls, Product Manager - Collateral Management, Euroclear
Video Slides
Sponsored repo and client-clearing
Richard Comotto, ICMA
Video Slides
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
Video No slides
Settlement fails and settlement efficiency
James Upton, ERCC Ops Committee and LCH
Video Slides
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
Video No slides
Question & Answer summary report    
 
 
Day 4
 
Tuesday, 8 November 2022 Video recording Presentation slide
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
Video Slides
RWA and FRTB capital charges and Leverage Ratio for repo
Christopher Blake, Group Treasury, HSBC
Anant Gajjar, Global Capital Lead, HSBC
Video Slides
LCR and NSFR for repo
Carolin Pirch, Treasury Manager, DZ Bank
Video Slides
Wrap up: macrotrends and repo market users
Corentine Poilvet-Clediere, Head of RepoClear, Collateral and Liquidity, LCH
Video No slides
Question & Answer summary report    


Other resources:

The credit repo market
Michel Semaan
Video Slides
Emerging market repo
Ian Ross, JP Morgan
Video  No slides

 

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