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

 

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