PLEASE NOTE
  • These resources are for registered delegates only and available for a limited time.
  • These resources will be removed on Friday, 22 October
  • This course is operating under Chatham House rules.
Day 1

Monday, 27 September 2021
Monday 27 September 2020
Video Recording Presentation
Slides    
Welcome to delegates from ERCC chairman
Gareth Allen, Managing Director, Global Head of Treasury Assets, Group Treasury, UBS

Introductory remarks
Cédric Gillerot, Director, Head of Collateral Product Strategy, Euroclear
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 and repo v securities lending
Richard Comotto, ICMA
Video Slides (page 11 onwards)
The interaction between repo and bonds
Richard Comotto, ICMA
Video Slides
The interaction between repo and interest rate swaps
Vasileios Stathakopoulos, Head of EMEA Rates Repo trading,
Credit Suisse
Video Slides
Question & Answer summary report    


Day 2
Tuesday, 28 September 2021
Monday 27 September 2020
Video Recording Presentation
Slides 
The interaction between repo and bond futures
Chris Baron, BoA
Video Slides
The credit repo market
Michel Semaan
Video Slides
Emerging market repo
Ian Ross, JP Morgan
Video No Slides
European repo market infrastructure
Richard Comotto, ICMA
Video Slides
Tri-party repo --- role and mechanics
Jan Grauls, Product Management - Collateral Management, Euroclear
Video Slides
Question & Answer summary report

 

Day 3

Monday, 4 October 2021
Monday 27 September 2020
Video Recording  Presentation
Slides
Tri-party repo --- application and developments
Richard Glen, Head of Collateral Management, Clearstream
Video Slides
Triparty interoperability: connecting collateral pools
Marije Verhelst, Director, Head Business Development Collateral Management and Securities Lending, Euroclear, Euroclear
Video Slides
CCP: margining & default management
Dhruve Bhavsar, Head of Business Risk for RepoClear and EquityClear, LCH
Video Slides
CCP client-clearing
Frank Odendall, Senior Vice President, Head of Securities Financing Product & Business Development, Eurex
Tom Archer, Product Development Manager, RepoClear and EquityClear, LCH
Video Eurex Slides

LCH Slides
Electronic repo panel (D2D and B2D)
John Edwards, Managing Director, Global Head of BrokerTec
Oliver Clark, Head of Product, MTS
Gareth Mitchell, Co-Founder, Connexxion
James Kelly, European Head of Repo, Tradeweb
Video No slides
Question & Answer summary report
   

Day 4

Tuesday, 5 October 2021 Video Recording
Presentation
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
Cecile Retaureau, Managing Director, EMEA Head of Financing Distribution, UBS
Video Slides
SFTR for repo
Richard Comotto, ICMA   
Video Slides
Settlement discipline under EU CSDR
Andy Hill, Senior Director - Market Practice and Regulatory Policy, ICMA     
Video Slides
ESG and repo panel
Claus Breternitz, Director, Commerzbank
Andrew Alabaster, BlackRock
Sam Crawford, Head of Secured Funding Structuring EMEA, BNP Paribas
Gerard Denham, Senior Vice President, Fixed Income Funding & Financing, Eurex
Video No Slides
Question & Answer summary report    

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