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SFTR workshop - repo reporting in practice

Date and Venue

Date: 18 July 2019
Time: 09.30-17.00

International Capital Market Association (ICMA) Limited


Ahead of the 2020 implementation ICMA offered a one day workshop on the practical aspects of reporting of repo transactions which will be required under the EU Securities Financing Transactions Regulation (SFTR). The workshop described how and when repos (repurchase transactions and buy/sell-backs) should be reported to SFT trade repositories (subject to further clarification of some elements by ESMA), and highlighted the challenges and, where possible, suggested solutions developed by the ICMA SFTR Task Force. A themed review of reporting fields (ie grouped into loan data, collateral data, etc), set against a repo life-cycle template, was brought together into a series of sample reports simulating different transaction configurations. Delegates were provided with copies of the ICMA's draft SFTR Annex to its Guide to Best Practice, a file of sample reports and various reference tables.

There are no qualifications or other prerequisites for attending.

Who should attend?
  • Staff who will be managing SFTR reporting when it goes live
  • Those managing the systems development required to support this reporting
  • Compliance staff
  • Anyone who wants a detailed and structured understanding of what has to be reported by whom and by when
  • Staff from banks, investment firms, buyside and infrastructure-providers such as trading platforms, tri-party agents and reporting solutions providers
09.15 Registration, Tea & Coffee
09.30 Course commences
  Background to the SFTR: origins in the FSB & evolution of EU proposals
  SFTR legal structure (at Levels 1, 2 and 3); and implementation timetable
  Scope: SFT definitions; structure of data sets; the meaning of optional fields; who has to report transactions, who has to report re-use of collateral & who is exempt; backloading of transaction data
11.00 Coffee break
11.15 Course continues
  Counterparty data: who are the entities (including beneficiaries) & which of them reports; how to report intermediaries (brokers & agent lenders) & infrastructures (trading venues, tri-party agents, custodians & (I)CSD, CCPs); mandatory & voluntary delegation of reporting
  Loan data: types of report & which Action Types; who generates the UTI; determining availability for collateral re-use; the problem of position-level reporting; reporting life-cycle events; reporting dates; repo rates; the problem of buy/sell-backs; structured repos such as open repo, floating-rate repos; evergreen repos and extendible repos
  Collateral data: how do collateral update reports work; identifying GC; when to report at trade level & when to report at next exposure level; how to report collateral baskets including allocations after T; reporting collateral including classification, quality, price, market value & haircuts; cash collateral; reporting variation margins
13.00 Lunch
Course continues
  Special cases: intra-day repos; auto collateralized intra-day borrowing; repos documented under ISDA; cash rebate securities loans; undocumented repos
  CCP-cleared repos: concept of prior repos & RTNs; portfolio codes & cross-product netting
  CCP margin reporting
15.15 Coffee break
15.30 Course continues
  Reporting the re-use of collateral: accurate reporting; approximate reporting using the FSB formula; definitions of own assets, received collateral, re-usable collateral & posted collateral
  MiFIR reporting of central bank repos
17.00 End of course

Register on-line for the SFTR workshop - repo reporting in practice, being held in London on 18 July 2019

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Terms and Conditions

I understand that my reservation for the above course shall be accepted and confirmed if ICMA sends me a respective confirmation in writing within 3 business days from receipt of my payment. I also understand that if ICMA does not send me such confirmation within the specified period my reservation could not be considered and that the course fee will be refunded to me in full.


I agree that ICMA shall have the right to cancel courses and workshops at its own discretion for any reason (including e.g. if a sufficient minimum number of participants is not reached before the start date of the relevant course). In the event of such cancellation, the course fee will be refunded to me in full. I agree that ICMA shall not be liable for any expenses incurred by me, my employer, or anyone else on my behalf, due to the cancellation.

In case I want to cancel my reservation for this course I shall notify ICMA (attention Events Team) in writing without delay. I agree to the following cancellation fees being applied by ICMA:

until the 30th business day before the start date of the relevant course = 10%
from the 29th business day to the 15th business day before the start date of the relevant course = 50%
from the 14th business day to the last business day before the start date of the relevant course = 75%
on or after the start date of the relevant course = 100%

I agree that if I fail to attend this course no refund of the course fee shall take place.

I understand that substitutions can be made at no charge subject to the condition that ICMA (attention Events Team) is notified accordingly in writing and provided with the details of the substitute (see 1. above) not later than 48 hours before the relevant course commences.

I agree that ICMA and its affiliate entities may retain the information supplied on this form on a database and use it for the purpose of course and event administration, and, UNLESS I have ticked the relevant boxes above, to compile a delegate list (including my name and that of my employer) to be distributed at the event in hard copy or to other registered delegates in electronic form as well as for the purposes of advertising future courses and events and promoting ICMA.

Delegate Fees

ICMA Member & Green Bond Principles Members & Observers: £1,750 + 20% VAT
Non Member: £2,275 + 20% VAT

ICMA Members: EUR 690.00 + VAT

Non Members: EUR 900.00 + VAT

*Accomodation is not included in the price and delegates must arrange their own accomodation.

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