Virtual
SAVE THE DATE
31 October 2022 - 08 November 2022
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Event Overview

SAVE THE DATE

Dates:
Monday, 31 October - Tuesday 1 November 2022
Monday 7 November - Tuesday 8 November 2022

Course overview


ICMA will be holding its annual Professional Repo and Collateral Management course via video conferencing.

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 will cover:

  • 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
  • The interaction between repo and bonds
  • The interaction between repo and interest rate swaps
  • The interaction between repo and bond futures
  • How and why do the buyside use repo?
  • ESG and repo
  • Electronic repo
  • Credit repo
  • Emerging market repo
  • European repo market infrastructure
  • Tri-party repo - role and mechanics
  • CCP: margining & default management
  • RWA and capital charges and Leverage Ratio for repo
  • LCR and NSFR for repo
  • New developments in repo: indemnified and guaranteed structures
  • New developments in repo: crypto and digital repo

 *Please note that list of topics may change

Format

This workshop will be delivered via video conferencing. Live sessions will be delivered in four 3.5-4 hour sessions over the course of two weeks. Delegates will be sent resources before the live sessions and will have access to a recording of the course, following the live sessions.

Registration will open soon. 

If you have any questions, please contact ICMA events.
Day 1

CEST   Monday, 27 September 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
Cédric Gillerot, Director, Head of Collateral Product Strategy, Euroclear
10:15

  What's in the course and how it will run
Richard Comotto, ICMA
10:20

  The repo instrument: legal, economic and operational character
Richard Comotto, ICMA
11:40

  Types of repo
Richard Comotto, ICMA
12:20   Break
12:40
  GC v specials and repo v securities lending
Richard Comotto, ICMA
13:05

  The interaction between repo and bonds
Richard Comotto, ICMA
13:40

  The interaction between repo and interest rate swaps
Vasileios Stathakopoulos, Head of EMEA Rates Repo trading, Credit Suisse
14:15
  End of session one

 
Day 2

CEST   Tuesday, 28 September 2021
Monday 27 September 2020
10:00

  The interaction between repo and bond futures
Chris Baron, BoA
10:45

  The credit repo market
Michel Semaan
11:30
  Break
11:20

  Emerging market repo
Ian Ross, JP Morgan
12:35

  European repo market infrastructure
Richard Comotto, ICMA
13:20
  Tri-party repo --- role and mechanics
Jan Grauls, Product Management - Collateral Management, Euroclear
13:50
  End of session two
 
 
Day 3
 
CEST   Monday, 4 October 2021
Monday 27 September 2020
10:00

  Tri-party repo --- application and developments
Richard Glen, Head of Collateral Management, Clearstream
10:30


  Triparty interoperability: connecting collateral pools
Marije Verhelst, Director, Head Business Development Collateral Management and Securities Lending, Euroclear, Euroclear
10:45

  CCP: margining & default management
Dhruve Bhavsar, Head of Business Risk for RepoClear and EquityClear, LCH
11:15
  Break
11:40



  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
13:00




  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
14:10
  End of session three
 
 
Day 4
 
CEST   Tuesday, 5 October 2021
10:00


  RWA and FRTB capital charges and Leverage Ratio for repo
Christopher Blake, Group Treasury, HSBC
Anant Gajjar, Global Capital Lead, HSBC
10:50

  LCR and NSFR for repo
Cecile Retaureau, Managing Director, EMEA Head of Financing Distribution, UBS
11:30
  Break
11:50

  SFTR for repo
Richard Comotto, ICMA   
12:30

  Settlement discipline under EU CSDR
Andy Hill, Senior Director - Market Practice and Regulatory Policy, ICMA     
13:15




  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
14:15
  End of Session Four and Course   

 

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