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.
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.
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 |