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Event Overview
Agenda
Register
Dates: 27, 28 September; 4, 5 October 2021
Time: 10:00 - 14:00 CEST | Time Zone Converter

Course overview


After a break in 2020, this year ICMA will again hold its annual Professional Repo and Collateral Management Workshop, the repo industry’s principal educational forum.

Designed for new repo market practitioners and other participants who are seeking a thorough understanding of the repo market and the latest related developments, the virtual workshop will cover:
  • legal, economic and operational character of repo
  • types of repo, and repo versus securities lending
  • the use of repo with bonds, interest rate swaps and bond futures
  • credit and emerging market repos
  • tri-party repo: mechanics, applications and interoperability
  • cleared repo and client-clearing
  • regulation of repo
  • ESG and repo

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.

Pricing & Registration

ICMA Members: Free to attend
Non-Members: 200 EUR

All course fees must be paid in advance of the event or delegates will not be admitted. For security reasons, delegates who have not registered in advance will not be admitted to the live sessions.  Registrations will close at 17.00 CEST on Monday, 20 September 2021.

Please be aware that you are registering to an educational workshop where places are limited. Kindly advise us if you are unable to attend this workshop at least 3 days before the event.If you fail to attend without cancelling, this will be taken into consideration when you register for future ICMA workshops.

If you have any questions, please contact ICMA events.

Sponsored by:


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
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
11:30
  Types of repo; and repo v securities lending
Richard Comotto, ICMA
12:00   Break
12:15
  The interaction between repo and bonds
Richard Comotto, ICMA
12:55
  The interaction between repo and interest rate swaps
Credit Suisse
13:45
  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 interaction between repo and asset swaps

11:30
  Break
11:45

  The credit repo market
Thierry Rehmann, BNP Paribas   
12:30


Emerging market repo
Ian Ross, JP Morgan
13:15
  End of session two


Day 3

CEST
  Monday, 4 October 2021
Monday 27 September 2020
10:00

  European repo market infrastructure
Richard Comotto, ICMA   
10:30

  Tri-party repo --- role and mechanics
Jan Grauls, Product Management - Collateral Management, Euroclear
11:00

  Tri-party repo --- application and developments
Richard Glen, Head of GSF Sales - UK, Ireland and Americas, Clearstream
11:30
  Break
11:45

  Triparty interoperability: connecting collateral pools
Marije Verhelst, Director, Head Business Development Collateral Management and Securities Lending, Euroclear
12:15







CCP: margining & default management
Dhruve Bhavsar, Head of Business Risk for RepoClear and EquityClear, LCH
•    Overview of RepoClear Service
•    Benefits of Clearing Repos
•    RepoClear Margin Framework
•    RepoClear Default Management Process
•    RepoClear Default Management Waterfall
12:45



  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
13:35




  D2C repo panel
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
14:30
  End of session three


Day 4

CEST
  Tuesday, 5 October 2021
10:00

  RWA and FRTB capital charges and Leverage Ratio for repo
HSBC
11:00

  LCR and NSFR for repo
Cecile Retaureau, UBS
11:40
  Break
11:55

  SFTR for repo
Richard Comotto, ICMA   
12:30


Settlement discipline under EU CSDR
Andy Hill, Senior Director - Market Practice and Regulatory Policy, ICMA     
13:00





ESG and repo panel
Claus Breternitz, Director, Commerzbank
Emma Cooper, Head of EMEA Repo Team, BlackRock
Sam Crawford, Head of Secured Funding Structuring EMEA, BNP Paribas
Gerard Denham, Senior Vice President, Fixed Income Funding & Financing, Eurex
14:00
  End of Session Four and Course   

** Please note this agenda is subject to change.

Register for the ERCC Professional Repo Market and Collateral Management workshop taking place on 27, 28 September and 4, 5 October 2021


Pricing

ICMA Members: Free to attend
Non-Members: 200 EUR

Members who are registering on a complementary basis are reminded that this is an educational workshop where places are limited. Kindly advise if you are unable to attend this workshop at least 3 days before the event. If you fail to attend without cancelling, this will be taken into consideration when you register for future ICMA workshops.

Check if your company is an ICMA member here.

Personal details

Employer details

Yes
No
Yes, please include my name, company name and job title on the delegate list
Yes, please sign me up to receive updates from ICMA

Terms and Conditions

1.1
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.

1.2
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.

1.3
In the case that 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 calendar day before the start date of the relevant course = 10%
from the 29th calendar day to the 15th calendar day before the start date of the relevant course = 50%
from the 14th calendar day to the last calendar day before the start date of the relevant course = 75%
on or after the start date of the relevant course = 100%

Refunds will only be processed after the completion of the relevant course and after the return of any course material already provided to you. Any such material must be returned undamaged and at your own expense.

1.4
I agree that if I fail to attend or complete this course within the given deadline, without following the cancellation procedure (see 1.3 above), no refund of the course fee shall take place.

1.5
Delegates must register before the course in order to be allowed to join the course. I understand that registrations for online and livestreamed courses are non-transferable and non-refundable.

1.6
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, IF I have ticked the relevant boxes above, include my name and name of my employer in a class list which may be distributed at the course 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.

Payment
Attendance at this event is free of charge to ICMA member. All non-members will be charged a registration fee of EUR 200. Payable on receipt of invoice.
We will contact you within the next 48 hours to confirm your place at this event.

Please tick here to agree to the terms and conditions
I agree to the above terms and conditions
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