ICMA PROFESSIONAL REPO AND COLLATERAL MANAGEMENT WORKSHOP

31 October 2022 10:00 to 08 November 2022 16:00@ Zurich, Switzerland

ICMA Professional Repo and Collateral Management Workshop

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 workshop 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
ESG and repo
European repo market infrastructure
The interaction between repo and bonds
The interaction between repo and interest rate swaps
The interaction between repo and bond futures
Credit repo
How and why the buyside use repo
Tri-party repo - role and mechanics
CCP: margining & default management
Sponsored repo and client-clearing
Settlement fails and settlement efficiency
D2C electronic trading
New developments in repo: digital repo
RWA and capital charges and Leverage Ratio for repo
LCR and NSFR for repo
New developments in repo: indemnified and guaranteed structures
Macrotrends and repo market users

*Please note that list of topics may change

Format

This workshop will be delivered via video conferencing on Zoom. 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 workshop, following the live sessions.

Admission:
ICMA member | Free to attend
Non member | EUR 500.00

Registration will close at 17:00 CEST on 28 October.

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