ISDA/IA Collateral and Liquidity Management
Description
Join the IA and ISDA to discuss the evolving regulatory framework governing the management of liquidity and leverage by Non-Bank Financial Institutions (NBFIs) and how this is impacting strategic collateral management operations and optimization. The event will also consider how developments in technology can be used to drive efficiencies in collateral management.
Please register via the ISDA event page.
WHY ATTEND
Key takeaways / what you will learn:
- The latest regulatory developments affecting liquidity and leverage management in the NBFI sector, including insights from the Bank of England and FSB.
- How these regulatory changes are influencing collateral management strategies and operational priorities for market participants.
- Practical approaches to reducing reliance on cash collateral and expanding the range of eligible collateral instruments.
- How technology innovations such as AI, tokenisation, and the Common Domain Model (CDM) can improve efficiency, reduce costs, and enhance interoperability.
- Best practices and industry perspectives on managing liquidity and leverage under evolving market and regulatory conditions.
AGENDA
12:30 Registration and networking lunch
13:30 Opening remarks
13:40 Fireside chat
13:55 Regulatory Developments on Management of Liquidity and Leverage by Non-Bank Financial Institutions (NBFIs)
Policymakers and market participants will share their views on the most recent policy and regulatory developments in the area of NBFI liquidity and leverage. These include the ongoing debate over the EU's approach to a macroprudential policy framework for NBFIs, proposals from the FSB on addressing the risks arising from NBFIs’ use of leverage, and the lessons that are being drawn from the Bank of England’s 2024 System Wide Exploratory Scenario (SWES) report and the launch of its' Contingent NBFI Repo facility, an emergency lending facility for parts of the NBFI sector. What will be the implications of these different regulatory developments for NBFIs’ management of leverage and liquidity? What do regulators want to see from firms in their management of liquidity and leverage? What do firms do to manage liquidity and leverage now, and what more work needs to be done in the industry?
14:40 Networking break
15:05 Optimising Collateral Management
With regulatory requirements for collateral for over-the-counter and exchange-traded derivatives heavily reliant on access to cash, what can firms do to reduce their cash collateral requirements? What can be done to ease cash collateral pressures for the NBFI sector? How does this expansion of non-cash for VM posted by buyside entities impact pricing and sell-side firm’s’ capital? Where can the collateral ‘menu’ be broadened, and what are the obstacles? What pre- and post-trade strategies are being used and to what measurable benefit?
15:50 Keynote address: Macro Economic Themes Impacting Market Volatility and Liquidity
16:05 Technological Developments and Collateral Management
What are the latest technological developments that could help transform the collateral management process and reduce the cost of funding? How is AI driving operational and resource efficiencies? What is the current status of the Common Domain Model and how is the open-source data model supporting interoperability? Can the tokenisation of assets help optimise collateral management?
16:50 Closing remarks
16:55 Networking drinks
PARTNER
In collaboration with:
Kindly hosted by:
Lead Sponsor:
Associate Sponsors:
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SPONSORSHIP OPPORTUNITIES AVAILABLE
Contact: Rob Saunders
email: RSaunders@isda.org | telephone: +44 (0) 20 3808 9727
Contact: Jack Sams
email: jack.sams@theia.org | telephone: +44 07874 979587
PRICING
IA/ISDA members: FREE to attend