Event Agenda

SFTR Full Event Agenda

Confirmed Speakers:

  • Christian Krohn, Consultant, Bovill

  • Jonathan Lee, Senior Reporting Regulator Specialist, Kaizen Reporting

  • Katie Fox, Principal Consultant, Catalyst Development Ltd

  • Christian Lee, Partner, Catalyst Development Ltd​​​​​​​

Day 1

21st November 2018

08:30

Registration and refreshments

09:00

SFTR Requirements and Current Industry Position

  • ESMA
  • Data gathering and Mifid II & EMIR relevance 
  • Who reports and what products?
  • Data requirements –ISINs – difference between repos and collateral 
  • Trade repository reconciliation 

Christian Krohn, Consultant, Bovill

10:30

Morning break

11:00

Data Gathering for EMIR, MIFIR, REMIT & SFTR

  • Data benefits
  • Quality of data
  • Reusing data
  • Market intelligence

12:30

Lunch

13:30

Reporting Requirements

  • Reporting details of all market participants
  • Reporting collateral reuse by tri-party agents, custodians and small non-financial counterparts
  • Modification report 
  • Valuation report 
  • Validation, exceptions and reconciliation
  • Internal reconciliations and control processes for submission

Katie Fox, Principal Consultant, Catalyst Development Ltd

15:00

Afternoon break

15:30

Developing a Break – Prevention Strategy 

  • TR reconciliation:
    • UTI’s, reporting counterparty
    • Other counterparty
    • Master agreement type
  • Finding a TR that can help reconcile breaks
  • Establishing causes of breaks
  • Remediate processes and data sources
  • Risk reduction analysis

Jonathan Lee, Senior Reporting Regulator Specialist, Kaizen Reporting

17:00

End of Day One

Day 2

22nd November 2018

08:30

Refreshments

09:00

Liquidity and Collateral Management

  • Sources of securities for repo
  • Lending in the market 
  • Yield enhancement strategies   
  • Alternative transactions as a source of funding for liquidity and collateral management
  • Collateral reporting

10:30

Morning break

11:00

Evaluating and Choosing Your Trade Repositories  

  • Role of the trade repository, what are they responsible for?
  • Reputation with clients and regulators 
  • Data security 
  • Reporting volume
  • Reconciliations and breaks management 
  • Data management and automation  
  • Brexit

Christian Lee, Partner, Catalyst Development Ltd

12:30

Lunch

13:30

How can Artificial Intelligence Enhance Regulatory Reporting?

  • Need for automation
  • Reducing costs
  • Getting front office buy in
  • Workflow management 
  • Bilateral business activity, zero – touch processes across trade flow and client segments

15:00

Afternoon break

15:30

Disclosures

  • Use of agent lenders in securities lending and repos
  • Use of algorithms for allocation decisions
  • Capturing borrowers and beneficiary allocations data for reporting
  • Prime brokerage and identifying collateral under SFTR
  • Hedge funds position reporting
  • Asset segregation
17:00

End of course