Welcome remarks


Keynote address: Global landscape of OTC derivatives regulations and domestic implementation


Regulatory dialogue: Cross-border regulatory cooperation and harmonisation

  • Regulatory complexity and challenges
  • Latest initiatives in promoting cross-border cooperation in financial market reform
  • Resilience and vigilance: Asia’s perspective on regional financial cooperation 
  • Scaling back of regulations and its impact on the region



Panel discussion: Collateral and liquidity optimisation under regulatory changes

  • What does ISDA SIMM mean for firms?
  • How does the view on collateral management and optimisation changes over time?
  • How a forward looking collateral inventory helps reduce liquidity risk?
  • What are the latest strategies in maximising capital efficiency and promoting cross-border collateral mobility?


Coffee break


Panel discussion: Initial margin big bang – what’s next?

  • Where does the industry stand in implementing margin requirement rules?
  • What are the challenges faced by regional banks and buy-side firms?
  • What were the lessons learnt from the variation margin big bang?
  • What are the best practices in efficiency and control in margin call, collateral posting and administration?


Presentation: Emerging global collateral management trends and developments

  • Lessons from IM implementation and outlook on future challenges
  • Links between repos, bonds and derivatives
  • Managing the impact of banking regulations on the repo and collateral markets
  • Global trends and best practices




Panel discussion: MiFID II – challenges and implementation

  • What are the major impacts have the industry experienced so far?
  • How the industry responded to changes in disclosure of costs and charges?
  • What are the implications of MiFID II on product governance?
  • What might be the technologies and process changes needed to stay ahead of the game?


Presentation: Evolution of collateral management models in the post-Lehman era

  • Regulations affecting collateral management in post-Lehman era
  • Availability of eligible collateral and strategies in unlocking high quality liquid asset
  • Changes in custodian model and outline of workflow
  • Addressing concerns around settlement, treatment of counterparties and segregation requirements


Presentation: Future of distributed ledger technology in payment, clearing and settlement

  • Key learning from DLT solutions and performances globally
  • Effectiveness in liquidity saving and improving operational efficiency
  • Pros and cons in the use of blockchain technology in the capital markets
  • Outlook on further testing and applications


Coffee break


Presentation: Considerations of pricing CVA into derivatives trades

  • Latest industry view and impact of financial regulations on CVA/ XVA practices
  • Accounting debate over CVA/ XVA
  • Infrastructure and advanced practice of CVA/ XVA desk activities
  • Implementation strategies and roadmap


Panel discussion: Implications of latest regulatory and settlement changes on collateral management operations

  • What are the top challenges in derivatives operations under the current regulatory landscape?
  • What is the impact of T+0 settlement for certain repos has on the Japanese market?
  • How are institutes coping with heightened demand in managing documentation and repapering of CSA in derivatives trading?
  • How to improve standardisation of collateral management practices across legal, front, middle and back office?


Closing remarks




Asia Risk reserves the right to change the programme where necessary.