Tue, Jul 23, 2019Event Details for Understanding the ISDA Master Agreements Register Now for Understanding the ISDA Master Agreements
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Tags: FRTB, Initial Margin, LIBOR, Market Fragmentation, Regional, Risk Free Rate, SA-CCR
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Wednesday, October 23, 2019Print Agenda 2019 ISDA Annual Australia Conference for
8:00 AM Registration and Continental Breakfast
8:45 AM Opening Remarks Scott O’Malia
9:00 AM Keynote Address
9:20 AM Interview: Building Momentum in RFRs
How is the industry progressing with the move from LIBOR and other interbank offered rates (IBORs) to risk-free rates (RFRs)? What is the future for the BBSW?
- Progress in the global benchmark reform agenda
- Future of the BBSW and RBA cash rate
- Development of forward-looking term rates
- Implementation of fallbacks for derivatives
9:40 AM Benchmark Reform: Opportunities for Trading and Hedging
A panel of experts will discuss the steps Australian institutions need to take to prepare for the trading of alternative RFRs and the issues to consider. What will drive trading and liquidity, and where will opportunities exist? How can firms ensure hedges for cash instruments remain effective?
10:30 AM Networking Break
11:00 AM Chairman’s Remarks Eric Litvack
11:15 AM Margin: Countdown to Phase 5
With the phase-five implementation of initial margin requirements for non-cleared derivatives set for September 2020, what steps should participants take to finalize their preparation and what challenges do they face?
- AANA calculation and disclosure
- IM threshold monitoring
- IM calculation
- IM documentation negotiation
12:05 PM Implementing Capital Rules
The final pieces of the capital framework have been agreed by the Basel Committee on Banking Supervision, and will now be implemented by national regulators. What impact will the Fundamental Review of the Trading Book, credit valuation adjustment and SA-CCR have on bank capital requirements in Australia? How might the rules differ between jurisdictions? How will these requirements interact with other rules like margin requirements and benchmark reform?
12:55 PM Lunch
2:15 PM Keynote Interview
2:35 PM Future of Derivatives: Global or Fragmented?
The Group of 20 has highlighted reducing market fragmentation as a key issue, but what can global standard setters and national regulators do to tackle the issue? Where is fragmentation creating the biggest problems for market participants? What impact has it had on Australian derivatives users?
3:25 PM Networking Break
3:55 PM Standards, Tech and Docs
New technologies are being developed and implemented. Documentation is being digitized. Standardization is driving greater automation. But how do these trends link together? What does this mean in practice, and what are the costs and potential benefits?
4:40 PM The Path to Post-trade Efficiency
Back-office processes continue be highly manual, sucking up resources and resulting in operational costs. What’s being done to standardize and automate collateral management, reporting and record-keeping processes? How can firms reduce their back-office burden?
5:25 PM Conference Concludes
Agenda is subject to change.
VenueBack to Top
The Westin Sydney
1 Martin Place, Sydney, NSW 2000, Australia
+61 2 8223 1111
SpeakersBack to Top
ISDA Chairman, Managing Director, Head of Regulatory Strategy
Société Générale Global Banking and Investor Solutions
Chief Executive Officer