LONDON
23 September 2025
Environmental, social, and governance considerations are increasingly influencing securities lending decisions as institutional investors align lending activities with broader sustainability objectives. This panel examines practical approaches to ESG integration, from screening controversial borrowers to supporting positive impact initiatives. Expert speakers will discuss proxy voting considerations during lending periods, managing reputational risk, and developing ESG-compliant lending policies. The session will cover regulatory developments, client reporting enhancements, and innovative products linking lending revenue to sustainability outcomes. Case studies will demonstrate successful ESG integration across different institutional investor types.
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Securities finance operates in an increasingly complex global regulatory environment requiring sophisticated compliance strategies across multiple jurisdictions. This panel examines regulatory convergence trends, particularly comparing US, European, and Asian frameworks. Expert speakers will discuss SFTR implementation updates, US regulatory proposals, and emerging Asian market requirements. Key focus areas include cross-border reporting obligations, withholding tax optimisation, and managing regulatory arbitrage opportunities. The session will provide practical guidance on building scalable compliance frameworks, managing regulatory change, and preparing for future policy developments across major markets.
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Market volatility has heightened focus on robust risk management frameworks and intelligent collateral management across securities finance activities. This session explores advanced risk monitoring techniques, stress testing methodologies, and dynamic margin management strategies. Panelists will examine counterparty risk assessment, concentration limits, and early warning systems for potential defaults. Key topics include collateral haircut optimisation, cross-margining opportunities, and the role of central clearing in risk mitigation. The discussion will address lessons learned from recent market stress events and emerging best practices for maintaining operational resilience during periods of extreme volatility.
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Central bank monetary policy continues to shape repo market liquidity and pricing dynamics in unprecedented ways. This panel brings together repo trading heads and policy experts to analyse current market conditions and strategic positioning. Key discussions include navigating rate volatility, optimising balance sheet usage under regulatory constraints, and capitalising on term structure opportunities. Speakers will examine the impact of quantitative tightening, regulatory changes affecting dealer capacity, and emerging trends in bilateral versus triparty repo markets. The session will provide actionable insights for repo traders and treasury managers adapting to evolving market conditions.
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With T+1 implementation scheduled for the UK and Switzerland in 2027, and the EU considering similar timelines, this expert panel examines how compressed settlement cycles are reshaping securities finance workflows. Following the North American transition, market participants look to the US for examples of operational challenges and strategic opportunities.
Our distinguished speakers will explore the technological investments required for accelerated processing, the implications for cross-border transactions, and operational model adaptations that will be required. Key discussion points will include effects on fail rates, liquidity management, and evolution of repo and securities lending markets under compressed timelines.
The session addresses regulatory compliance considerations, client relationship dynamics, and emerging best practices from early adopters. Attendees will gain insights into optimising securities finance strategies for the approaching T+1 environment across major European markets.
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The agent lending landscape is rapidly evolving as technology reshapes operational efficiency and client service delivery. This session examines how leading agent lenders are leveraging artificial intelligence, blockchain technology, and advanced analytics to differentiate their offerings. Panelists will explore automated decision-making systems, real-time portfolio optimisation, and enhanced risk management capabilities. Discussion will cover platform consolidation trends, API integration strategies, and the growing importance of data analytics in client reporting. The panel will also address how smaller agent lenders can compete against global custodian banks through specialised services and technology partnerships.
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