The 13th edition of the Collateral Management Forum organized by Fleming will be taking place on the 9th to 11th of October at the Hotel Novotel in Amsterdam.
The speaker panel already in place for the event comes in strong for 2019, featuring senior executives from Standard Chartered Bank, Commerzbank, Danske Bank, Nordea, HSBC and Citigroup among others, as well as representatives of the European Commission and the International Capital Market Association.
This edition will be highly focused on two fundamental topics for the collateral management professional in late 2019: Initial Margin Calculation and compliance and regulation post September 2019.
Mark Dennis Borella, Head of Collateral projects at Danske Bank, is confirmed to be sharing the bank’s case study and experience in understanding the operational aspects of Initial Margin. He will discuss the various steps in becoming IM compliant, including decision making to set priorities during IM implementation and all the possible solutions to overcome the operational and technical challenges that arise. The program commitment to Initial Margin does not end here, other sessions will also deepen into the Defined Standard Initial Margin Method 2.0 and real-world examples of how automation has changed from a buzzword to being a reality in collateral management.
The highly anticipated regulatory changes coming this September will also steal the show with ING Bank UK, the European Commission and the International Market Association ready to discuss how regulation is changing the way in which organizations are run and what the situation will be one month after September 1st. Other areas covered will be the outlook with the new EC & EP, obligations for category 3 and 4 counter-parties and other regulatory and market issues challenging the industry.
This Edition of the conference also comes with not just one, but two cherries on top. Day one of the conference, on October 9 will be fully dedicated to the Buy side and will feature 4 sessions covering areas from the buy-side perspective such as the practical considerations that come with regulatory updates, aligning internal structure and processes, and the implications of new technology on long-running processes. And in the afternoon of day two, there will be three simultaneous workshops to choose from: IM calculation, reconciliation and sensitivity calculation; Collateral efficiency boost to achieve operational excellence; and Practical challenges to implementing new regulatory requirements for the collateralization of OTC derivative Risks.
This combination of talent and a well-built program, combined with a year full of changes and opportunities all add up to a very promising edition of the Collateral Management Forum and we certainly look forward to the ideas and partnerships to be born at the exchange.