Rates & Repo 2019 Agenda

9:00-9:45 Finadium’s repo analytics database

Pre-conference product discussion

9:45-10:30 Registration and networking

10:30-10:35 Chairman’s welcome

Josh Galper
Managing Principal
Finadium

10:35-11:30 Clients, dealers and competition

The current state of repo liquidity
Where is repo demand
Clients expansion of repo asset classes beyond Treasuries
Where is balance sheet pricing headed in 2020

Moderator
Joanne Crisafi
Managing Director, Repo & Money Markets
Tradeweb

Panelists

Brian Wiese
Director, Cash Collateral Reinvestment
BNY Mellon Markets

Jennifer Imler
Managing Director, Head of WFS Funding, Capital and Liquidity
Wells Fargo

Robert Zekraus
Managing Director, Global Head of Client Capital Management & Funding
Scotiabank

Brock Bell
Senior Vice President of Treasury and Portfolio Finance
Capstone Investment Advisors

11:30-12:30 US interest rates and prospects for the funding markets

How will interest rate moves help or hurt the repo markets
Is the Fed prepared for long-term intervention
Could negative interest rates happen in the US
What does TRACE reporting on US Treasuries mean for the markets
What happens the next time that repo rates spike

Moderator
Brian Ruane
Chief Executive Officer
BNY Mellon Government Securities Services Corp. and Clearance & Collateral Management

Panelists

Jerry Pucci
Managing Director, Global Head of Repo
BlackRock

David Andolfatto
Senior Vice President
Federal Reserve Bank of St. Louis

Teresa Ho
Executive Director, US Fixed Income Strategy
J.P. Morgan

Subadra Rajappa
Head of US Rates Strategy
Societe Generale

12:30-1:30 Lunch and networking
1:30-2:15 Keynote: Bruce Tuckman, Chief Economist, CFTC

Deposit Funding and Interest Rate Swaps: How Banks Manage Interest Rate Risk

2:15-3:00 Breakout sessions

Uncleared margin rules and funding activity

UMR as a driver of collateral requirements in repo
The convergence of derivatives and repo infrastructure
Opportunities and challenges for dealers and cash providers

Joyce Thormann
Chief Representative
Euroclear New York

Amy Caruso
Head of Collateral Initiatives
ISDA

Peer to Peer – the market participant perspective

How important is peer to peer now
Mechanics, counterparts and electronic platforms
Prospects for expanding growth

Kelly Hill
Assistant Portfolio Manager
Federal Home Loan Bank of Cincinnati

Dora Kim
Head of Direct Repo®
AVM, LP

Why the Fed should create a Standing Repo Facility

Monetary policy drivers
Liquidity regulations
Questions and concerns

David Andolfatto
Senior Vice President
Federal Reserve Bank of St. Louis

3:00-3:30 Networking break
3:30-4:15 Growth and prospects for sponsored repo

How far can sponsored repo go
Could sponsored repo add an agency component
What are sponsors and cash providers seeing in the market
When rates spiked, did sponsored repo help, hurt or was neutral
Projections for the next twelve months

Moderator
Josh Galper
Managing Principal
Finadium

Panelists

Sue Hill
Senior Portfolio Manager, Head of Government Money Market Group
Federated Investors

Mark Haas
Head of Principal Securities Finance
BNY Mellon Markets

Laura Klimpel
Managing Director, Core Business Development Executive
DTCC

Owen Nichols
Managing Director
State Street

4:15-5:00 Is automation finally hitting the repo market?

How electronic are the repo markets, and which repo markets
Is electronic different than automated
Big data and small data integration
Automation vs. relationships
The impact of European regulations on product innovation

Moderator
Jim Malgieri
Strategic Advisor
Pirum

Panelists

Ed Tyndale-Biscoe
Product Owner, Secured Funding
ION Group

BJ Marcoullier
Head of Business Development
Transcend

Frank Ferro
Director, Money Markets, Repo & Agencies
Tradeweb

5:00-6:00 Closing reception

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