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LONDON
23 September 2025
8.00am - 8.45am Breakfast and Networking
8.45am - 9.00am Introduction
9.00am - 9.45am
ESG Integration and Sustainable Finance in Âé¶¹´«Ã½ Lending

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.

Moderator
TBC



Panellists
TBC


9.45am - 10.30am
Global Regulatory Convergence: Navigating Cross-Border Compliance

Âé¶¹´«Ã½ 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.

Moderator
TBC



Panellists
TBC


10.30am - 11.00am Coffee and Networking Break
11.00am - 11.45am
Risk Management and Collateral Optimisation in Volatile Markets

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.

Moderator
TBC



Panellists
TBC


11.45am - 12.30pm
Rewiring Repo: Front-to-Back Automation in a Real-Time Market

Repo markets are under increasing pressure to move faster, safer, and smarter as firms navigate shrinking margins and rising operational complexity. This panel explores how comprehensive front-to-back automation is fundamentally reshaping repo trading, processing, and management across the entire workflow. Expert speakers will examine the evolution from voice-based execution to fully automated systems, highlighting smart matching technologies and straight-through processing as foundations for scalable repo operations. Key discussion points include leveraging data analytics and exception management tools for real-time visibility, addressing fragmentation between bilateral and tri-party markets through technology solutions, and building integrated end-to-end workflows that simultaneously reduce operational risk and unlock liquidity potential. With insights from trading desks, operations leaders, and leading technology platform providers, this session unpacks how the industry is strategically rewiring repo infrastructure for the digital age

Moderator
TBC



Panellists
Neelan Pavan
Technical Product Manager, Match & Repo, MarketAxess

Thomas Williams
Fund Manager, Schroders

12.30pm 2.00pm Lunch
2.00pm - 2.50pm
T+1 Settlement: Transforming Âé¶¹´«Ã½ Finance Operations

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.

Moderator
TBC



Panellists
TBC


2.50pm - 3.40pm
Agent Lending Evolution: Technology, Innovation and Competitive Differentiation

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.

Moderator
TBC



Panellists
TBC


3.40pm - 4.00pm
Closing remarks

Moderator
TBC

4.00pm - 5.00pm Drinks Reception and Networking