The Collateral Management and Securities Lending Forum examines regulatory change, liquidity challenges, and strategic shifts in Europe’s post-trade and securities finance landscape.
Key Topics
Operational complexity and long-term effects of the T+1 settlement transition
Strategic realignment of buy-side collateral practices
Liquidity optimization and stress scenario planning
Systemic vulnerabilities in the repo market and NBFI exposure
Collaborative approaches for counterparty risk management
