LONDON
23 September 2025
Independent oversight has become the cornerstone of responsible securities lending governance as pension funds and institutional investors navigate increasingly complex regulatory landscapes and stakeholder expectations. This panel examines the evolution from basic monitoring to sophisticated governance frameworks that balance revenue generation with fiduciary duty. Expert speakers will explore comprehensive oversight methodologies, including real-time risk monitoring systems, counterparty surveillance protocols, and investment impact assessment frameworks. Discussion will address internal stakeholder requirements, from trustee reporting obligations to member communication strategies, whilst examining how regulatory constraints shape lending parameters. The panel will provide practical insights into establishing independent oversight committees, implementing robust monitoring systems, and developing governance structures that satisfy regulators, trustees, and beneficiaries whilst optimising securities lending returns within acceptable risk boundaries.
Moderator
TBC
Panellists
Rob Nunn
Director, Senior Product Manager, S&P Market Intelligence
Íø±¬³Ô¹Ï 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
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
Sam Edwards
Head of Collateral EMEA/APAC and Global Triparty Services, State Street
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
Roy Zimmerhansl
Principal, Pierpoint Financial
Panellists
Darren Crowther
General Manager, Íø±¬³Ô¹Ï Finance and Collateral Management (SFCM), Broadridge
Neelan Pavan
Technical Product Manager, Match & Repo, MarketAxess
Thomas Williams
Fund Manager, Schroders
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
Ben Johnson
Director/ Consulting, Forvis Mazars
Panellists
Andrew Douglas
Industry Expert
Tony Holland
ISLA,
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
Jim Aris
Executive Director and Head of International Equity lending for GSLS, MUFG
Moderator
TBC