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Advanced Repo and Securities Borrowing and Lending Course ONLINE
Advanced Repo Trading & Securities Lending Course PRE-READ
Agenda
Zoom Links
Guest Speaker Biographies
Monday 17th February 2025
Introduction and Overview
Session 1 - Overview of Repo and Securities Financing
Session 2 - Overview of Basel III/IV and Other Regulations
Bonus Session - Interview ex Bank of England Senior Advisor
Tuesday 18th February 2025
Recap Day 1
Session 3 - Liquidity Fundamentals Including LCR and NSFR
Session 4 - Leverage Fundamentals Including the Leverage Ratio
Session 5 - Case Studies on Archegos, Evergrande, Silicon Valley Bank, Metro Bank
Wednesday 19th February 2025
Recap Day 2
Session 6 - Impact of Clearing on Capital, RWA, and Leverage. Mandatory Clearing of US Treasuries
Session 7 - What Happened to UK Gilt Repo in Autumn 2022?
Bonus Session - Interview re Default Management
Thursday 20th February 2025
Recap Day 3
Session 8 - Trading Strategies
Session 9 - Capital Fundamentals, including RWAs
Session 10 - Influence of Liquidity, Leverage, and Capital on Trading Decisions
Session 11 - How to Maximise P&L
Friday 21st February 2025
Recap Day 4
Session 12 - Data and System
Session 13 - How to Take Remedial Action and Emergency Action
Session 14 – Who uses Repo?
Wrap up and Conclusion
Teach online with
Session 2 - Overview of Basel III/IV and Other Regulations
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