Benchmarking European Repo Markets

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The International Capital Market Association task force on repo indexes is evaluating new benchmarks for European repo marketing. In a roundtable forum convened by Risk and sponsored by Stoxx, a panel of experts discusses the evolution and development of repo benchmarking in the era of central clearing.
 
Topics covered include:

 
  • The regulatory drive to central clearing
  • How will risk management benefit from rules-based benchmarking in repo markets?
  • What is driving the growth in the repo market?
  • What are the challenges of creating benchmarks and how exactly do they improve transparency?
  • History of GC Pooling – back to 2005 – and evolution in the era of central clearing
  • What are the distinct features of STOXX GC Pooling Indices?
  • What will drive growth / liquidity in the marketplace?
  • What are the main benefits for the target groups?



 

Panellists

Presenter
Moderator: Matthew Crabbe
Managing Director
INCISIVE MEDIA
Presenter
Konrad Sippel
Head of Business Development
STOXX Ltd.
View panellist's biography
Presenter
Yuliyan Georgiev
Senior Product Development Manager
STOXX Ltd.
View panellist's biography
Presenter
Romain Dumas
International Capital Market Association, European Repo Council, Task Force on Repo Indices

View panellist's biography

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