Derivatives and Structured Products Breakfast Briefing

We warmly invite you to our Derivatives and Structured Products Breakfast Briefing on Thursday 20 June, when we will cover the following topics:

Interest rate reform: brief update on recent consultations, the transition of EONIA to €STR and responses of the FCA and PRA to the Dear CEO LIBOR letter. (Deepak Sitlani)

SFTR: overview of the reporting obligation for securities financing transactions as preparations are made for phase-in from April 2020. (Pauline Ashall)

Initial margin: update on documentation and regulatory developments in relation to initial margin. (Deepak Sitlani and Hannah Patterson)