Derivatives and Structured Products Breakfast Briefings 2017

We would like to invite you to our DSP Breakfast Briefing on Thursday 12 January 2017, when we will cover the following topics:

  • Proposed CRR2/CRD5 reforms: following the publication of the European Commission’s proposal to amend the Capital Requirements Regulation (“CRR2”) and the Capital Requirements Directive (“CRD5”), we will discuss the proposed new rules and their practical impact from a derivatives perspective. In particular, we will look at the new standardised method used to calculate the exposure value of derivatives for counterparty credit risk, amended rules for clearing exposures and the new rules for trading book instruments. (Benedict James)
  • CCP recovery and resolution: we will give an overview of the CPMI-IOSCO proposals for the recovery of financial market infrastructures combined with the European Commission’s proposal for a Regulation on a framework for the recovery and resolution of CCPs and discuss some of the central issues raised by both sets of proposals. (Michael Voisin)

If you have any questions on the above topic you would like to see addressed during the breakfast briefing, time permitting, please do let us know by email to