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In this webcast, panelists will discuss key themes and high-level requirements of the U.S. Treasury and repo central clearing rules.
The Securities and Exchange Commission (SEC) recently approved mandatory central clearing for U.S. Treasury and repo markets, triggering a significant change in the U.S. Treasury market structure. Banks, broker-dealers, institutional investors, asset managers and other market participants impacted by the ruling need to begin preparations to assess how their business strategy will be affected and work toward implementing corresponding changes.
Join EY professionals from our Banking & Capital Markets team and a select panel of market participants as they discuss key themes and high-level requirements of the U.S. Treasury and repo central clearing rules.
During the panel discussion, actionable insights will be provided on:
- Compliance deadlines and the implementation runway
- Providing and maintaining access to the U.S. Treasury and repo markets
- The impact to margin and collateral management
- International and inter-affiliate booking model implications
- Changes to the 15c3-3 calculations
- Done-away model
Moderator:
Brendan Maher
Managing Director, Capital Markets Strategy and Business Transformation, Ernst & Young LLP
Speakers:
Nate Wuerffel
Head of Market Structure, BNY Mellon
Jim Hraska
Managing Director, Head of Client Solutions, DTCC
Robert Mackenzie Smith
Vice President, FICC E-Trading & Market Structure, Bank of America
Webcast
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