Originally Aired
June 24, 2020, 10 a.m. EDT

The industry has begun an odyssey away from the scandal-ridden London Inter-bank Offered Rate, or LIBOR, and must implement a replacement. Regulators and industry participants want an alternative reference rate that can withstand the manipulation that brought down LIBOR. So, the New York Federal Reserve and the Alternative Reference Rate Committee are endorsing the relatively new Secured Overnight Finance Rate (SOFR).

The conversation will encompass:

• A review of the alternatives to SOFR
• The chance that another scandal may happen
• What life after LIBOR will be like

• Jamie Madell , Partner, Kirkland & Ellis LLP
• Tara McCloskey , Head of Derivatives Middle Office, MetLife
• Chris McAlister , Managing director, Global Head of Derivatives Trading, Prudential Financial
  
  

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Originally Aired
July 1st, 10 a.m. EDT

In 2019, the SEC began clearing a path for major active managers to offer what is known as nontransparent models for exchange traded funds (ETFs). These non-transparent ETFs may facilitate greater moves by clients into these new structures. The SEC changes are also shaking up the performance and compliance dynamics for semi- and nontransparent ETFs. Performance teams will need to fully understand these dynamics.

This conversation will encompass:

• Performance teams working with ETF product management, compliance, and client reporting teams
• Understanding the investment processes behind new ETF products
• Performance teams as gatekeepers over ETF performance results

David Geonetta, CFA , VP, ETF Management & Strategy, Fidelity Investments
Matthew Lewis , Vice President, Head of ETF Implementation and Capital Markets, American Century Investments

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Originally Aired
July 13th

The pandemic lockdown has strained the resources of financial services firms in new ways, including their efforts to fight financial crime and money laundering. While the staff of most financial services firms have been working from home, criminals got busy and targeted remote connections for cyber-attacks, money laundering and terrorist financing.

This conversation will encompass:

• New protections for teleconferencing and home-based IT systems and networks
• IT and data strategies to prevent sophisticated money laundering and terrorist financing
• Ways to improve staff awareness of financial crime threats

Guests:

Neil Katkov, PhD , Market Head, Senior Vice President, Celent, a part of Oliver Wyman
Lester Joseph , Manager, Global Financial Crimes Intelligence Group, Wells Fargo
Maura Liconte , Director, Deputy Regional Head of Financial Crime Operations, Deutsche Bank

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Originally Aired
July 22nd 10 a.m. ET

The COVID-19 pandemic compelled financial services firms to restrict their staffs to working remotely, and many employees worked from home for the first time. This has meant a greater reliance upon Internet technologies and web-based systems that present major security vulnerabilities and logistical challenges.

The conversation will encompass:

• The new threats from hackers that Financial services face Firms grappling with cyber-security pitfalls
• Opportunities for firms to bolster their cyber-security firewalls

Joseph Krull , Senior Analyst – Cybersecurity, Aite Group
Gregory Markovich , Principal IT Risk and Controls Examiner, FINRA
Milan Patel , former CTO of the FBI Cyber Division, and currently Global Head of Managed Security Services, BlueVoyant

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July 29th

Global regulators, responding to the pandemic, in early April 2020 changed the deadlines for the later phases of the initial margin (IM) implementation for the regulatory reforms known as the Uncleared Margin Rules (UMR) for non-centrally cleared derivatives, which are intended to reduce systemic risk. The new time-frames are intended to ease burdens for buy-side firms such as hedge funds, asset managers and pension funds that have a lot on their plates.

This conversation will encompass:

• Strategies for prioritizing aspects of derivative operations
• How new deadlines will impact UMR budgets IT infrastructure changes to meet the UMR deadlines

Amy Caruso , Head of Collateral Initiatives, ISDA
Claire C. Rodman , Vice President and Global Head, Collateral Contract Onboarding, Societe Generale
Daniel Geist , Head of North American OTC Derivative Operations, State Street Global Advisors

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August 5th

Regulators have gotten the Consolidated Audit Trail (CAT) surveillance project off the ground and sell-side firms have started reporting securities transaction data to a big data repository. However, the CAT initiative has hit several stones in the road since its inception. There have been pandemic-related deadline extensions and concerns over the security of the data that firms are sending to exchanges/self-regulatory organizations (SROs).

This conversation will encompass:

• Complications caused by the COVID-19 pandemic
• New milestones for CAT reporting in 2020 and beyond
• Expectations for the project’s

Guests:

Judy McDonald , Associate Director and Head of Compliance Technology, Susquehanna International Group (SIG)
Shelly Bohlin , Chief Operating Officer, FINRA CAT

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August 19th

As the industry copes with market volatility, the concentration of risk with clearinghouses that serve derivatives markets has taken on a greater significance. Major banks, buy-side firms and other top industry participants have been pushing regulators and policy makers to impose new risk mitigation measures for central counterparty clearinghouses (CCPs) so that they can better withstand major shocks to the system.

This conversation will encompass:

• What CCPs, regulators & policymakers can do to improve the situation
• Assertions that CCPs should have more skin in the game
• The impacts of market volatility and the pandemic on CCP reforms

Guests:

Lisa A. Cavallari , Director, Derivatives Trading, Russell Investments
Richard Metcalfe , Head of Regulatory Affairs, World Federation of Exchanges
Jason Radzik , Head of Derivatives Execution and Clearing – Americas, BNP Paribas; FIA Board Member

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