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Key Sessions

Roxana Damianov

ESMA's Standards for the Implementation of the STS Regulation

ESMA

Christian Moor

Interpreting EBA's Technical Standards and Guidelines

EUROPEAN BANKING AUTHORITY

Sep 19
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08:30 - 09:00 30 mins
Registration
09:00 - 09:10 10 mins
Chairperson's Opening Remarks
  • Anna Bak - Associate Director, Securitisation Division, AFME
  • Rob Ford - Portfolio Manager, TWENTYFOUR ASSET MANAGEMENT
09:10 - 09:50 40 mins
Info
ESMA's Standards for the Implementation of the STS Regulation
  • Roxana Damianov - Acting Head of Department, Chair of Securitisation Task Force, ESMA
  • New regulatory framework
  • Final Implementing Standards
  • ESMA expectations
09:50 - 10:30 40 mins
Info
Interpreting EBA's Technical Standards and Guidelines
  • Christian Moor - Principal Policy Advisor, EUROPEAN BANKING AUTHORITY
  • EBA's guidelines on STS criteria
  • Technical Standards on Homogeneity and Risk Retention
  •  SEC-IRBA and Use on Internal Models
10:30 - 10:50 20 mins
Morning Refreshments & Networking
10:50 - 11:30 40 mins
Info
Is the Industry Ready for the New Regime?
  • Anna Bak - Associate Director, Securitisation Division, AFME
  • Boudewijn Dierick - Head of Flow ABS & Covered Bond Structuring, BNP PARIBAS
  • Nathalie Esnault - Managing Director, Securitisation, CRÉDIT AGRICOLE
  • Basak Aktay - Head of Sales and Customer Relations, European DataWarehouse
  • Harry Noutsos - Global Head of ABS, ING BANK
  • Assessing industry preparedness for implementation
  • Identifying key risks in implementation 
  • Operational considerations 
11:30 - 12:05 35 mins
Post-Brexit Implications of STS Regimes
  • Ian Bell - Head of the PCS Secretariat, PRIME COLLATERALISED SECURITIES
12:05 - 12:35 30 mins
Info
Tackling Due Diligence Requirements for Funds and their Managers
  • Ramnik Ahuja - Director, Banking & Capital Markets, DELOITTE
  • Key Points for managers of UCITS and AIFS
  • Requirements for institutional investors 
  • New rules and impact on existing portfolios
12:35 - 13:35 60 mins
Lunch
13:35 - 14:10 35 mins
Info
Use of STS for Significant Risk Transfer & Favourable Capital Calibrations
  • Erik Parker - Executive Director in ABS Strategy, NOMURA
  • Harry Noutsos - Global Head of ABS, ING BANK
  • Alexandre Linden - Head of Regulatory Advocacy & Model Risk & CRE EMEA, Asset Finance & Securitisation, BNP PARIBAS
  • Steve Gandy - Managing Director and Global Head, ARCO Notes and Structuring, SANTANDER
  • Revised calibrations for securitisation investments
14:10 - 14:45 35 mins
Transparency & Trade Reporting
  • Paul Janssens - Programme Director, SWIFT
14:45 - 15:05 20 mins
Afternoon Coffee & Networking
15:05 - 15:35 30 mins
Info
Accounting Standards under STS Framework
  • Andy Batty - Director, Financial Services, PwC
  • Modelling, infrastructure and data requirements 
  • Impact on classification and measurement of assets 
  • Accounting issues around significant risk transfer 
15:35 - 16:10 35 mins
Info
Evaluating Investor Appetite
  • Rob Ford - Portfolio Manager, TWENTYFOUR ASSET MANAGEMENT
  • AnneMarie Flynn - Head of Structured Investments, ALLIED IRISH BANK
  • Anuj Babber - Co-Head - ABS Credit Research, M&G
  • Investor treatment of STS
  • How will investors handle the complexity of STS?
16:10 - 16:15 5 mins
Chairman’s Summation and Close of Conference