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    • Ending too big to fail: bank resolution strategies and counterparty impacts Ending too big to fail: bank resolution strategies and counterparty impacts Morrison & Foerster, IFLR Recorded: Jun 8 2016 3:00 pm UTC 93 mins
    • As jurisdictions continue to move forward with strategies for resolving large banking organisations, recent turmoil in relation to European bank stocks has raised questions as to how markets will react to the initiatives and perceived differences between them. This webinar will take stock of comparative bank resolution regimes and the stated strategies of the resolution authorities under those regimes. We will also look at ‘pre-emptive’ measures such as structural changes and changes to the terms of bank instruments. From a market point of view, we will also discuss the effect that the above factors, the possibility of bail-in, and the need to raise TLAC/MREL/PLAC, will affect the market for bank capital and debt instruments as well as other banking transactions.

      Oliver Ireland, Morrison & Foerster
      Jeremy Jennings-Mares, Morrison & Foerster
      Doncho Donchev, Crédit Agricole Corporate and Investment Bank
      Tom Young, IFLR

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    • 2015 Structured Product Annual Performance Review 2015 Structured Product Annual Performance Review Chris Taylor, Head of Strategic Development, Lowes Structured Investment Centre Recorded: Feb 23 2016 3:00 pm UTC 48 mins
    • A presentation of the '2015 Structured Product Annual Performance Review', compiled by StructuredProductReview.com and presented by Lowes Structured Investment Centre.

      The Review represents the most comprehensive data and analysis of structured product performance ever undertaken in the UK, covering all IFA distributed products to have matured in 2015, broken down by product and payoff type. 5-year data will also be presented, for a long term perspective of the sector and product performance.

      The Review provides factual data / empirical evidence for advisers and investors, that will be invaluable in assessing the efficacy and value of structured products and their performance ... and will highlight the exceptionally strong performance of the sector's products, across the piste, for all product types and risk/return categories, including Structured Deposits, Capital Protected and Capital-at-Risk Products.

      An inaugural 'Spot the Stars' section will also be used to help demonstrate the diversity of providers, counterparties, product offerings and risk/return propositions offered by the sector.

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    • Addressing BCBS 239 Risk Data Aggregation Regulations with Informatica Addressing BCBS 239 Risk Data Aggregation Regulations with Informatica Peter Ku, Head of Financial Services Industry Consulting. Recorded: Jun 22 2016 3:00 pm UTC 42 mins
    • BCBS 239 requires globally and domestically systemically important banks to aggregate, govern, and share timely, trusted, and accurate data to manage credit, operational, market, and liquidity risk above traditional business and geographic silos. Though the deadline past back in January 1, 2016, firms are still struggling with:

      - Data integration and aggregation of data across legacy systems
      - Managing data quality errors from upstream systems and mid-stream processes
      - Identifying unique and related counterparties and legal entities for risk exposure analysis
      - Gaining access to technical metadata to understand end to end data lineage for regulators
      - Managing and publishing common business definitions of data used to manage risk

      These are just a view of the 14 principles set forth in BCBS 239. Join Peter Ku, Head of Financial Services Industry Consulting to understand how Informatica's platform is used to address BCBS 239, CCAR, and more.

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    • OTC derivatives central clearing: Implications beyond becoming compliant OTC derivatives central clearing: Implications beyond becoming compliant Brendan Maton Recorded: Oct 1 2014 8:30 am UTC 69 mins
    • Pension funds may have been granted a temporary exemption from the central clearing aspects of the European Market Infrastructure Regulation (EMIR) - an exemption that is likely to be extended - however, there are significant implications they need to start thinking about now. Asset protection is a key concern in a centrally cleared environment with the industry exploring various segregation models to increase asset safety and reduce counterparty risk. Coupled with the growing concern for liquidity availability EMIR is proving to be more challenging than initially thought. Let us guide you through these issues to help ensure you’re prepared and have the optimal solutions in place.

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    • How New Global Regulations May Re-Shape the Securities Lending Industry How New Global Regulations May Re-Shape the Securities Lending Industry Brendan Maton Recorded: May 8 2014 1:00 pm UTC 67 mins
    • Pending and proposed regulatory reforms are likely to significantly impact future developments within the securities finance industry. To better understand the changing environment and how you can best prepare, please join State Street on 8 May for an informative dialogue where we’ll answer questions such as:
      • What are the relevant provisions for lending agents and borrower counterparties?
      • How might regulatory reform change the industry landscape?
      • What impact, if any, do these changes mean for asset owners and asset managers that wish to lend their securities in the future? What are the possible new opportunities and benefits to the lending industry?
      • As new structures emerge, what should beneficial owners consider?
      • Besides reducing market and systemic risk, what other gains are regulators expecting to achieve from new regulations?

      Presentation by:

      Glenn Horner, CFA, FRM
      Managing Director, Regulatory Affairs
      State Street Securities Finance

      Maurice Leo
      Senior Managing Director, Head of Relationship Management, EMEA
      State Street Securities Finance

      Jim McDonald
      Senior Managing Director, Head of Global Trading
      State Street Securities Finance

      Kevin McNulty
      Chief Executive Officer
      International Securities Lending Association (ISLA)

      Dennis Presburg
      Vice President, Asset Owner Solutions, EMEA
      State Street Global Services

      Brendan Maton

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    • EMIR reporting, February 2014: The LEI requirements and how to meet them EMIR reporting, February 2014: The LEI requirements and how to meet them Chris Johnson and Hany Choueiri Recorded: Jan 15 2014 2:30 pm UTC 48 mins
    • European Markets Infrastructure Regulation (EMIR) transaction reporting commences February 12th 2014 and requires transaction reporting for OTC derivatives as well as exchange traded futures and options. There is a risk that buy-side clients might not be aware that they could face trading restrictions for derivatives (both for exchange traded and OTC derivatives) if they do not have a Legal Entity Identifier (LEI) for their funds or organisations.

      EMIR reporting requires firms to decide who will perform the reporting and which trade repository to use. What is not so well understood is that an LEI is also a requirement for reporting, and banks and brokers could require LEIs as a condition of trading. The LEIs can be sourced from Local Operating Units but most of these have been created recently and have limited capacity. Firms will need to act quickly to be sure of obtaining LEIs for their funds before the deadline.

      Chris Johnson, Head of Product Management, Market Data Services at HSBC Securities Services, and Hany Choueiri, GBM Chief Data Officer (CDO) Europe & Head of Data Quality Services, will host a webinar to explain how funds and other Counterparties can obtain Legal Entity Identifiers for their funds or organisations in the limited time still available before February 12th 2014, and a brief update about the evolving Global LEI system.

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    • IFLR: Winning back confidence in securitisation IFLR: Winning back confidence in securitisation Jerry Marlatt, Morrison & Foerster Recorded: Apr 9 2013 3:10 pm UTC 51 mins
    • A panel from the IFLR European Capital Markets Forum on April 9 at the Waldorf in London.

      • Prime Collateralised Securities initiative - lessons from first issuances
      • Opportunities to revive the CMBS market?
      • Dodd-Frank and its impact on commodity pools
      • Solvency II interpretation
      • Increase in fixed rate deals and deals structured without need for swap counterparty
      • Developments: covered bonds and project bonds

      Jerry Marlatt, senior counsel, Morrison & Foerster (chair)
      Brad Duncan, director and deputy general counsel, Citigroup
      Steven Gandy, managing director and head of securitisation, Santander Global Banking & Markets

      For more information and coverage of the event, please visit www.iflr.com/ecm2013

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    • Dodd-Frank:  Impact of the Fed's Proposed Prudential Standards on Foreign Banks Dodd-Frank: Impact of the Fed's Proposed Prudential Standards on Foreign Banks Alma Angotti, Jay Perlman, Jim Vint, Jeremy Newell Recorded: Feb 22 2013 6:00 pm UTC 62 mins
    • The Federal Reserve recently issued proposed rules under §§ 165 and 166 of the Dodd- Frank Act that would establish enhanced prudential standards for certain foreign banking organization’s branches in the United States. The proposed rules will likely require fundamental changes in the way that many foreign banks do business in the U.S., including new requirements that many foreign banks structure their U.S. operations through U.S. intermediate holding companies and meet enhanced capital and liquidity standards, detailed corporate governance, risk management mandates, and single counterparty credit limits.

      Please join Alma Angotti, Jay Perlman, and Jim Vint of Navigant and Jeremy Newell of law firm WilmerHale as they address these issues and your questions in a free, one-hour webcast.

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    • How to Qualify for the CFTC's End-User Exception and Implement a Hedging Program How to Qualify for the CFTC's End-User Exception and Implement a Hedging Program Andrew Cross, Dr. Susan Mangiero, Erik F. Remmler Recorded: Dec 4 2012 6:00 pm UTC 76 mins
    • In the aftermath of the 2008 financial market meltdown, authorities re-examined whether global trading of over-the-counter derivatives, now sized at $650 trillion, had contributed to volatility, excess leverage and systematic risk. As a result, lawmakers passed the Dodd-Frank Wall Street Reform and Consumer Protection Act, in hopes of lowering the probability of problems in the future. A cornerstone of this Act is the central clearing and trade execution mandate. As this massive mandate is being implemented for the first time ever, countless companies and financial institutions are becoming acutely aware of the importance of the end-user exception to their hedging and risk management programs.

      In this timely and informative webinar hosted by FTI Consulting, legal, compliance and risk management experts will provide critical information about (1) Overview of CFTC swaps end-user rule as part of Dodd-Frank implementation; (2) Costs of having to comply with new swaps clearing rules unless an exemption under CFTC Rule 39.6 is received; (3) Who qualifies for the CFTC Rule 39.6 end-user exemption; (4) How to meet tests that demonstrate that swaps are being used to mitigate commercial risk; (5) Role of the board and risk management committee in seeking an end-user exemption; (6) Prudent risk management “must haves” beyond full compliance with the end-user exemption rule; (7) What to expect when transacting with a financial entity counterparty; (8) Correcting swap end-user deficiencies; (9) What to expect from a regulatory audit; and (10) Best practices for end-users to prepare their annual information filing.

      Who Should Attend:

      •Chief Financial Officers and Treasurers
      •Bank lenders •Investors in companies that hedge
      •Internal and external auditors
      •Corporate counsel

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    • Corporate Compliance after Dodd-Frank:One Voice;How Many Masters? Corporate Compliance after Dodd-Frank:One Voice;How Many Masters? Byron Egan, Jeffrey M. Sone, Gary Kleinrichert Recorded: Dec 14 2010 6:00 pm UTC 65 mins
    • On November 3, 2010, the Securities and Exchange Commission issued proposed rules implementing what the Commission described as a “whistleblower program to reward individuals who provide the agency with high-quality tips that lead to successful enforcement actions. The rules reflect the Commission’s attempt to implement the new whistleblower laws set forth in the Dodd-Frank Wall Street Reform and Consumer Protection Act while accommodating a host of competing policy interests. Among the tricky issues facing the SEC are the conflicts between the economic interests of employees who possess information that might result in a successful enforcement action and the government’s interest in encouraging robust internal controls supported by employee reporting; and the inherent conflict between corporate interest in confidentiality, including confidentiality in business relationships, and the need to self report possible internal misconduct and the misconduct of commercial counterparties.

      This webcast will examine the SEC’s proposed new whistleblower rules and their implications for internal controls and compliance programs, investigations, self-reporting incentives and employer/employee relations, including executive compensation and employee reporting responsibilities.

      Please join Byron Egan and Jeffrey M. Sone, partners with the Jackson Walker L.L.P. law firm in Dallas, and Gary Kleinrichert of FTI Consulting in Chicago as they address these issues and your questions.

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