Conférence canadienne annuelle des dérivés
Montréal, 20-21 juin 2022
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La plus importante conférence sur les dérivés au Canada

Programme préliminaire – 20-21 juin 2022

Une occasion unique d'établir des liens avec l'élite du marché canadien des dérivés. Prenez connaissance des faits saillants entourant les dérivés sur actions, les dérivés sur taux d'intérêt ainsi que sur la technologie, la réglementation et la compensation.

Note : Tous les séminaires se déroulent en anglais.

Ajouter au calendrier :
12
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Inscription

13
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Mot de bienvenue

Luc Fortin, Bourse de Montréal, Groupe TMX
13
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15

Economic Update


For the first time in more than a decade, interest rates are on the rise. What will be the implications of inflation, their effects, pressures and consequences in the Canadian context? Will rates and inflation settle or persist? What is the outlook for the economy and the markets? To help us navigate these uncertain but no less dynamic financial times, we are delighted to have among us a much sought-after economist, one of the brightest minds, to share fresh insights and analyses.

Présentation :
Robert Catani, Groupe TMX
Conférencier :
Stéfane Marion, Banque Nationale du Canada
13
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45

CDOR meet CORRA


As financial systems move away from submission-based rates to adopt risk-free rates, the Canadian financial system, as well, is transitioning from the Canadian Dollar Offered Rate (CDOR) to the Canadian Overnight Repo Rate Average (CORRA). Critically important, this committee-led initiative by the Canadian Alternative Reference Rate Working Group (CARR) includes senior leadership from the Bank of Canada, including panel moderator, Harri Vikstedt. Joining the panel are other key representatives collaborating to build out the roadmap as we work towards upcoming key dates.

Modérateur :
Harri Vikstedt, Banque du Canada
Panélistes :
Craig Bell, CIBC World Markets
Philippe Seyer-Cloutier, Financière Banque Nationale
Louise Stevens, CHMC
14
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45

Secured financing in Canada: Industry Views on Repo Market Functioning


What are some of the issues affecting the current functioning of the repo market?

What are some of the emerging structural changes influencing repo markets and repo as a line of business?

Can the capital and netting efficiencies available through repo central clearing be enhanced, and if so, and how?

Should the CDCC, Canada's central clearing platform for repo, continue to evolve:

(i) By further broadening participation, including a further buy-side through a sponsored model?

What has been the experience in the United States from a sponsor's perspective; i.e. what is working, what needs to be changed, and what does the growth of sponsored repo mean for the structure of the U.S. repo market?

(ii) By introducing innovative new trading products that can deliver efficiencies and liquidity to the market?

Modératrice :
Lara Krivokucha, CDCC, Groupe TMX
Panélistes :
Danny Auger, Banque du Canada
Nicholas Chan, BMO Marchés des capitaux
Travis Keltner, State Street
15
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30

Pause

Commanditée par
16
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00

Volatility Panel

Panélistes :
Ryan Marr, Chesswood Group
16
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45

DeFi: the Finance of Tomorrow


Beyond the speculative mania in Bitcoin and its crypto peers, the underlying blockchain technologies promise to revolutionize the financial industry as we know it. Join us and Dr. Alfred Lehar, PhD, Associate Professor of Finance at the Haskayne School of Business as we discuss cryptocurrencies, central bank digital currencies, blockchain-based exchanges and other emerging trends in the fast-moving financial technology sector. Dr. Lehar will also touch on the proposal he and his team developed for the Bank of Canada, demonstrating what a digital currency ecosystem could look like here in the Great White North.

Conférencier :
Alfred Lehar, PhD, Haskayne School of Business
17
H
15

Cocktail et soirée

Performances artistiques :
8
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Petit-déjeuner

9
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00

Latest Trends in the Cryptocurrency Space

Modérateur :
Stéphane Ouellette, FRNT Financial Inc.
Panéliste :
Greg Taylor, Purpose Investments
10
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00

Conférencier vedette

Marko Kolanovic, J.P. Morgan Securities LLC
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Pause

Commanditée par
11
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30

Opportunities in the Canadian Interest Rate Markets


After years of a low and stable rate environment, the shape of global yield curves has changed drastically and a period of higher volatility is expected as we start moving into the rate hike cycle. Topics such as reduction of quantitative easing, rising inflation, geopolitical risks and yield curve inversions are now making the headlines. In light of this, industry experts from the fixed-income space will discuss current trends and opportunities in the Canadian interest rates markets.

Panéliste :
Lisa A. Cavallari, Russell Investments
12
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30

Déjeuner / Présentation

Chantal Petitclerc, Championne paralympique et chef de mission aux Jeux paralympiques de Rio de 2016
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14
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Developments & Trends in Central Clearing and Market Infrastructure


Questions:

Benefits of central clearing and extending clearing to new assets

What are the most valuable of the known benefits of central clearing (e.g., counterparty risk management, multilateral netting efficiencies, transparency) within the current regulatory context?

How can the current CCP margin models be optimized?

  • The CCP perspective
  • The CM perspective

What are potential benefits of clearing additional asset classes and/or widening clearing mandates?

What are some of the trade-offs or challenges when extending central clearing to other asset classes?

CCP industry structure and development

What are some of the current trends in market structures (e.g., fewer FCMs, technology developments, new types of users of clearing and market infrastructures, clearing from jurisdictions that are "remote" to the CCP)?

What will be some of the impacts of these trends on market structures and on key stakeholders such as exchanges and CCPs, as well as on intermediaries, going forward?

Modérateur :
Pierre Fontaine, Société Générale Capital Canada Inc.
Panélistes :
Eric Aldous, RBC Marchés des Capitaux
Andrea Bellefeuille, BMO Marché des capitaux
George Kormas, CDCC, Groupe TMX
15
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Pause

Commanditée par
15
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30

À venir

16
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15

Trends in Technology

Modérateur:
Colm Boyle, Bourse de Montréal, Groupe TMX
17
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00

Fin de la conférence

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Fairmont Le Reine Elizabeth


En hommage à sa ville natale, Fairmont Le Reine Elizabeth offre un design entièrement repensé, mariant décor contemporain et élégants rappels aux années d'or de la métropole.

Fairmont Le Reine Elizabeth

900 boul. René-Lévesque Ouest
Montréal (Québec)
H3B 4A5

Salle Place du Canada, Niveau Convention

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