Canadian Annual Derivatives Conference
Montréal, June 20-21, 2022
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Canada's Leading Derivatives Conference

Preliminary Program – June 20-21, 2022

An unparalleled opportunity to forge connections with the who's who of Canadian derivatives. Delve into key developments in equities, fixed income, technology, regulation and clearing.

Add to Calendar:
12
00
PM

Registration

1
00
PM

Welcome Address

Luc Fortin, Montréal Exchange, TMX Group
1
15
PM

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.

Introduction:
Robert Catani, TMX Group
Speaker:
Stéfane Marion, National Bank of Canada
1
45
PM

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.

Moderator:
Harri Vikstedt, Bank of Canada
Panelists:
Craig Bell, CIBC World Markets
Philippe Seyer-Cloutier, National Bank Financial
2
45
PM

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?

Moderator:
Lara Krivokucha, CDCC, TMX Group
Panelists:
Danny Auger, Bank of Canada
Nicholas Chan, BMO Capital Markets
Travis Keltner, State Street
3
30
PM

Break

Sponsored by
4
00
PM

Volatility Panel

Panelist:
Ryan Marr, Chesswood Group
4
45
PM

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.

Speaker:
Alfred Lehar, PhD, Haskayne School of Business
5
15
PM

Cocktail Reception

Artistic performances:
8
00
AM

Breakfast

9
00
AM

Latest Trends in the Cryptocurrency Space

Moderator:
Stéphane Ouellette, FRNT Financial Inc.
Panelist:
Greg Taylor, Purpose Investments
10
00
AM

Keynote Speaker

Marko Kolanovic, J.P. Morgan Securities LLC
Photo
11
00
AM

Break

Sponsored by
11
30
AM

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.

Panelist:
Lisa A. Cavallari, Russell Investments
12
30
PM

Lunch / Presentation

Chantal Petitclerc, Paralympic Champion & Canada's Chef de Mission for the Rio Paralympic Games 2016
Photo Chantal Petitclerc is the most successful wheelchair racer of all time, boasting multiple medals from all three of the world's top athletic competitions: The Olympic and Paralympic Games, the World Championships, and the Commonwealth Games. Canada's Lou Marsh Trophy winner for Athlete of the Year (2008) and a Companion of the Order of Canada, Chantal tells her incredible story to show others that challenges are simply a starting point for success.
Sponsored by
2
00
PM

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?

Moderator:
Pierre Fontaine, Société Générale Capital Canada Inc.
Panelists:
Eric Aldous, RBC Capital Markets
Andrea Bellefeuille, BMO Capital Markets
George Kormas, CDCC, TMX Group
3
00
PM

Break

Sponsored by
3
30
PM

TBD

4
15
PM

Trends in Technology

Moderator:
Colm Boyle, Montréal Exchange, TMX Group
5
00
PM

End of conference

Sponsors

Reception Sponsorship

One (1) available

Lunch Sponsorship

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Participant's Gift Sponsorship

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Lanyard Sponsorship

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Wireless Internet Sponsorship

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Room Keys Sponsorship

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Breakfast Sponsorship

One (1) available

Welcome Munchies Bag Sponsorship

One (1) available

Break Sponsorships

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General Session Notepads Sponsorship

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General Session Pens Sponsorship

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Exhibitor Sponsorships

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Four (4) available.

Eco-Friendly Branded Water Cartons Sponsorship

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General Room Drop Sponsorship

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Tote Bag Sponsorship

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Fairmont The Queen Elizabeth


Honoring its home town, The Queen Elizabeth boasts a brand new design blending a contemporary decor with a vintage flair reminiscent of Montreal's golden years.

Fairmont The Queen Elizabeth

900 René-Lévesque Blvd. West
Montréal, Quebec
H3B 4A5

Room Place du Canada, Convention Floor

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