The securities finance operating model is being reshaped by faster settlement, changing market structures, technology-led competition, and growing expectations around resilience and control. Against this backdrop, join senior industry leaders as they discuss the key performance and business drivers shaping trading, product and investment strategies across the securities finance ecosystem.

With T+1 implementation in the EU and UK fast approaching, settlement efficiency is now an operational imperative. Drawing on the work of industry taskforces and market working groups, this session will highlight the key actions firms need to take across the SFT lifecycle, focusing on operating model changes, process alignment, and industry-wide readiness for a successful transition.

The infrastructure and systems that support the industry, notably from third party providers, remain at the heart of the T+1 transition. Recent enhancements to CREST are an example of the changes that are happening to aid faster and smoother settlement.

In this session, we invite a cross-section of firms to respond to the recommendations, by outlining how their solutions are supporting changing client operating models.

As securities finance participants access liquidity through an expanding range of structures, from traditional securities lending and total return swaps to CCP-cleared and pledge-based arrangements, understanding the operational implications of these choices is key.

This session will explore how different routes to market influence documentation, collateral management, settlement processes and lifecycle events, reflecting on how front-office decisions shape operational complexity, efficiency and risk across the trade lifecycle.

Key Takeaways:
• Understand routes to market and their core mechanics.
• Examine the operational implications of different structures.
• Connect trading decisions to downstream processes, controls and risk management.

Regulatory reporting is entering a new phase, driven by simplification initiatives in the UK and EU and the Market Integration and Supervision Package (MiSP). The result is growing momentum towards aligned frameworks, common data standards, and shared infrastructure across SFTR, EMIR, and MiFIR.

This session will explore what convergence means in practice for the securities finance business, examining the role of Digital Regulatory Reporting (DRR), machine-executable rules, common data models, and market best practice in bridging the gap between regulatory ambition and operational reality.

As markets move towards real-time operations and 24/7 trading models, collateral management is evolving beyond traditional end-of-day batched processes. The ability to mobilise liquidity quickly and seamlessly across markets and platforms is becoming a critical competitive advantage.

This session will explore the growing role of intraday liquidity, tokenised assets, stablecoins and DLT-enabled infrastructure in collateral management.

Speakers will examine how firms are optimising collateral flows across traditional and digital ecosystems and what this means for the future of liquidity management.

As AI adoption accelerates across securities finance, firms are increasingly deploying AI solutions to enhance operational efficiency, improve decision-making and strengthen operational resilience.

This session will explore practical AI use cases already delivering value across the trade lifecycle, alongside the governance frameworks needed to support them.

Speakers will discuss model oversight, validation, cyber resilience, third-party risk and reflect on how firms can embed AI responsibly into their operating models while maintaining transparency, control and trust.