US Treasury clearing: how to prepare for the transformation

 

The panel

• Stan Ivanov, President, ICE Clear Credit
• Oscar Rodriguez, Director, futures and derivatives clearing markets, Citi
• Nate Wuerffel, Global head of market structure, head of product, global collateral, BNY
• Moderator: Sakshi Sharma, News editor, Risk.net

This Risk.net webinar explores how US Treasury clearing mandates and related market reforms are reshaping clearing models, risk transfer and market infrastructure ahead of key implementation milestones.

Key discussion topics:

• What market participants need to understand about the US Treasury clearing mandate and its implications for market resilience, liquidity and balance sheet usage
• How competing clearing models for US Treasuries are emerging, and what differing approaches mean for clearing members, clients and the buy side
• Operational, margin and liquidity challenges firms face as they prepare for the US Treasury repo clearing mandate taking effect in 2027
• Lessons from the Dodd-Frank interest rate swap and credit derivatives clearing mandates, and what they reveal about market adaptation over time

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