Collateral Management Conference 2026

October 21–22, 2026 | Novotel Amsterdam Schiphol Airport | The Netherlands 

Europe’s Leading Event for Collateral Management, Securities Lending, Repo and Liquidity Professionals 

The 20th Annual Collateral Management and Securities Lending Forum is Europe’s premier collateral management conference. The forum is bringing together 120+ senior professionals from buy-side and sell-side institutions to address the most critical challenges in collateral optimisation, securities lending, repo markets, and liquidity management.  

With over 20 expert speakers from institutions including the European Commission, ICMA, BaFin, DZ Bank, ABN AMRO, State Street, and BBVA, this collateral management conference delivers practitioner-led insights. In particular, insights cover T+1 settlement readiness in Europe, collateral transformation strategies, and the future of securities finance. Whether you are a Head of Collateral Management, a repo trader, or a treasury leader, this is the collateral management event where Europe’s decision-makers gather to benchmark strategy and shape the collateral operating models of the future.

Why Collateral Management Has Become a Board-Level Priority 

Regulatory pressure, market structure shifts, and technological disruption have made collateral the centre of risk management, funding strategy, and capital efficiency. For the first time, many firms are asking, “How does collateral management create competitive advantage?” 

Several forces are driving this transformation simultaneously

T+1 settlement readiness is the most immediate challenge. European institutions face a decisive window for preparation for T+1. Unlike the US transition, Europe’s move to T+1 involves multi-currency FX settlement, cross-border infrastructure fragmentation, and coordination between CSDs. Firms that are not actively building and stress-testing their collateral workflows by late 2026 risk operational failure by the deadline. 

Rising margin requirements are increasing collateral demand across cleared and bilateral portfolios. At the same time, collateral scarcity is compressing the supply of eligible assets available for posting. 

Liquidity pressure has intensified. Intraday liquidity monitoring requirements, compressed margin call timelines, and real-time settlement expectations demand that firms maintain collateral visibility and mobilisation capabilities that most legacy systems cannot deliver. Operational friction from fragmented systems causes up to 35% of institutional collateral to sit idle. That’s trapped capital that represents billions in missed yield opportunities across the industry. 

Regulatory change shows no signs of slowing. The cumulative weight of EMIR Refit, SFTR reporting, CSDR settlement discipline, and Basel III Endgame is forcing firms to rethink operating models. Meanwhile, the EU DLT Pilot Regime and institutional interest in tokenised collateral are opening new possibilities for collateral settlement and optimisation. 

Operational resilience has moved from aspiration to mandate. As a result, regulators expect institutions to demonstrate robust collateral processes under stress.

The Collateral Management and Securities Lending Forum brings together the practitioners navigating these challenges every day. With 120+ senior professionals, 20+ expert speakers, and 13+ real-world case studies across two days, the forum delivers actionable intelligence that attendees can implement immediately. 

Who Should Attend? 

The forum is designed for senior professionals across the full collateral and securities finance ecosystem. Whether you sit on the buy-side, sell-side, or infrastructure layer, the agenda addresses your specific operational challenges. 

Key Questions the Collateral Industry Must Answer in 2026 

The forum’s agenda is built around the questions that collateral and securities finance professionals are actively searching for answers to: 

• How should firms prepare for T+1 settlement in Europe?  
• How can institutions improve collateral efficiency?  
• What is the future of securities lending?  
• Will tokenised collateral become mainstream?  
• How can firms reduce collateral costs?  
• What role will AI play in collateral optimisation?  

Topics Covered

Above all, the 2-day program spans the full spectrum of collateral management and securities finance, organised into thematic blocks that allow attendees to build a comprehensive understanding of both current challenges and emerging opportunities. 

Collateral Optimisation

The forum addresses collateral utilisation improvement, cheapest-to-deliver allocation strategies, cross-border collateral mobility across fragmented EU jurisdictions, and collateral transformation techniques for upgrading lower-quality assets into HQLA. Practitioners share how they are reducing fragmentation between ALM, treasury, and collateral desks through unified collateral inventory views and real-time decision-making using intraday margin data. 

Collateral Securities Lending 

Sessions cover securities lending profitability trends, the bilateral versus agency lending model debate, cash versus non-cash collateral strategies, and the legal and organisational challenges of running securities finance operations.  

Repo Markets

The forum examines global dynamics in the repo market, including how the Fed, ECB, and BoE are using repo as a monetary policy transmission tool. Additionally, it explores the implications for collateral management, liquidity, funding strategies, and the future of securities finance. Dedicated sessions address the rise of cleared repo and how T+1 settlement, Basel III Endgame, digital assets, and tokenisation will shape growth opportunities in the financing space. 

Treasury and Liquidity 

The program treats collateral as an extension of the liquidity buffer, exploring trade-offs between HQLA optimisation, LCR/NSFR impact, and collateral cost. Sessions cover intraday liquidity risk management frameworks, collateral mobilisation for intraday purposes, and stress scenario design. Practitioners share how they price the true cost of collateral and integrate it into funds transfer pricing frameworks. 

Innovation

Digital collateral and tokenisation sessions address tokenisation approaches for financial instruments, DLT-based market infrastructure under the EU DLT Pilot Regime, and the tension between innovation and financial stability from the supervisory perspective. A frontier research session compares how different blockchain-based lending protocols manage collateral risk, pricing, and liquidation without traditional intermediaries. AI and advanced analytics sessions explore predictive margin modelling and automated decision-making in collateral optimisation. 

Learn from Industry Leaders

The forum’s speaker faculty represents the institutions shaping European collateral markets, practitioners who implement them, and innovators who are building the next generation of infrastructure. You can download the conference agenda to check the full 2-day line-up descriptions precisely.  

“This is the best-organised and the best content event of the year within the collateral space and a must-attend if you’re working with collateral-related issues.”

 — Mark D. Borella, Head of Collateral Projects, Danske Bank

Benchmark Your Collateral Strategy Against Industry Peers 

The forum is designed as a benchmarking environment where professionals can measure their collateral management approach against industry best practices and peer institutions. The forum provides direct access to practitioners who have already navigated these decisions. 

Moreover, the conference serves as a platform for understanding securities lending trends for 2027. For those building or refining a collateral transformation roadmap, the forum provides a concentrated opportunity to evaluate approaches across cleared and bilateral portfolios, assess vendor and technology solutions, and learn from institutions at different stages of their modernisation journey. 

Why Attend the Collateral Management and Securities Lending Forum? 

The forum has built its reputation over 20 years by delivering what practitioners truly need: honest peer conversations and actionable case studies. Collateral Management professionals should come for:

• Benchmarking
• T+1 roadmap and preparation
• Discovering how new technology solutions help collateral stand out
• Networking
• Real Use Cases

“One of the two best conferences on Collateral Management I’ve attended. A lot of experiences gathered in one place!”

— Philippe Thonnard, Head of Control and Support Financial Markets, Belfius Bank and Insurance 

F&Q