There are just a couple more days to go before IMN & SFIG host their first annual ABS conference at the Cosmopolitan Hotel, Las Vegas. Between 21-24 January, plenty of speakers and panelists have been lined up to deliver a comprehensive review of the ABS industry and market, which underwent significant growth over 2013 as demand for securitized products increased.

The majority of workshops will (obviously) focus on the physical ABS market, but there are a few items on the agenda related to OTC derivatives. Specifically:

• Wednesday January 22nd at 3.45pm:  A workshop called "Derivative Rules: An update on clearing, margin requirements and guidance on cross-border application of swap rules". This discussion will include:
  • Multiple trading platforms and the possible fragmentation of liquidity
  • Operational concerns for Derivatives Clearing Organizations (DCOs)
  • Impact of the expanded definition of US Persons or Funds

• Tuesday January 21st at 430pm: A workshop called "CLO and Leveraged Loans 101" will discuss the role of a Total Return Swap (TRS)