We are delighted to invite all of our qualifying beneficial owner delegates to an exclusive morning session.

If you would be interested in attending, please make sure you register for the main conference below and then RSVP for the closed-door session via events@islaemea.org. A reminder that qualifying Beneficial Owners can attend the conference for FREE!

Today’s securities lending industry must navigate a complex web of national and global mandates that redefine risk and capital requirements. Join this expert-led fireside chat as we move from policy to practice, examining the cross border and cross product impact of international regulatory agendas.

From T+1, the Savings Investment Union, 10C-1a and Basel III, this session will provided delegates with the regulatory pulse of the in-flight and imminent regulatory hurdles and milestones impacting market participants.

Joined by ISLA Americas, our team will provide a dual-lens perspective on the legal and regulatory highlights of 2026. As firms review their operating models to avoid fragmentation, understanding the overlap between European and North American regimes is no longer optional—it is a competitive necessity.

Delegates will be invited to take a short comfort break and grab a refreshment before returning to the main conference room for the thematic discussions.

In a fragmented world, the strength of the securities finance industry lies in its collective voice. This session brings together leadership from our sister associations, PASLA, CASLA and SASLA, to share their regional mandates and common goals. From navigating divergent market infrastructures to advocating for standardised best practices, discover the global network of associations are working together to foster a transparent, efficient, and resilient global marketplace.

As the global shift toward T+1 settlement accelerates, the traditional ‘buffer’ between trade and settlement has all but disappeared. For the trading desk, this is more than just an operational hurdle; it is a fundamental shift in how liquidity is managed and how risks are priced. In 2026, with the US already in a T+1 rhythm and EMEA preparing for its own transition in 2027, market participants are grappling with the unintended consequences of “misaligned” settlement cycles.

This session will provide a ‘view from the front line’, looking at how trading desks are adapting to new trade lifecycles. We will specifically examine the inadvertent impacts on cross-geographical securities lending, where time-zone gaps and FX settlement mismatches can create new pockets of fragmentation.

To close day one of this year’s conference, we invite registered conference delegates to attend an evening networking reception at the Epic Sana Hotel. This is an ideal opportunity to engage with industry peers!

In this flagship session, we invite senior industry leaders to move beyond the theory of market evolution to discuss the real-world execution of global strategies within a regional EMEA framework. Across securities lending, repo, the rise of new synthetic products, and the shifting regulatory landscape of 2026, this panel will provide a candid look at how the industry’s leading players are reviewing their operating models and trading strategies to remain competitive in an increasingly integrated capital markets ecosystem.

As the boundaries between wholesale and retail markets continue to blur, a new liquidity paradigm is emerging. Our panellists will explore how technological advancements – from digital wallets to tokenised securities – are democratising access to securities finance while simultaneously deepening the institutional liquidity pool.

While much of the market is still adjusting to the post-T+1 settlement reality, atomic settlement and 24/7 liquidity are within grasp. This panel will evaluate the current state of market integration and whether the industry can harness the momentum without inadvertently creating new, disconnected silos and liquidity islands.

In an era of heightened capital costs, and the expected publication of the finalised Basel framework, ‘business as usual’ is no longer an option. This session will dive into the strategic pivot capital efficient trading structures including Pledge and Central Clearing (CCP).
As firms look to mitigate the impact of the Output Floor, the discussion will focus on the necessity of industry-wide alignment. Are we simplifying our legal and operational frameworks to allow for seamless collateral movement, or is the rush for capital relief creating a fragmented landscape of bespoke clearing solutions? Our experts will ask if the industry can align on a simplified, standardised approach to clearing and pledge to ensure EMEA remains a competitive hub for securities finance?

Following a day of formal keynotes, panels and presentations, we will be hosting a networking reception on the Scale Bar Terrace, for all registered conference delegates.

The traditional securities lending value chain is being disrupted by a new, democratic source of supply: the retail investor. Once considered ‘marginal’, retail assets now represent a vital liquidity buffer, particularly in hard-to-borrow names. This panel will dissect the drivers behind this growth, including the generational shift in wealth, the rise of zero fee neo brokers as well as the growth of ETFs.

While the opportunities are vast, the risks to investor protection and market stability cannot be ignored. This session will also discuss how firms can create a uniform framework for retail lending that protects the individual while benefiting the market.

Driven in part by the demographic shift in retail participation, we are witnessing significant growth in global markets in including MENAT, LatAm and Asia. Join us as we bring together leading global voices, to delve into market dynamics, regulatory shifts, and the technological innovations shaping these crucial emerging regions, while integrating a global perspective.

In 2026, risk management isn’t just a back-office check – it’s the foundation for front-office alpha. As our conference concludes, we will reflect on the themes of the week, and ask: Can we truly maximise returns while the scope of credit and market risk are being rewritten?

We will explore how the drive for alignment and standardisation serves as the ultimate risk mitigant and debate on whether the industry’s pursuit of new technologies and markets, has created a new breed of systemic risk.