ISLA Americas Briefing | New York 2026

Join the CEOs of ISLA Americas and ISLA for a global update on the Association’s efforts to align priorities and deliver meaningful outcomes across regions. As ISLA continues to strengthen its role as the global voice for securities lending and financing, this session will highlight recent advocacy achievements, evolving regulatory themes, and new initiatives designed to enhance member value. Attendees will gain insight into ISLA’s strategic direction, its growing global footprint, and how coordinated efforts across the Association are driving progress and shaping the future of the industry.

This session examines the latest on Basel III Endgame and related binding regulatory constraints. Attendees will gain insight into how banks, agents, and brokers are adapting strategically to maintain flexibility, optimize capital, and navigate a complex, evolving regulatory landscape. The conversation will also cover current funding market dynamics including rising year-end funding costs and recent SOFR/OBFR dislocations and what these shifts signal for balance she et usage and liquidity planning. Additionally, panelists will assess what’s next for 10c-1 and 13f-2, and how cross-border regulatory divergence and shifting transparency demands are redefining engagement across the securities finance market.

Traditional and leveraged ETFs are reshaping how institutions manage liquidity, capital, and collateral. This session explores their impact on market structure, funding strategies, and risk management, from hedging and portfolio construction to securities lending. Leaders will discuss post–T+1 operational flows, the rise of full ETF versus component lending, and expanding ETF roles in triparty and collateral frameworks, highlighting how this revolution is driving strategic change across the securities finance ecosystem.

Enjoy networking opportunities and refreshments.

As global markets move toward longer trading hours and an eventual T+0 settlement cycle, this session brings together exchanges, market utilities, and key intermediaries driving that evolution. Speakers will share their perspectives on the opportunities extended market hours present for efficiency, liquidity, and global connectivity—along with the operational and infrastructure considerations shaping implementation. Drawing on lessons from the transition to T+1, they’ll explore how greater alignment across market participants can foster resiliency and unlock new possibilities in a more continuous trading environment.

As trading and collateral markets evolve at unprecedented speed, boundaries between asset classes, products, and participants are disappearing – this is especially evident as we see asset owners moving to the forefront of industry initiatives. This session brings together industry leaders to examine the new market architecture taking shape as fixed income, equities, derivatives, cash, and digital assets converge into a single liquidity ecosystem. Discussion will focus on the structural and regulatory forces driving this evolution, including central clearing, balance sheet optimization, synthetic financing, increasing beneficial owner engagement, peer-to-peer networks, and AI-enabled infrastructure. With markets closing a volatile year and early signals shaping expectations for 2026, the conversation will explore how these shifts are influencing funding models, risk management, and market connectivity, and where the next wave of opportunity may emerge.