Rana Usman, Chief Operations Officer of NSE Clearing Ltd., explains how NSE Clearing managed India’s transition to T+1 settlement.

Rama Kumanduri, Managing Director, and Shahrzad Karimi, Director, at The OCC explain how a new factor-based, forward-looking approach to CCP backtesting helps identify the true drivers of margin model failures.

Tomaž Fleischman, Principal Scientist & Co-Founder, and Ethan Buchman, CEO and Co-Founder, of Cycles Protocol SA, outline a new way to free up trapped liquidity by safely netting obligations across different clearing systems.

Fernando Cerezetti, Chief Risk Officer, ClearToken CCP Limited, looks at why traditional VaR may be missing risks in today’s more complex CCP portfolios and how a different approach could help spot them sooner.

Rohit Barve, Deputy Manager, Dr. Aniket Bhanu, Vice President, and Rejaul Barbhuyan, Chief Manager, Risk and Data, NSE Clearing Ltd., outline the findings of their WFEClear research paper on option price scenario generation using risk neutral distributions and generative modelling.

Salil Gadgil, Researcher, Office of Financial Research, examines how client clearing has reshaped CDS markets and why the features that improve efficiency can create new vulnerabilities during periods of stress.

Dr. Kaitao Lin, Senior Financial Economist at the WFE, says commodity options markets are already pricing in climate risk, with “brown” contracts carrying higher premiums than their greener counterparts.

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Capital markets today are not merely platforms for trading securities; they are strategic financial infrastructures that mobilise long-term capital, strengthen corporate governance, and support private-sector growth.