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Quantifi announces new speakers for 2014 London Risk Conference 

September 26, 2014

New speakers have been announced for Quantifi's 2014 Risk Conference, Dynamics Driving the OTC Markets

Joining the current lineup of Deutsche Bank, ISDA, Nomura, Lloyds, Unicredit, Blackrock and ACI are Eurex Clearing, AXA-IM and JPS Credit Opportunities. 

Agenda

1.00pm - 1.45pm      Registration & Refreshments

1.45pm - 2.00pm      Chairman's Opening Remarks

                                  Prof. Moorad Choudhry, Department of Mathematical Sciences, Brunel University

2.00pm - 2.30pm      European Regulatory Reform: An Overview

                                  George Handjinicolaou, Deputy CEO, ISDA

2.30pm - 3.15pm      Talking XVA; Pricing, Trading & Risk Management on the XVA Desk (Panel Debate)

                                  Milena Imamovic-Tomasovic, Head of CVA, Funding and Equity Methodology, Deutsche Bank (Moderator)

                                  Steven Marshall, Managing Director, Cross Asset Products, Nomura

                                  Jeremy Vice, Managing Director, Head of CVA Trading, UniCredit

                                  Andrew Green, Head of CVA/ FVA Quantitative Research, Lloyds Banking Group

                                  Refreshment Break

3.30pm - 4.00pm      Central Clearing of OTC Derivatives - Collateral, Margin, Capital Requirements

                                  Lee McCormack, Executive Director, OTC Clearing, Nomura

4.00pm - 5.15pm      The Impact of Market Reforms on the Buy Side

                                  Pierre Sarrau, Managing Director, Blackrock (Moderator)

                                  Ricky Maloney, Head of Buy Side Sales and Relationship Management, Eurex Clearing

                                  Fiona Southall, CAIA, Senior UK LDI Solutions Manager, AXA-IM

                                  Miles Courage, COO, JPS Credit Opportunities

5.30pm - 7.00pm      Networking Reception

More information and registration: Quantifi

 
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