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Quantifi Risk Conference 2014: Dynamics Driving OTC Markets 

Date: 8th October, 2014

Location: Armourers Hall, 81 Coleman Street., London, EC2R 5BJ

Tel: +44 (0) 207 374 4000

Areas Covered: Talking XVA; Pricing, Trading & Risk Management on the XVA Desk (panel debate); European Regulatory Reform: An Overview; Central Clearing of OTC Derivatives - Collateral, Margin, Capital Requirements; Ethical Conduct in the Wholesale Financial Markets - Latest Developments and What You Should be Doing About it

New speakers have been announced

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

 

More information and Registration: Quantifi

 
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