Dynamics Driving Capital Markets, London, 2016

Quantifi's 4th annual risk conference, at One Moorgate Place, London, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving capital markets including regulation, clearing, counterparty risk and liquidity.

 


 

The Dynamics Driving Captial Markets - Summary

Chaired by Kara Lemont-Sportelli, Managing Director - Global Markets, Strategy & Risk, BNP Paribas, the conference explored the impact of regulations, the changing landscape of the capital market with respect to liquidity, the role of central clearing, and risk management.

 

 

London Conference - Patrik Karlsson

Patrik provided an overview of managing fund liquidity risk and leverage of risk in investment funds. This included existing regulations and market based tools available for liquidity risk management.

View Presentation Slides - Patrik Karlsson

 

London Conference - Buy-side panel

Moderated by Antonello Russo, the panel reflected on the main challenges relating to liquidity risk, the use of a liquidity risk management framework and the impact of evolving regulations regarding liquidity for the buy-side.

 

 

London Conference - Mark Gheerbrant

Mark focussed on the implementation challenges in revised market and counterparty risk frameworks. This included implementation timelines for new legislation and an overview of FRTB, CVA and SA-CCR.  

View Presentation Slides - Mark Gheerbrant

Speakers
  • Kara Lemont-Sportelli, Managing Director - Global Markets, Strategy & Risk, BNP Paribas
  • Mark Gheerbrant, Head of Risk and Capital, ISDA
  • Antonello Russo, Director, Risk Management, BlackRock
  • Arran Pierson, Head of Equity Investment Risk - Equities, Vanguard 
  • Julien Cuisinier,  Head of Investment Analytics, Henderson Global Investors
  • Richard Jones, Head of Investment Risk Analysis UK, AXA Investment Managers

 

  • Patrik Karlsson, Director, Market Practice and Regulatory Policy, ICMA
  • Alan Baxter, Deputy Global Head of Risk Exposure Management, UBS
  • Lorenzo Pitotti, Head of Exposure Analytics, Credit Suisse
  • Matteo Rolle, Director, Head of Capital And Collateral Optimisation, Lloyds Banking Group
  • Udesh Jha, CRO, CME