The Dynamics Driving Capital Markets, London, 2017

Quantifi's 5th 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 passive vs active investment strategies, Brexit and FRTB.

The conference facilitates discussion between delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces.

The panel provided an overview of the key differences between active management and passive investment and how investors approach this distinction. This panel also included discussion about fee structures, liquidity and Exchange-Traded Funds.

Oliver Harvey’s presentation focused on the impact of Brexit on the labour market. This includes discussion about wage growth, productivity and the impending labour supply shock triggered by the referendum.

This panel discussed the impact of FRTB on capital and liquidity from a Front Office and risk management perspective. This included debate over the issues presented by these new regulations and how banks are planning to overcome these complexities.

The views and opinions expressed by the speakers are those of the individual and are not representative of their respective company.

Speakers

  • Andrea Fraquelli, VP – Risk Methodology, Deutsche Bank
  • Duncan Sankey, Partner, Portfolio Director & Head of Credit Research, Cheyne Capital Management
  • Ian Paczek, Senior Portfolio Manager, UBS Asset Management
  • Jason Penman, MD, Head of Front Office Resource & Capital Management, RBS
  • Johnny Chow, Head of Portfolio Construction, Legal & General
  • Mark Penney, Head of Capital Management, HSBC
  • Neels Vosloo, Head of EMEA Regulatory Risk, Bank of America Merrill Lynch
  • Nicholas Harper, Portfolio Manager, Janus Henderson Investors
  • Oliver Harvey, Head of Brexit Research, UK Macro Strategy, Deutsche Bank

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