In today's environment market participants need to be able to navigate and respond to new regulatory processes and technological change. Regulatory reform in the shape of MiFID and Basel is increasing the cost of capital, impacting business models, operations and profitability, and driving the need to more accurately measure risk. Join senior practitioners, including speakers from Lloyds Bank, UBS Asset Management, Aberdeen Standard Investment, Insight Investment and others, from across the industry for an afternoon of unique insights and sharing of best practices.
Registration is open for Quantifi's 6th annual London risk conference. Register early as places are limited!
Speakers and Agenda
IM Requirements for Cleared and Bilateral Trades: Valuation and Cost of Funding - KVA, MVA (Sell-side panel)
The current regulatory landscape, which originated in response to the financial crisis, resulted in increased clearing costs and therefore trading costs. This prompted firms to better assess and manage funding, capital and collateral costs. The sell-side panel will assess the impact of these costs against the backdrop of today’s regulatory and market environment.
Kevin O'Donovan, Head of XVA Structuring and Collateral Optimisation, RBC Capital Markets
Mourad Berrahoui, Head of Counterparty and Credit Risk Modelling, Lloyds Bank
Nicolas Cerrajero, Head of Counterparty Credit Risk Methodology, Deutsche Bank
Robert McWilliam, Managing Director, Global Head of CVA Desk and Collateral, ING Bank
The Role of AI/Machine Learning in Financial Services
Financial services are leading the way when it comes to both creation and adoption of AI. There has been a significant acceleration in recent times as AI has started to be implemented for real-world applications. The session will discuss how AI is transforming the financial services industry.
Karan Jain, Head of Technology, Europe & Americas, Westpac
Post MiFID – How Have the Markets Changed? (Buy-side panel)
At the beginning of 2018, MiFID ll became a reality for investment/asset managers. MiFID ll introduces a vast range of new requirements that will result in a fundamental shift for all stakeholder. The buy-side panel will explore the likely impact of MiFID on reporting, operations, trading and risk management.
Ian Paczek, Senior Portfolio Manager, UBS Asset Management
Lydia Buttinger, Global Head of Regulatory Engagement and Risk Governance, Aberdeen Standard Investments
Mary-Patricia Hall, Head of Regulatory Reporting & Oversight, Insight Investment
Matthew McLoughlin, Head of Trading, Liontrust Asset Management
4 London Wall
London, EC2Y 5DE