The Dynamics Driving Capital Markets, London Conference, 2018
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


Salters’ Hall

4 London Wall

London, EC2Y 5DE


  • Registration 4 pm
  • Conference 4:15 pm to 6:30 pm
  • Networking Reception 6:30 pm

Event has passed
This event has already happened, registration is no longer available.

View recap


19 Oct, 2021. Online | Events

WBS 4th Interest Rate Reform (IBOR Transition) Conference

This is a 3-day event focusing on the latest developments, challenges and opportunities that lie ahead within quant finance. With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate […]

28 Nov, 2021. Webinar | Events

The Evolution of Credit Trading – Technology, Analytics & Data

With the increase in bond issuance in 2020, credit is playing an important role in portfolios. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies is rich in relative value credit investment opportunities. The panellists will be discussing how firms can take advantage of this new environment with the right data, analytics and technology.

21 Apr, 2021. Webinar | Events

How to Accelerate XVA Performance

The calculation of XVAs is highly complex. One of the key challenges of XVAs is that adjustments need to be calculated on a portfolio basis rather than trade by trade. This requires dealing with a large number of computations and orders of magnitude more calculations for accurate results. A number of factors influence the speed of XVA computations, including the size of the portfolio, the amount of market data, and the configuration of the Monte Carlo simulations themselves.

Let's Talk!

Schedule a personalised demo today