The Dynamics Driving OTC Markets, London Conference, 2015

Re-cap
29 Sep 2015

Regulations in the form of Basel lll, EMIR, Dodd-Frank, MiFID, IFRS and IOSCO have altered the structure of the OTC markets. This has led banks to focus on pricing and managing costs in a consistent fashion at a trade, desk and business level. These changes are not just impacting sell-side firms. Central clearing is impacting operations, valuation, and risk management for all buy-side firms.

 


 

"It has been an excellent conference, like last year. I learnt and caught up with what was going on,
on the counterparty side, MiFID and new regulations, and developments in the CVA market  "

Quantifi's 3rd Annual London Risk Conference

 


 

Quantifi's 3rd annual risk conference took place at the magnificent Vintners' Hall, City of London. Over 100 senior practitioners from across the industry gathered for an afternoon of unique insights, discussions and sharing of best practices. 

 

Speakers and Agenda

 

Chair's Opening Remarks

Prof. Moorad Choudhry, Deputy CEO, Habib Bank AG Zurich


Challenges in XVA Pricing and Valuation

Jon Gregory, Independent Consultant


Shift in Risk from Sell-Side to Buy-Side (Panel Discussion)

Miles Courage, JPS, COO, J.P. Morgan Asset Management (Moderator)

Prasun Mathur, Deputy Head of Investment Risk & ALM Strategy, Phoenix Group

Antonello Russo, Director, Risk Management, BlackRock

Patrick Trew, Chief Risk Officer, CQS


Perspectives on Clearing

Dennis McLaughlin, Chief Risk Officer, LCH Clearnet Group Limited


A Sell-side perspective on Clearing, xVA and Risk Management (Panel Two)

Rohan Douglas, CEO, Quantifi (Moderator)

Moises Gerstein-Alvarez, Director, CVA and Funding (FVA) Trading Desk, ING Investment Bank

Ian Morris, Head of Product Development, OTC Clearing, Commerzbank

Tushit Sen, EMEA Head, OTC Clearing and Fixed Income Prime Brokerage Risk, Deutsche Bank


Chair's Closing Remarks

Prof. Moorad Choudhry, Deputy CEO, Habib Bank AG Zurich

 

Venue

Vintners' Hall

68 Upper Thames Street

London, EC4V 3BG

Timings

  • Registration 13.30

  • Conference 13.45 to 17.00

  • Networking Reception 17.00