The Dynamics Driving OTC Markets, London, Risk Conference

7 Oct 2014

Quantifi's second annual risk conference took place at the historic Armourers' Hall, London. Deutsche Bank, ISDA, Nomura, Lloyds, UniCredit, Blackrock and Eurex Clearing, AXA-IM and JPS (J.P. Morgan Asset Management) as well as over 140+ senior practitioners from across the industry gathered  for an afternoon of unique insights, discussions and sharing of best practices



"This conference was excellent, the audience was engaged right from the
beginning to the end and the quality of speakers was exceptional."


Speakers and Agenda


Chairman's Opening Remarks

Prof. Moorad Choudhry, Department of Mathematical Sciences, Brunel University

European Regulatory Reform: An Overview

George Handjinicolaou, Deputy CEO, ISDA

Talking XVA; Pricing, Trading & risk management on the XVA Desk (Panel One)

Milena Imamovic-Tomasovic, Head of CVA, Funding and Equity Methodology, Deutsche Bank (Moderator)

Steven Marshall, Managing Director, Cross Asset Products, Nomura

Jeremy Vice, Managing Director, Head of CVA Trading, UniCredit

Andrew Green, Head of CVA/ FVA Quantitative Research, Lloyds Banking Group

Central Clearing of OTC derivatives - Collateral, Margin, Capital Requirements

Lee McCormack, Executive Director, OTC Clearing, Nomura

The Impact of Market Reforms on the Buy Side (Panel Two)

Pierre Sarrau, Managing Director, Blackrock (Moderator)

Ricky Maloney, Head of Buy Side Sales and Relationship Management, Eurex Clearing

Fiona Southall, CAIA, Senior UK LDI Solutions Manager, AXA-IM

Miles Courage, COO JPS, J.P. Morgan Asset Management

Ethical Conduct in the Wholesale Financial Markets - Latest Developments and What You Should be Doing About It (Keynote Address)

Marshall Bailey, President, ACI International (The Financial Markets Association)


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