Transformations in the OTC Markets - Quantifi 1st Annual Risk Conference

7 Oct 2013

Regulatory mandates continue to drive change in the OTC markets, these changes are impacting the way financial institutions do business in multiple interrelated ways. Rising capital ratio requirements are impacting bank profitability and return on equity, and forcing banks to clear many OTC trades. 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. 



"Thank you for inviting me to your conference and I must say that it was very interesting. The speaker line up was really good and the presentations were interesting. Quantifi has pulled off a great event."



Speakers and Agenda


Chairman's Opening Remarks

Paul Lewitt, Former Global Head of Credit Trading, Lloyds Banking Group

Regulatory Framework of Banks Exposures to Central Counterparties

Dr. Mariam Harfush-Pardo, Market and Counterparty Risk Technical Specialist, PRA

Pricing & Valuation Issues from the Sell Side

Tanveer Bhatti, Global Head of Valuation Control and Analytics, Citigroup

Current Solvency II Challenges for Risk Management

Jean-Roch Sibille, Head of Life & Financial Risks Management AXA Belgium

What Does the New Derivatives Landscape Mean for the Buy-Side?

Richard Flynn, Head of International Fixed Income Risk & Quantitative Analysis, BlackRock

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Impact of Central Clearing on the OTC Markets

Clive de Ruig, Global Head, ICE Link

The New Era of OTC Derivatives (Keynote Address)

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

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This event took place Tuesday 8th October 2013 at Skinners' Hall, 8 Dowgate Hill, London, EC4R 2SP