02

May

2012

London

Agenda

Download presentation slide packs
12:30 - 18:00

Registration

Test description

12:30 - 13:30

Lunch and Networking

13:30 - 17:50

Seminar Sessions

2012 Buy-Side Trends: More Return, More Risk, More Regulation

13:30 - 14:30

The Long and the Short of it: Institutional and Alternative Asset Managers at a Crossroads

Andrew Buchanan, senior risk manager, TT International
Thomas Kehoe, CAIA, research manager at The Alternative Investment Management Association
Dr. Laurence Wormald, Asset Management, SunGard

Our panel of experts will discuss the recent growth trends within Asset Management.

Institutional vs. Alternative:
With hedge funds launching UCITS funds and institutional asset managers branching out into alternative strategies, are we witnessing a convergence of the industry? To what extent does the hedge fund value proposition remain unique?

Big vs. Small:
Does size matter? Research indicates that smaller funds perform better. As larger asset managers are losing market share to boutique investment managers, is David winning the battle against Goliath?

14:30 - 15:30

The State of The Structured Products Market in the UK 2012

Jonathan Gumpel, investment director, Brooks Macdonald Asset Management

Join one of Brooks Macdonald’s founding directors responsible for overseeing investment management strategy and asset allocation as he shares his insights into the challenges and opportunities presented by the structured products market in the UK. Highly recommended for those interested in the perspective of a successful and experienced investor in structured products.

15:30 - 16:00

Break and Networking

16:00 - 17:30

Searching Alpha and Avoiding the Abyss: Bringing Risk into the Front Office & Forecasting the next Greece

Ian Barnett, head of Front Office Analytics, HSBC
Dr. Laurence Wormald, Asset Management, SunGard

Although the importance of risk management in financial institutions seems to be ever increasing, research indicates that risk managers’ biggest challenge is to demonstrate its value to the front office. We will discuss how to bring risk out of the middle office and into the front office. Our experts explore how to produce actionable risk insight that is valuable to traders and portfolio managers and how to create a return-focused risk culture in buy-side institutions.

Thriving in Transforming Capital Markets: Trading, Risk & Regulatory Compliance

14:45 - 15:30

Looking for alpha in emerging European markets: look East again!

Wojciech Skowroński, chief specialist, Warsaw Stock Exchange
Johannes Schoenegger, head of international business development, CEESEG
Balázs Rózsa, head of department, Equities Trading and Sales, OTP Bank
Philippe Carré, global head of connectivity, SunGard
Moderator: Rebecca Healy, senior analyst, TABB Group

As investors and traders continue to search for new revenue opportunities, Central & Eastern European (CEE) markets have taken central stage as the most traded European emerging markets. Following on the very successful Emerging Markets sessions held at previous SunGard events in London, please join executives from CEE exchanges as they explore what makes their markets an alternative and reliable source of alpha, and how financial institutions can expand their electronic trading business.

15:30 - 16:00

Break and Networking

16:00 - 16:45

Regulatory push towards real-time trading risk management

Stuart Adams, EMEA regional director, FIX Protocol Ltd
David Morgan, marketing director, Trading and Client Connectivity, SunGard
Moderator Simmy Grewal, senior analyst, Aite Group

While the rush of new regulations puts multiple pressures on market participants, this panel will focus on the implications for front-office risk management. New SEC/CFTC rules and Dodd-Frank in the US, alongside MiFID 2, EMIR and ESMA Guidelines in Europe, all impact this area. So how real-time can risk management be? Where do buy- and sell-side firms need to place emphasis in their compliance efforts? And can some real business benefits be gained at the same time? Join our panel of industry experts as they discuss these questions.

16:45 - 17:30

Market abuse surveillance: Are you prepared for a regulatory whirlwind of change?

Rebecca Healey, senior analyst, TABB Group
Chris Dickens, head of business and regulatory change, Global Markets, HSBC
Steve Leegood, director, Bryok
Magnus Almqvist, senior compliance product specialist, SunGard

Join our panel of experts as they discuss the impacts and consequences of ESMA guidelines, MAD and MiFID reviews. How will these impact market abuse surveillance and how significant are the implications of these changes? The panel will explore proposed regulation from their specific point of views and backgrounds, promising a lively and enlightened debate.

Managing CVA and FVA

16:30 - 17:30

CVA and Funding Panel

Professor Damiano Brigo, gilbart chair of financial mathematics, Kings College
Birgitta Drwenski, head of pricing and analysis team, Commerzbank
Paul Lawton, independent consultant, former BNP Paribas
Moderator: Dan Travers, product management, Adaptiv, SunGard

Industry experts will discuss best practice models for managing and funding credit valuation adjustment, the future for CVA management and provide insights into how future regulations may shape the evolution of the Credit Trading desk.

17:30 - 17:50

Moving Towards a Platform for Trading CVA – CVA Studio

Dan Travers, product management, Adaptiv, SunGard

As CVA is becoming more mainstream, banks are looking beyond just being able to calculate CVA, and are looking for a platform which allows CVA to be managed and traded.

Energy and Commodities Market Readiness – Focus on Compliance

13:30 - 13:50

Introduction – Preparing for Regulatory Changes

Aviv Handler, partner, SunGard Global Services

  • What are the upcoming regulations that the energy and commodity trading community will need to comply with?
  • What do the regulators want of us?
  • How to structure a roadmap to meet the requirements without duplication?
  • What tools and solutions could be used to comply?

13:50 - 14:20

The New Electronic Trading and Cleared-OTC Trade Lifecycle

Mark Woodward, director corporate development, IntercontinentalExchange

14:20 - 15:00

CTRM in a New Era of Regulatory Mandates

Patrick Reames, managing director Americas, CommodityPoint

Please join this session as Patrick examine many of the issues faced by market participants as they are forced to reactively transform their CTRM technical infrastructures in order to continue to operate within an ever changing regulatory environment.

  • The current state and use of CTRM technologies
  • New regulations will require a comprehensive technology solution
  • Approaches for transforming those CTRM architectures to meet new requirements
  • 15:00 - 15:30

    Managing the Data Challenge given Regulatory Change

    Paul Waine, director risk data services, Platts

  • Regulatory change re-cap – what and why
  • Data Challenge – systemically critical entities
  • Responding to challenges – creating opportunities
  • 15:30 - 16:00

    Break and Networking

    16:00 - 16:30
    16:30 - 17:10

    Panel Discussion – Putting it all together

  • Paul Waine, director risk data services, Platts
  • Patrick Reames, managing director Americas, CommodityPoint
  • Mark Woodward, director corporate development, IntercontinentalExchange
  • Olivier Bessi, product manager, SunGard
  • 17:10 - 17:30

    Closing - Headache or Opportunity?

    Leen Broekhuizen, partner, SunGard Global Services

    Who will use the opportunities created by compliance and who will just get by?
  • Everyone needs to comply, but what extra benefits can be realised by doing a little more?
  • Action vs outcome – How your approach to compliance will impact your operations
  • Outlook and next steps
  • Market Data Focus Sessions: Big Data Breakdown & Cutting Costs in 2012

    13:30 - 15:30

    Big Data in Financial Services: What does Big Data actually mean? The Outlook, Impacts and Challenges

    Neil Palmer, Global Services, SunGard
    Ken Rossiter, MarketMap Analytic Platform, SunGard

    With so much noise around Big Data, this timely session will explore what Big Data actually means for financial services in 2012 and how this will impact our market. As increasing regulatory and investor demands create a greater strain on organization's data infrastructures, our SunGard experts will present ideas on how to overcome these historical challenges based on customer examples, and how to better manage high-volume time series data.
    15:30 - 16:00

    Break and Networking

    16:00 - 17:30

    Reducing Market Data Costs without Compromising Quality - Panel

    Moderator:
    Ian Williams, MarketMap, SunGard

    Panelists:
    Steve Allen, EMEA market data, Citigroup Global Markets Limited
    Jack Hamilton, director, global data products, NASDAQ OMX
    Donavan Ransome, head of eTrading and market data practice, Citihub

    With market data costs consistently cited as one of the top expenses incurred by firms today, many organizations are rationalizing their market data spend. How can market data costs be contained effectively and efficiently? Hear practical advice and tips from our panel of customers and industry experts on how firms can implement cost saving strategies and increase market data cost efficiency.

    A Treasurer’s Perspective on Credit Analysis and Risk Reporting

    13:30 - 14:40

    An Economist's view of the Global Economic Outlook

    Neil Parker, market strategist, director, RBS Global Banking & Markets 

    What is the outlook for the global economy in 2012? The key question on everyone's minds is whether 2012 will be better or worse than 2011. Join us as we take a big-picture look into the trends, policies and initiatives shaping markets.

    14:40 - 15:00

    Spotlight on Corporate Cash Investment Priorities

    Maryum Malik, Wealth Management, SunGard

    To help understand investment trends and corporate treasurers' priorities, SunGard conducted an online survey, which attracted responses from 215 corporations globally. The survey aimed to understand corporates' cash investment policies, their attitude to risk and return and their preferred cash investment instruments, both now and in the future. Join us to explore how companies transact their investments and help identify where corporations can improve their short-term cash investment strategies and gain transparency into investment risk.

    15:00 - 15:30

    A Treasurer’s Perspective on Credit Analysis and Risk Reporting

    David Whelan, managing director, Sector Treasury Services
    Riz Dhanani, senior business analyst, Birmingham City Council
    Auna Dunlevy, head of liquidity and investments, Royal Mail

    The assessment of credit has always been a critical part of the treasury department's daily activity. However, the current economic and regulatory environment requires the treasurer to now think more strategically. In addition to credit assessment, cash managers must now focus on a host of priorities, including risk reporting and how to do more with fewer resources. Join our panel of experts to discuss different approaches and strategies of risk reporting and credit analysis and how online tools and outsourcing can benefit cash managers.  

    15:30 - 16:00

    Break and Networking

    16:00 - 17:30

    A Treasurer’s Perspective on Credit Analysis and Risk Reporting (continued)

    David Whelan, managing director, Sector Treasury Services
    Riz Dhanani, senior business analyst, Birmingham City Council
    Auna Dunlevy, head of liquidity and investments, Royal Mail

    The assessment of credit has always been a critical part of the treasury department's daily activity. However, the current economic and regulatory environment requires the treasurer to now think more strategically. In addition to credit assessment, cash managers must now focus on a host of priorities, including risk reporting and how to do more with fewer resources. Join our panel of experts to discuss different approaches and strategies of risk reporting and credit analysis and how online tools and outsourcing can benefit cash managers.

    17:30 - 20:30

    Cocktail and Networking