22nd–24th September 2008 * Thistle, Marble Arch, London * Call the Bookings Hotline on +44 (0)20 7368 9465


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Main Conference Day One

Tuesday 23rd September 2008

 

07.45

Coffee and Registration

08.30

Chairman’s Opening Address
ASSESSING THE CHANGE OF VALUE CAUSED BY THE CREDIT CRUNCH


 

 THE BIG PICTURE: MARKET OVERVIEW

08:45

How to Protect Yourself against Market Instability

Peter Van Kleef, Principal, Lakeview Arbitrage


09:15

Establishing Standard Market Sources

Kevin Houstoun, Global Technical Committee Co-Chair, FIX Protocol


09:45

The Impact of MiFID and The Regulation of Derivatives

Stephen Hanks, Manager, Institutional Business Policy Unit, Financial Services Authority


10.15

Coffee and Networking Break

 

NEW TRENDS TO WATCH I

10:45

Panel Discussion: State of Play in Derivative Electronic Trading

Steve Grob, Director of Derivatives, Products and Strategic Partnerships, Fidessa
Chris Lee, Global Head of Screen Based Trading, Fortis
Nick Garrow, Head of eBrokerage Sales, NewEdge


11:15

The EU's Code of Conduct, T2S and the ECB/CESR Standards for CSDsg

Karel Lannoo, Chief Executive, The Centre for European Policy Studies


11:45

Panel Discussion: Exchanges Competition with OTC

Michael Daley, President, Avebury Asset Management
Ade Cordell, Head of Wholesale Services, Liffe
Byron Baldwin, Institutional Investor Business Development, Eurex


12:15

Networking Lunch

13:25

Interview Led By
Paul J Davies, Deputy Enterprise Editor, Financial Times
With
Nick Leeson, The Rogue Trader whose unchecked risk-taking caused the collapse of Barings Bank


13:55

Panel Discussion: Reactions to What Nick Leeson Said
A Selection of the Day’s Speakers

Plus

Anthony Belchambers, President, Futures & Options Association

14:10

Packaging Derivatives for the UK Retail Market

Mark Dickson, Product Development and Operations Director, BlueSky Asset Management


14:40

Coffee and Networking Break

 

STREAM A
FIXED INCOME

STREAM B
EQUITIES

15:10

Investing in Hedge Funds, Commodities and Other Structured Products

Alex Darre, Head of Hedge Fund Strategies Europe & Asia, Goldman Sachs Asset Management

Panel Discussion: Changing Market Infrastructure – New Wave Market

Philippe Ankaoua, Managing Director, Seven Seas Asset Management
Peter Van Kleef, Principal, Lakeview Arbitrage
Stavros Siokos,
Managing Director, Bank of Piraeus

15:40

Using CDOs as a Tool

Axel Pierron, Senior Vice President, Celent

Multiple Trading Venues: Challenges to Order Management Systems

Cornelius Nandyal, Practice Head - Corporate & Investment Banking, Hexaware Technologies

16:10

Valuation of Fixed Income Derivatives

Mark Padley, COO Fixed Income, JP Morgan Asset Management

What You Can and Can’t Do with UCITS III

Betsy Anderson, Head of Centralised Dealing, Resolution Asset Management

16:40

End of Conference Day One

16:45

Cocktail Drinks Reception

 

Main Conference Day Two

Wednesday 24th September 2008

07.15

Coffee and Registration

08.00

Chairman’s Opening Address

08:15

Guest Speaker Address

The Quest for Liquidity – Ensuring Liquidity through Derivatives

Sean Park, Author of The Park Paradigm and Founding Partner of Nauiokas/Park

 

RISK MANAGEMENT

08:45

Profiting from Increased Market Volatility While Reducing Risk

Stuart Thomson, Managing Director, Kings Cavil Consulting


09.15

Mechanisms for Price Checking and Improving Price Transparency of Derivatives

Christopher Lee, Chief Executive Officer, City Fund Management


09:45

Identifying and Managing Risk in Derivative Transactions

Giuseppe Ballocchi, Head of Risk Management, Pictet & Cie
Bindesh Savjani, Head of Risk, Morley Fund Management


10:15

Coffee and Networking Break

 

NEW TRENDS TO WATCH II

10:45

New Products Showcase

Finding the right combination of products for your portfolio makes the difference between a good return and generating alpha. New products have become an exciting part of the derivatives spectrum. This showcase will provide you with invaluable information about the most exciting exotic products by leading experts who have experience using them. In relation to the new products, the following experts will give you insight on

  • Opportunities and challenges
  • Pros and cons
  • Lessons learnt

Weather and Insurance Linked Derivatives
Juerg Trueb, Head of Specialities & Environmental and Commodity Markets, Swiss RE

Energy Derivatives
Cassim Mangerah, Gas Portfolio Manager, Centrica Energy

Long-Dated Derivatives
Ivan Zelenko, Head of Structured Finance, The World Bank

Shipping Derivatives
Dr. Nikos Nomikos, Director of Shipping, Trading and Finance, Cass Business School

Mortality Derivatives
Luca Albertini, Managing Director, Swiss RE Capital Management and Advisory


11:45

Front to Back Office Software Systems for Trading, Risk and Processing

David Dixon, Buyside Product Manager, Misys Summit


12:15

INTERACTIVE ROUNDTABLES

  • Risk Management: Ensuring Resilience in Today’s Volatile Financial Markets

Run by
Giuseppe Ballocchi
, Head of Risk Management, Pictet & Cie

  • CDOs: Demons or Godsends

Run by
Axel Pierron, Senior Vice President, Celent

  • Is It Worth Investing in Emerging Markets?

Run by
Florence Eid, President, Arabia Monitor

  • Exotic Products: What’s Hot and What’s Not

Run by
Dr. Nikos Nomikos, Director of Shipping, Trading and Finance, Cass Business School


13:00

Networking Lunch

14:10

Panel Discussion: Recap of the Roundtables

Panel discussion with roundtable hosts


14:30

Confessions of a Hedge Fund Manager

Robin Griffiths, Hedge Fund Manager, Cazenove Capital Management

15:00

Coffee and Networking Break

15:30

Putting 130/30 Funds Into Practice

Charles Krusen, Partner, Alpha Equity Management

16:00

Breakthrough Technology Linking Derivatives and Spread Betting

Mike Chadney, Chief Executive Officer, CityOdds

16:30

End Of Main Conference