6th XVA, Risk, Clearing and Collateral Congress
PRMIA Dusseldorf is proud to present the unique combination of more than 14 local and International experts and practitioners to talk about the innovations and changes in the OTC, clearing, risk and infrastructure trends and regulations which impacts all financial institutions.
Register Now
Agenda Speakers
Date:
March 14, 2019
Time:
Registration: 8:30am
Presentations end at 5:00pm
Networking Reception to follow
Location:
NORD/LB
Friedrichswall 10
30159 Hanover
Germany
We discuss the INNOVATIONS and changes in the OTC, clearing, risk and infrastructure trends and regulations which impacts all financial institutions (asset managers, banks, and insurer) as well as corporates. This event is FREE for members, although registration is required. The non-member price is $200, which includes one year of Sustaining level membership.
More than 14 local and international experts (from organizations across Europe) will provide insights to the hot topic of the industry.
We answer the hot questions of the community that are:
• Brexit – status and impacts
• Benchmark reform – impact on pricing
• Machine learning and AI – real case studies
• Exposure management with real world scenarios
• Trends and developments in the client clearing and OTC clearing in Europe
• MVA and bilateral margining
• Smart Contacts – Status and opportunities
• What are the latest trends in XVA?
• What is my counterparty risk modelling impacted?
• What is the future of OTC business?
• What are legal changes and consequences?
• Approaches when unwinding (client) trades
• Lesson learnt from IFRS 9
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8:30
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Registration with Coffee and Croissants
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9:20
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Welcome
Martin Hartmann, Bereichsleiter Markets, NORD/LB
Dr. Sven Ludwig, Managing Director Risk Management, FIS & Regional Director, PRMIA
Dr. Heiko Cassens, Director, LCH
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9:25
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Key Note: Treasury, Markets and Derivatives – A Senior Management View.
Martin Hartmann, Bereichsleiter Markets, NORD/LB
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9:40
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OTC Derivatives Trading and Clearing: Latest Developments within Europe
Susi de Verdelon, COO, LCH SwapClear
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10:05
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What’s next: Survey results of 5th CCC and Germany vs. Europe”
Dr. Sven Ludwig, MD, Global Head of Subject Matter Experts, FIS Global
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10:30
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Coffee Break
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11:00
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New pricing regimes for OTC derivatives in the incoming ESTER era
Luigi Cefis, Head of Derivatives Pricing and Analysis, Intesa Sanpaolo
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11:25
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Wegfall von Benchmarks – von Fallbackregelungen und Notfallplänen
Malte Hoffmann, Leiter Gruppe Recht/FInancial Markets Derivate, NORD/LB
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11:50
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PANEL - Auflösung von Derivaten mit Kunden – Was ist eigentlich der richtige Preis?
- Lukas Oelfke, Senior Trader Corporate Sales, NORD/LB
- Dr. Janis Back, Rates Trading & Analytics, Bayern/LB
- Dirk Stemmer, Partner, PwC
- Stefan Blanke, Head of Derivatives, KfW Bankengruppe
Moderator: Dr. Sven Ludwig, MD, Global Head of Subject Matter Experts, FIS Global
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12:25
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Lunch Break
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13:30
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Innovation I: Counterparty risk exposure simulation and back testing with risk neutral calibration
Dr. Patrick Buechel, Head of Market Risk Corporate Clients and Counterparty Risk, Commerzbank
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13:55
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Innovation II: Zum Thema MVA (Margin Valuation Adjustment)
Prof. Dr. Christian Fries, Universität München
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14:20
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Innovation III: Ein "Smart Derivative Contract" - Konstruktion eines digitalen Finanzderivates
Peter Kohl-Landgraf, Kapitalmärkte Handel, Bonitätsstrukturen und XVA-Steuerung, DZ BANK
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14:45
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Coffee Break
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15:20
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Innovation IV: Credit Exposure / Model Validation with Machine Learning & AI – Case Studies
Jos Gheerardy, CEO, Yields.IO
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15:45
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Innovation V: OTC Derivate – Innovationen im Posttrade
Chris Barnes, SwapAgent
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16:10
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IFRS 9: Anmerkungen zum ersten Jahr der Anwendung
Christian Duesterberg, Senior Advisor Enterprise Risk, Erste Group.
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16:35
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Modellrisiken und Margin Modelle
Michael Bruns Head of Division, Internal Models CCP / Counterparty Risk, Bafin
Sebastian Schnitzler, Senior Advisor, Internal Models CCP / Counterparty, BaFin
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17:00
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Recap and Opening of Evening
Dr. Heiko Cassens, Director, LCH
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17:05
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Networking and Fingerfood
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REMARKS:
Die Teilnahme an der Tagung ist für Markteilnehmer gebührenfrei, für Sytemanbieter und Beratungsunternehmen gilt die Vorraussetzung Sustaining Members von PRMIA.
Auf der Veranstaltung werden Fotoaufnahmen gemacht. Mit der Teilnahme erklären Sie Ihr Einverständnis zur Veröffentlichung. Ihre Daten bei der Anmeldung werden von PRMIA und FIS gespeichtert und möglicherweise zur Kontaktaufnahme verwendet.
Participation in the conference is free of charge for market participants, for system providers and consulting companies the requirement of Sustaining Members of PRMIA applies.
Photos will be taken at the event. By participating, you agree to be published. Your data at registration will be saved by PRMIA and FIS and may be used to contact you.
Thank you to our event sponsors!
This event is FREE for members, although registration is required. Non-members price is $200, which includes one year of Sustaining level membership. Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support chapter events like this by becoming a member.