6th XVA, Risk, Clearing and Collateral Congress

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.

 

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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


Agenda

8:30

Registration with Coffee and Croissants

9:20

Welcome

Martin Hartmann, Stellvertretender, Bereichsleiter Markets, NORD/LB
Dr. Sven Ludwig, Managing Director Risk Management, FIS & Regional Director, PRMIA
Dr. Heiko Cassens, Director, LCH

9:25

Key Note: Treasury, Markets and Derivatives – A Senior Management View.
Martin Hartmann, Bereichsleiter Markets, NORD/LB

9:40

OTC Derivatives Trading and Clearing: Latest Developments within Europe
Susi de Verdelon, COO, LCH SwapClear

10:05

What’s next: Survey results of 5th CCC and Germany vs. Europe”
Dr. Sven Ludwig, MD, Global Head of Subject Matter Experts, FIS Global

10:30

Coffee Break

11:00

New pricing regimes for OTC derivatives in the incoming ESTER era
Luigi Cefis, Head of Derivatives Pricing and Analysis, Intesa Sanpaolo

11:25

Wegfall von Benchmarks – von Fallbackregelungen und Notfallplänen
Malte Hoffmann, Leiter Rechtsabteilung Derivate, Nord/LB

11:50

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

12:25

Lunch Break

13:30

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

13:55

Innovation II: Zum Thema MVA (Margin Valuation Adjustment)
Prof. Dr. Christian Fries, Universität München

14:20

Innovation III: Ein "Smart Derivative Contract" - Konstruktion eines digitalen Finanzderivates
Peter Kohl-Landgraf, Kapitalmärkte Handel, Bonitätsstrukturen und XVA-Steuerung, DZ BANK

14:45

Coffee Break

15:20

Innovation IV: Credit Exposure / Model Validation with Machine Learning & AI – Case Studies
Jos Gheerardy, CEO, Yields.IO

15:45

Innovation V: OTC Derivate – Innovationen im Posttrade
Tobias Becker, Senior Advisor, LCH

16:10

IFRS 9: Anmerkungen zum ersten Jahr der Anwendung
Christian Duesterberg, Senior Advisor Enterprise Risk, Erste Group.

16:35

Modellrisiken und Margin Modelle
Michael Bruns Head of Division, Internal Models CCP / Counterparty Risk, Bafin
Sebastian Schnitzler, Senior Advisor, Internal Models CCP / Counterparty, beide BaFin

17:00

Recap and Opening of Evening
Dr. Heiko Cassens, Director, LCH

17:05

Networking and Fingerfood

 

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!

             

Registration

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

 
When
3/14/2019 3:30 AM - 12:00 PM
Where
NORD/LB Friedrichswall 10 30159 HANOVER GERMANY
 

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