7th XVA, Risk, Clearing and Collateral Congress

7th XVA, Risk, Clearing and Collateral Congress
PRMIA Dusseldorf presents the 7th XVA, Risk, Clearing and Collateral Congress (7th CCC).
 

Date:
February 13, 2020


Time: 8:30 a.m. - 5:00 p.m.
Networking and finger food afterwards

 
Location:
NORD/LB
Friedrichswall 10
30159 Hannover
Germany

 

We discuss the innovations and changes in the OTC, clearing, risk and infrastructure trends and regulations which impact all financial institutions (asset managers, banks, and insurers) as well as corporations.
There will be 14 local and international experts from organizations across Europe that will provide insights into the hot topic of the industry.

We will answer the hot questions of the community, including: 

 LATEST UPDATE
•Benchmark reform – impact and to-dos
•What are legal changes and consequences?
•CCP Risk
•EMIR 2.2
•CVA RISK 
•What is the future of OTC business?

INOVATION:
•The new regulatory SA-CCR for exposure management
•Trends and developments in the client clearing and OTC cleating in Europe
•What is my counterparty risk modelling impacted?
•Machine learning and AI
•Smart Contacts – Status and opportunities
•What are the latest trends in XVA?

All these questions require more exchange of the community than ever.

PRMIA Dusseldorf is proud to present the unique combination of 14 local and international experts, and practitioners. 

REMARKS:
Die Teilnahme an der Tagung ist für Markteilnehmer gebührenfrei, für Systemanbieter und Beratungsunternehmen gilt ist ein gueltiger Sustaining Member von PRMIA notwendig. Die Anzahl der Teilnehmer von Systemanbietern und Beratungsunternehmen ist darüber hinaus auf drei Teilnehmer pro Unternehmen beschränkt.

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. 
QUESTIONS?
If you have any or issues registering, please contact Dusseldorf@prmia.org or Events@prmia.org

    



Agenda
Agenda
 
  Event  
 
 
8:30  Registration with Coffee and Croissants   
     
9:15  WELCOME

TBA, NORD L/B

Dr. Sven Ludwig, FIS Global & Regional Director, PRMIA Dusseldorf

Dr. Heiko Cassens, Senior Director, LCH 
 
     
9:20  KEY NOTE: Weltwirtschaft - Ein Ausblick 2020

Christian Lips, Chefvolkswirt, NORD/LB 
 
     
9:50  TRENDS: OTC Derivatives trading & Clearing: Latest Developments within Europe

Philip Whitehurst sein, Head of Service Development, Rates, LCH
 
     
10:15  TRENDS: What's next: Survey results of 6th CCC and Germany vs. Europe

Throughout the day

Dr. Sven Ludwig, FIS Global 
 
     
10:15  TRENDS: New approaches to Client Clearing 

Robert McWilliam, CEO, KYNEC

(until 31st December 2019 - Head of XVA & Collateral Trading at ING)
 
     
10:40  Coffee Break   
     
11:10  FOKUS PRAXIS I: Benchmark Reform aus Sicht Risikocontrolling

Dr. Claus Christian Beier, Stellvertretender Abteilungsdirektor, DZ BANK 
 
     
11:35  FOKUS PRAXIS II: Praktische Aspekte: Wegfall  von Benchmarks - von Fallbackregelungen und Notfallplänen

Malte Hoffmann, Leiter Gruppe Recht/Financial Markets/Derivate, NORD/LB
 
     
12:00  UPDATE: Developments im Clearing

Ulrich Karl, Head of Clearing Services, ISDA 
 
     
12:25  Lunch Break   
     
13:25   PANEL: FUTURE: The OTC (cleared and un-cleared) Ecosystem in the future

 

  • Robert McWilliam, CEO, KYNEC, TBA
  • Philip Whitehurst, Head of Service Development, Rates, LCH
  • Alun Green, SVP Post Trade Derivative Utility, FIS Global
Moderator:
Dr. Heiko Cassens, Senior Director, LCH

FOKUS PRAXIS III: Neuigkeiten der Exposure Simulation – Auswirkung der Benchmarkreform
 
13:55  Marc Rufert, Team Head Counterparty Credit Risk Methodology , Deutsche Bank
     
14:20 

INNOVATION I: SA-CCR – ein modifizierter Ansatz für die interne Steuerung

Christoph von Maltzahn, Spezialist Risikocontrolling, BayernLB
 
     
14:45  Coffee Break   
     
15:20  INNOVATION II: AI & Machine Learning im Pricing (Vortrag auf Deutsch)

Dr. Blanka Horvath, Lecturer in Financial Mathematics, King's College London 
 
     
15:45 

 
INNOVATION III:Deep xVA: application of Artificial Neural Networks for exposure simulation (Vortrag auf Deutsch)

Alessandro Gnoatto, Associate Professor - Dipartimento di Scienze Economiche, Universita` degli Studi di Verona

 
     
16:10 

ZUKUNFT SCHON HEUTE: Der Trend im Risk Management: Non-Financial Risks

Ulrich Heitnaum, Program Director NFR, ING

 
     
16:35  DIE AUFSICHT

Michael Bruns, Head of Division “Internal Models CCP / Counterparty Risk”, BaFin
 
     
17:05  Recap and Opening of Evening

Dr. Heiko Cassens, Senior Director, LCH 
 
     
17:15 Networking and Fingerfood   

 

Many thanks to our sponsors:

                                       

Registration

This event is FREE for members and non-members, although registration is required.  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
2/13/2020 2:30 AM - 11:00 AM
Where
NORD/LB Friedrichswall 10 30159 HANNOVER GERMANY
 

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