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EMEA Pricing & Valuations Conference

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Tuesday,12 November 2019

  • 1:00 PM Registration
  • 1:30 PM Welcome & Keynote Address

    Welcome: Ed Chidsey, Partner - Global Head of Pricing, Valuations and Reference Data, IHS Markit
    Keynote: Sir Ivan Rogers, Former British Permanent Representative to the EU

    Sir Ivan Rogers, will address the Brexit scenarios of separation and impact on the UK and EU financial services.

    Gianluca Biagini, Partner - Business Development PVR

  • 2:30 PM Choose which stream you would like to attend:
    • Stream 1: Initial Margin and Uncleared Margin Rules

      Moderator:

      Hiroshi Tanase, Product Analysis and Design Executive Director, IHS Markit

      Panelists:

      Amy Caruso, Head of Collateral Initiatives, ISDA
      Mark Higgins, EMEA Product Development, BNY Mellon
      Chetan Joshi, Founding Partner, Margin Reform

      Description:

      Our panel of experts aims to look at the different aspects of UMR from the regulator to the custodian angle, all encompassed by one collateral consultant specialist view.

      As the uncertainty about the timing of the final phase of UMR has been removed, the ‘new’ Phase 5 firms are accelerating their preparation work to achieve regulatory compliance by September 2020.

    • Stream 2: Developments in the Credit Markets

      Moderator:

      Gavan Nolan, Product Management Director, IHS Markit

      Panelist:

      Danny White, Credit Structuring, Executive Director, J.P Morgan
      Christopher Arnold, Partner - Banking & Finance, Mayer Brown

      Description:

      This session will discuss the most controversial issue in the CDS market – narrowly tailored credit events (NTCE). We will also look the growth in structured credit: what products have emerged and the benefits they offer investors.

  • 3:15 PM Refreshment Break
  • 3:45 PM Choose which stream you would like to attend:
    • Stream 3: Insight across Valuation Uncertainty

      Moderator:

      Hayley Morton, Product Management Director, IHS Markit

      Panelists:

      Luca Blasi, Senior Manager, Valuation and Controls Team, PRA
      Crosley Stokes, Head of Pricing, LGIM
      Claudia Rola, MD, Global Head of Valuation Models and Methodologies, Deutsche Bank

      Description:

      With representation from the PRA, the sellside and the buyside, this panel will explore what has been done to date with regards to valuation uncertainty and what we can expect the future landscape to look like.

    • Stream 4: The progressive use of technology in capital markets

      Moderator:

      Nathan Kirk, Fixed Income Strategy, IHS Markit

      Panelists:

      Santiago Braje, CEO and Founder, Katana Labs
      Sarah Trémel, Global Head of Analytics, Product Control, HSBC
      Herb Werth, VP, Product Management, IHS Markit

      Description:

      This session will look at the progressive use of technology in capital markets – from a new issuance, secondary trading and valuation perspective.

  • 4:30 PM IBOR Cross-Industry Panel

    Moderator:

    Julien Rey, Director, Derivatives Data and Valuation Services, IHS Markit

    Panelists:
    Chris Palmer, Managing Director, Finance and Business Management, JP Morgan
    Ronald Kent, Managing Director, Capital Markets and Wholesale, UK Finance
    Ian Loriggio, Project Manager (Consultant), GAM
    Marcus Schueler, MD, Head of Benchmark Administration, IHS Markit

    Description:

    This session will cover the new overnight RFRs such as SOFR, SONIA and EuroSTR that have been selected by the regulatory bodies and industry working groups as benchmark alternatives to existing IBORs.

  • 5:30 PM Networking Reception

    Join us for a networking drinks reception.

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