Industry experts provide a review of the year’s events and a preview for 2010
Industry experts provide a review of the year’s events and a preview for 2010
The market conditions surrounding OTC derivatives is in flux. New regulation on both sides of the Atlantic is imminent and the industry has responded rapidly to major concerns brought on by the global financial crisis.
In this roundtable Web-event leading experts will discuss what lies ahead for the derivatives processing and operations space and share suggestions for how both buy- side and sell-side firms can keep up with the ever-changing environment. The panel will review both how industry developments including regulation and execution of Fed Letter goals will impact both financial institutions and the industry at large in the short and long term.
Format: Webinar
Date: 21 January 2010
16.00-17.15 GMT (London/Dublin)
17.00-18.15 CET (Paris/Berlin)
11.00-12.15 EST (New York/Boston)
08.00-09.15 PST (San Francisco/Los Angeles)
Moderated by Julia Schieffer, Founder & Editor-in-Chief, DerivSource
Panellists:
John Jay, Senior Analyst, Aite Group
Senior Representative, Chatham Financial
More speakers will be announced shortly – for any queries relating to speakers or topics for discussion, please contact Julia Schieffer on [email protected].
Key topics for discussion:
Regulation – what is expected in both the US and Europe? What are the implications in the media and long term?
Central Clearing of Credit Default Swaps – how has the race among the exchange progressed and what are the next steps for this movement in 2010?
Market Structure – the Big Bang and Small Bang are two new initiatives, which have transformed the trading of CDS, but there are other initiatives that have an impact on how trades are processing in the future to improve transparency.
Fed Letter Goals – the Operations Management Group (OMG) had outlined major industry goals and milestones its members (leading financial institutions will achieve in the short and long term. An update on current goals met and future plans will be included in the Webinar.
Risk Management – how can firms (both buy-side and sell-side) manage risk from a more enterprise-wide perspective? What are some of the better tools to view risks across all risk types (credit, market, liquidity risk) firms can utlize to build a better risk program?
Outsourcing post-trade processing – as cost restraints grow, are more financial institutions considering outsourcing more post-trade functions to third party service providers? What are some new middle-office functions firms are outsourcing?
Trends for 2010 & Beyond – what are the biggest hurdles both buy-side and sell-side firms face in processing OTC derivatives next year? What trends will dominate the next 12 to 18 months? Topics covered may include changes in: credit risk management, collateral management and counterparty risk mitigation and transparency.
Who should attend?
Buy-side and sell-side financial institutions and third party service providers including:
Investment banks
Broker dealers
Asset management companies
Hedge funds
Fund administrators & custodian banks
Software vendors
