08:15 Registration and coffee

08:50 Opening address from the Chair

Andrew Shrimpton, Member, Kinetic Partners

09:05 The institutionalisation of hedge funds and its impact on technological requirements

n     Assessing efficient and low cost market access developments

n     How to surmount operational efficiency challenges

n     Ensuring transparency, speed and data quality in reporting and performance measurement

n     Maintaining scalability, portability and transparency of strategies

Peter van Kleef, Capital Partner, Lakeview Capital Market Services

09:40 Some thoughts on IT strategy for Hedge Funds

n     How do outside parties, such as managed account investors and trade clearing services, influence a hedge fund’s in-house plan for IT?

n     Does trading technology obviate the need for in-house staff to reconcile with counterparties?

 Peter Laurens, Associate Director, FH International Asset Management

10:15 Capacity enhancement and scalability: proactive, rather than reactive IT sourcing

n     How to ensure your technology provides access to liquidity pools

n     Accommodating demands of complex or novel instruments: different compensation systems, returns metrics, performance attribution and trading strategies

n     Making budget decisions: does new business acquisition compel increased IT spending?

 Rajesh Gosain, Manager Asset Management Practice, Deloitte

10:45 Morning coffee

11:15 How technology can help hedge funds to succeed in the Brave New World

n     Profitability - how automation and outsourcing can reduce costs as revenues decline

n     Risk – how technology can provide comprehensive views of market and counterparty exposures

n     Regulation – why pre- and post-trade compliance are now essential tools for the modern HF manager

Stuart Calder, Head, Product Development, Linedata Services

11:45 Dealing with defaults –the need for better risk analysis systems

n     The ‘Black Swan’ has happened – unprecedented defaults on a scale never seen before - Lehmans, Fannie/Freddie, Washington Mutual, Icelandic Banks

n     Analyzing counterparty and market risk exposure to corporate defaults across equity, debt, derivatives and structured products

n     The importance of data accuracy – corporate structure, recovery rates and the correct identification of reference entities

n     Bringing it all together – efficient aggregation of trader, risk, analyst and middle office functions

n     Post default automation challenges

n     After the dust has settled – lessons learned

Scott Dowle, Head, Technology, Credaris

12:15 How to value underlying assets effectively

n     Rating the rough relationship between quality and price as a major budgeting concern

n     How often is valuation performed?

n     Addressing potential changes in the regulatory climate that may lead to a reduction of transaction volumes in an asset class, making the purchase of the new system not a cost-effective choice

Moderated by:

Albert Bauer, Managing Director, Citco Fund Services (Ireland)

Panellists include:

Gareth Harman, Partner, Ernst & Young

John Donohoe, CEO, Carne Global Financial Services

12:45 – 13:45 Networking lunch and registration for afternoon streams