OTC Derivatives Operations
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Tuesday 9th March 2010, The Brewery, London, 08:15 - 12:45
£399.00/Stream 1; £699/Stream 2 (per delegate)
08:15 Registration and Coffee
08:50 Welcome from the Chair
Sean Sprackling, Partner, Investment Solutions Consultants LLP
”TSAM is without a doubt the premier event of the year for the Buy-side. Always run impeccably, it provides the perfect forum to listen to and network the experts, see the latest products, and share collective experiencces”. Sean Sprackling
09:00 The impact on the buyside of moving to clearing
n Do exchange have the necessary scalability for the OTC market?
n What should the buy-side consider to make a decision about future partners?
n What could the impact of the creation of centralised clearing houses be for the buy-side?
John Wilson, Global Lead OTC Client Clearing, RBS Global Banking & Markets
09:30 Central Clearing for OTC products – The impacts in 2010
n Law changes
n The business case
n Provider landscape
n The new processing model
n Priorities for the buy-side
Gordon McDermid, Director, Sapient Global Markets Process Solutions
10:15 Presentation
Fergus Pery, Vice President, Collateral Management, J.P.Morgan Worldwide Securities
11:15 Portfolio representations of value, exposure and risk – impact of derivatives
n Value versus exposure and gearing
§ Worked examples: Interest Rates Swap and CDS
n Investment Decisions as strategies
n Impact on Operations, Systems and Data flows
Jem Tugwell, Director, Jem Tugwell Associates Ltd.
11:45 Attaining compliance within a new regulatory regime
n The Over-the-Counter Derivatives Markets Act of 2009: what impact will European fund managers see?
n How /if to deal with central clearing houses
n How to manage margins and OTC processes in tandem
n How to attain and prove compliance
n The impact of regulatory changes upon buy-side costs
n The migration of OTC derivatives to cleared/exchange traded
Dr. Jez Bezant, RFQ-hub
12:15 Roundtable discussions
12:45 Networking lunch and registration for afternoon streams
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TSAM 2011
