Who: iiConferences
Date: 17th April, 2018
Where: Jumeirah Carlton Tower, 1 Cadogan Pl, Belgravia, London SW1X 9PY, U

Agenda

08.00 – 08.30 Buyside Registration, Breakfast and Informal Discussions

08.30 – 09.30 My Biggest Problem and What I Am Doing About It

Breakouts This open session will allow buyside delegates to meet with their direct peers and address whichever issues they are currently most focussed on. A list of topics for discussion will be canvassed in the run up to the forum.

09.10 – 09.30 Sellside Registration and Exhibits

09.30 – 09.40 Opening Remarks

Lewis Knox, Executive Director, Institutional Investor, United States

09.40 – 10.00 MiFID II: Beyond Implementation and Into Reality

Presentation

The run up to implementation of MiFID II has been frenetic for many parts of the industry as firms make decisions on research policies and implement new systems. This presentation will give an overview on how different firms have approached the challenges of implementation, and discuss if there are clues as to what regulatory enforcement might look like.

Presented by:

Rachel Amos
Regulation and Compliance Consultant, Former Senior Legal Counsel (Regulatory and Compliance)
Abu Dhabi Investment Authority
Abu Dhabi

10.00 – 11.00 Practical Solutions to MiFID II Management

Table discussions and panel

Working together in small groups delegates will discuss the how their organisations have dealt with the implementation of MIFID II. What have been practical implications of working under the new regime? The working groups will be expected to share the results of their discussions with the panel, which will make up the second part of this session. Panellists will be made up of senior members of both the sellside and buyside community.

Panelists

Javier Dominguez
Managing Partner
Auriga Global Investors
Spain

Martin Hendry
Trader – Fixed Income, FX, Equities, Derivatives
Liontrust Asset Management
United Kingdom

Rachel Amos
Regulation and Compliance Consultant, Former Senior Legal Counsel (Regulatory and Compliance)
Abu Dhabi Investment Authority
Abu Dhabi

11.00 – 11.30 Coffee Break

11.30 – 12.20 Solving the Liquidity Conundrum

Panel

As fixed income asset managers and their underlying investors face an environment of rising interest rates, and a scaling back of quantitative easing, how can traders source liquidity across the spectrum of credit instruments? Who will the providers of liquidity be and what will be the cost?

Panelists
Christophe Roupie
Head of Europe and Asia
MarketAxes
United Kingdom

Cathy Gibson
Head of Dealing
Royal London Asset Management
United Kingdom

Christoph Hock
Head of Multi Asset Trading
Union Investments
Germany

12.20 – 13.00 The Elephant in the Room – The Rise of Fixed Income ETFs and Its Effect on Bond Liquidity

Presentation

The rise of ETFs has fundamentally shifted the way investors can think about bond liquidity. What are the benefits and potential concerns around using fixed income ETFs? This session will touch on how price transparency has arisen for a traditionally opaque bond market, as well as how institutional investors are using ETFs to source liquidity where program trading was once the norm.

Moderator

Pamela Gachara Manager, Capital Markets
The Investment Association

Presenter

Philip Cichlar
Head of Fixed Income ETF Sales & Trading
Jane Street

13.00 – 14.30 Luncheon

14.30 -15.30 Creating a Framework for Optimal Best Execution and TCA

Table discussions and panel

Working together in small groups delegates will discuss the how their organisations are dealing with the challenge of best execution and TCA. The working groups will be expected to share the results of their discussions with the panel, which will make up the second part of this session. Panellists will be made up of senior members of both the sellside and buyside community.

Panel moderator

David Saab
Global Head of Fixed Income Research
J.P. Morgan Private Bank
United Kingdom

Panelists

Brent Robertson
Head of Trading
OMERS

Joeri Wouters
FI Buy Side Dealer
KBC Asset Management

15.30 – 16.00 Coffee Break

16.00 – 16.20 The Revolution Will Be Digitised – Is Your Firm Up To Speed with Data Aggregation?

Table Workshops

Life has become very complicated for the buyside firms with the sheer volume of data now available. While some firms feel like they are using this data well, others feel like they are missing out. This presentation will outline the opportunity and the problem, and ask whether this will be catalyst for greater cooperation between buyside firms?

16.20 – 17.00 Practical and Actionable Insights into Data Aggregation for the Buyside

Panel

Working together in small groups delegates will discuss the how their organisations are dealing with the challenges of data aggregation. Could this issue be the catalyst for the buyside working together? The working groups will be expected to share the results of their discussions with the panel, which will make up the second part of this session. Panellists will be made up of senior members of both the sellside and buyside community.

Panelists

Miles Kumaresan
Global Head of Trading
Nordea Investment Management
Denmark

Philippe Burke
Portfolio Manager
Apache Capital
United States

Gareth Coltman
Head of Product Management
MarketAxess
United Kingdom

17.00 – 17.45 Predicting Liquidity-Turning Points – The Fractal Market Hypothesis

Are there ways in which buyside traders can predict pinch points in credit liquidity? This session will argue that liquidity triggered tuning points can be predicted, allowing traders and their portfolio managers to avoid them.

Dhaval Joshi
Chief European Strategist
BCA Research
United Kingdom

17.45 Closing Cocktails

19.00 Forum Concludes

Speakers

• Alexander Kuppler, Head of Trading, Arabesque Asset Management Ltd (UK)
• Javier Dominguez, Managing Partner, Auriga Global Investors SV S.A. (Spain)
• Philip Bille, Head of Buyside Dealing Desk, Degroof Petercam (Belgium)
• Johan Cok, Senior Trader, Dealing Desk, Degroof Petercam (Belgium)
• Azra Wasti, Senior Trader, Daiwa Asset Management (United Kingdom)
• Brian Magee, Head of European Trading, GIC (United Kingdom)
• Patrice Robert, Head of Trading, Groupama Asset Management (France)
• Javier Barnuevo, Fixed Income Manager, GVC Gaesco (Spain)
• Martin Hendry, Multi Asset Trader, Liontrust Asset Management (United Kingdom)
• Felix Banzhaf, Head of Trading, MainFirst Bank AG (Luxembourg)
• Miles Kumaresan, Global Head of Trading, Nordea Investment Management (Denmark)
• Brent Robertson, Managing Director, Trading, OMERS Capital Markets (Canada)
• Sönke Steinert, Head Execution Desk, Partners Group (Switzerland)
• Naima le Noble-Saghir, Head of Securities Lending, Investment Services, Robeco Investment Management, Inc. (Netherlands)
• Danny Ramos, Fixed Income Trader, Santander Asset Management (United Kingdom)
• Andreas Wollheim, Head of Trading and Treasury, SEB Asset Management (Sweden)
• Gregory Hanot, Bond Trader, Societe Generale (Luxembourg)

Registration

Brooke Lowenhar
1-212-224-3383brooke.lowenhar@iiforums.com