19 - 20 September, 2012
Jumeriah Carlton Tower, London

Main Conference Day Two

Thursday, 20th September

dayone
08:30 Registration and Coffee
Registration and Coffee
09:05 Chairman’s Opening Remarks
Chairman’s Opening Remarks
09:15 Accessing Liquidity In Other Asset Classes With Your Trading Infrastructure And Examining Cross Asset Trading Technology
  • Identifying the technology that can be applied to other asset classes
  • Articulating how the current technology may need to be modified to perform more efficiently
  • Expanding algo technology to fixed income, futures and options, bonds and commodities
  • Lesson learned from recent low latency activities across different asset classes
  • Identifying the necessary requirements of OTC Derivatives technology
  • Evaluating your existing infrastructure to implement the requirements without replacing existing systems
  • Examining the technology needed for central clearing
  • Creating a single view of the trade in real time to reduce risk
10:00 What Does Your Trading Architecture Look Like In Emerging and Frontier Markets?
Conor Kiernan, Head Architecture Application Development, Marshall Wace
  • Discussing updates on the opportunities in BRIC countries
  • Channelling growth opportunities in emerging EMEA economies
  • Discovering new investment and revenue opportunities
  • Understanding the needs in order routing, broker algorithms and real time market data for emerging markets
Conor Kiernan

Conor Kiernan
Head Architecture Application Development, Marshall Wace

10:45 Networking Break and Coffee
Networking Break and Coffee
11:15 Risk Considerations Across Your IT Infrastructure
Jogi Narain, Chief Technology Officer , FGS Capital
  • Discussing the latest concerns and requirements for counter party risk
  • Reviewing the latest pre trade risk requirements across the business and determining what changes need to happen in trading architecture structures
  • Converging pre and post trade risk systems to improve efficiencies
Jogi Narain

Jogi Narain
Chief Technology Officer , FGS Capital

11:45 Identifying The Importance Of Market Data Quality, Transparency And Consistency Across The Trading Value Chain To Ensure That The Correct Infrastructures Are In Place
Tony Chau, Lead Architecht, CTO Office, UBS
  • For level 1 assets:
    • Examining how to obtain official market close quickly after market close
    • Discussing which name space to use to name?
    • Creation of official EOD market environment for pricing and analytics
  • For level 2 assets:
    • Developing rules to snap price for different asset classes (and traceability as well as transparency) - especially for the more illiquid assets
    • Independent price valuation and price testing of trader marks
  • For level 3 assets:
    • Product Taxonomy and multiple models used for pricing the asset
    • Bi-temporal problem of input parameters to time to generate a calibrated market environment
    • "Latest" market environment and "Latest Consistent" market environment
Tony  Chau

Tony Chau
Lead Architecht, CTO Office, UBS

12:15 Examining Evolving Strategies And The Move To Intelligence Based Trading And The Implications For Trading Architecture
Graeme Burnett, Executive Director , Morgan Stanley
Examining Evolving Strategies And The Move To Intelligence Based Trading And The Implications For Trading Architecture
Graeme Burnett

Graeme Burnett
Executive Director , Morgan Stanley

12:45 Luncheon
Luncheon
15:00 Networking Break
Networking Break
16:30 Determining The Next Generation Of Architectural Requirements Across The Entire Value Chain
Determining The Next Generation Of Architectural Requirements Across The Entire Value Chain
17:00 Closing Remarks and End of Trading Architecture Europe 2012

WHAT THE EXPERTS HAVE TO SAY ABOUT TRADING ARCHITECTURE:

"An exciting event - this conference raised the profile of IT in the capital markets." Tony Chau, Global Chief Architect, JPMorgan

"A highly interesting and relevant program." Seb Kacary, CIO, Gulf International Bank

"A very interesting opportunity to hear about the IT experiences of major fund managers and investment banks." Alexander Naess, Head of Equity IT Systems, Norges Bank Investment Management

Trading Architecture was a well coordinated event that brought together market participants to discuss and share views on a very relevant segment of the market.” Joseph Sarcona, Head of Electronic Trading Asia Pacific, Morgan Stanley

“This was a great event for us. We met all the key people in the low latency trading technology space and looking forward to sponsoring next year’s event” Fran Thompson, Regional Account Director, SunGard Global Trading

“I believe the conference is a great gathering of relevant industry participants. It is therefore excellent for networking and understanding the general technology trends within the exchange industry” Bjorn Carlson, Chief Architect, NASDAQ OMX Group

This has been an extremely useful event in helping me find out more about what the exchanges are doing in Asia and given me lots of ideas and contacts when I return to the office’ Ercin Gurducu, IT Manager, Turkish Derivatives Exchange

"I am glad we invested in profiling ourselves as a sponsor at this event and may consider a greater investment in this kind of event next year. Thank you again for a great event!" Sally Smith, Sales Director, Oncore IT
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