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About

About

These events have been built in collaboration with some of the world’s leading banks, financial institutions and technology companies to ensure that the most pressing and pertinent issues are covered. Topics ranging across trading, fixed income, derivatives, syndicated loans and trade finance, identity and payments. Discussion for leading figures on both the business and technology sides of the global banking industry.

London Topics:

Algorithmic Differentiation, Initial Margin Computation & Numerical Optimization.

Machine Learning, Big Data, IoT & HPC.

Distributed Ledgers in Financial Markets, Smart Contracts, Decentralised Clearing Network, Decentralization in Financial Markets, Implementation Strategies, KYC blockchain implementation regulatory and compliance challenges, Distributed Ledger Regulations & Compliance.

New York City Topics:

Distributed Ledgers in Financial Markets, Smart Contracts, Decentralised Clearing Network, Decentralization in Financial Markets, Implementation Strategies, KYC blockchain implementation regulatory and compliance challenges, Distributed Ledger Regulations & Compliance.

Who will attend? CEOs, Chairmen, CTOs, CIOs, Managing Directors, Global Heads, Heads of Desks, Heads of Innovation and teams, Traders, Quants, Structurers, FinTech companies and more besides.

Benefits of attending:

  • Boost your contact list
  • The event will bring together the tech and financial worlds to create a framework for one to solve the needs of the other.
  • It will be a perfect place to network and do business with everyone you need, under one roof.
  • Keep up to date with this rapidly developing arm of the industry.
  • Join the debate
WBS Training are pleased to announce our latest dynamic conferences in the ever changing world of financial technology. The fees are set low so that in a world of tight budgets all can attend.

London Fees:

  • All 3 days: £750 + UK VAT
  • Blockchain Summit Only: £295 + UK VAT
  • Blockchain Summit + Day 1 Only: £545 + UK VAT
  • Main Conference: £545 + UK VAT
  • Attend Main Conference Day 1 Only: £295 + UK VAT
  • Attend Main Conference Day 2 Only: £295 + UK VAT

New York City Fees:

  • All 3 days: $1500
  • Workshop Day Only: $600
  • Workshop Day + Day 1 Only: $1100
  • Main Conference 2 Days: $1100
  • Attend Main Conference Day 1 Only: $600
  • Attend Main Conference Day 2 Only: $600

Limited places so book early!

Conference Speakers

London Conference

Blockchain Regulation & Compliance Summit

Wednesday 26th April 2017


08:30: Registration and Morning Welcome Coffee


09.00 – 09.45: Keynote Speech: Distributed Ledger Regulations & Compliance

 

 

 

 

Presenter: Siân Jones, Founder, European Digital Currency & Blockchain Technology Forum


09.45 – 10.30: Sandboxes Friend or Foe?

Presenter: Nicole Sandler: Vice President, Regulatory Policy, Barclays

  • What is Project Innovate?
  • The FCA’s sandbox consultation
  • The Regulatory Sandbox
  • The Virtual/Industry Sandbox
  • The Umbrella Company Sandbox
  • Other jurisdictions following the FCA’s lead –including MAS and the US

10.30 – 11.00: Morning Break and Networking Opportunities


11.00 – 11.45: KYC and Identity Management

  • See how data protection laws are changing and how individuals should be able to control the data consumed by 3rd parties linked to a transaction
  • Debate the practicalities of a national KYC blockchain and what that would actually look like as well as the privacy and security issues that this could pose
  • Discuss the ways in which a KYC blockchain could be implemented and the regulatory and compliance challenges that will need to be navigated

Presenter: Anish Mohammed: Lead Security Architect, HSBC


11.45 – 12.30Clearing and Settlement and Distributed Ledger Technology: A Legal and Regulatory Perspective

Presenters: Paul Vine: Partner, Norton Rose Fulbright

 

 

 

 

& Hannah Meakin: Partner, Norton Rose Fulbright

 

 

 

 


12.30 – 13.30: Lunch


13:30 – 14:15 Panel Discussion

Distributed Ledger Technology and the Law: Intellectual Property, Data Privacy, Liability and Disputes Resolution

Moderator: Peter McBurney: Professor of Computer Science and Head of the Department of Informatics, King’s College London 

 

 

Panelists: 

  • To be confirmed

14.15 – 15.00: The Regulatory Perspective on the use of Distributed Ledger Technology

 

 

 

 

 Presenter: Alex Batlin: Global Head of Emerging Business & Technology and Global Blockchain Lead, BNY Mellon


15.00 – 15.30 Afternoon Break and Networking Opportunities


15.30 – 16.15: Examining the Regulation and Compliance Challenges of Deploying Blockchain Technologies (To be confirmed)

 

 

 

 

Presenter: Peter Stephens: Blockchain | RegTech | Emerging Tech Innovation, UBS


16.15 – 17.00: Regulations & Compliance Panel

Moderator:

Siân Jones: Founder, European Digital Currency & Blockchain Technology Forum

 

 

 

Topics:

  • What are the potential compliance, operational, legal and regulatory implications of Distributed Ledger Technology?
  • Discuss how a streamlined clearing and settlements using distributed ledger technology could help to overcome regulatory hurdles and future challenges
  • Examining the regulation and compliance challenges of deploying blockchain technologies across industry
  • In the ever changing regulatory and compliance environment what do we expect from the regulators regarding cryptocurrencies and the Blockchain?
  • How will the regulators initially deal with DLT innovation?
  • Discuss how DLT might enhance, influence or hinder the regulators
  • Should regulators agree or not? DCN as the perfect Trade Repository
  • Could DLT help the regulators to foresee the next potential crisis, and how to react?
  • Will DLT technology radically change the regulatory landscape?
  • Discuss Cyber threat and risks, and associated regulatory challenges

Panel:

Nicole Sandler:Vice President, Regulatory Policy, Barclays

 

 

 

Peter Stephens: Blockchain | RegTech | Emerging Tech Innovation, UBS

 

 

 

Anish Mohammed: Lead Security Architect, HSBC

 

 

 

Alex Batlin: Global Head of Emerging Business & Technology and Global Blockchain Lead, BNY Mellon

 

 

Register Now

The 2nd Annual QuanTech Conference

Thursday 27th April: Distributed Ledger Technology Stream


08:30: Registration and Morning Welcome Coffee


09:00 – 09:45: Keynote speakers

FINTECH IN FINANCE: Changing Pricing Between Regulations and Fintech

  • RWA, FRTB and Leverage: the effects on the hedging business
  • Capital at the heart of Pricing: KVA under the P-measure
  • Is Fintech a way out? Machine learning for FRTB/IFRS9 and Blockchain for EMIR/MIFID?
  • A Blockchain case study

 Massimo Morini: ‎Head of Interest Rate and Credit Models, Gruppo Intesa Sanpaolo


09.45 – 10.30 Panel: The Future of Money & Finance

Moderator:
Nick Ayton: SmartLedger Labs, Blockchain-X


 

 

Topics:

  • What are the challenges and opportunities facing the finance industry due to the growing influence of new technologies?
  • What are the likely disruptive impact of these financial technology?
  • Discuss the impact of big data analytics and machine learning in the financial world
  • Is distributed ledgers technology the embryo of a bankless world or the real end of the crisis for banks?
  • Discuss the regulatory and compliance challenges that will need to be navigated
  • How banks can win this battle. Winning together or finish first?

Panelists

Sofus Mortensen, Chief Quantitative Analyst / Blockchain Technologist, Nordea Bank

 

 

 

 Massimo Morini, ‎Head of Interest Rate and Credit Models, Gruppo Intesa Sanpaolo

 

 

 

Jean-Marc Depinay: Executive Consultant – Data Scientist, ATOS

 

 

 

Erik Vynckier: Partner, InsurTech Venture Partners, Board member, Foresters Friendly Society


10.30 – 11.00: Morning Break and Networking Opportunities


Distributed Ledgers Technology Stream

Chair: Nick Ayton: SmartLedger Labs, Blockchain-X


11.00 – 11.45: “Update on Smart Contract Templates”

Presenter: Lee Braine: Investment Bank CTO Office, Barclays

  • “Smart Contract Templates” to connect legal agreements to corresponding business logic
  • Standardised agreements, straight-through processing, legal enforceability, simplified dispute resolution
  • Cost reduction, efficiency improvement, risk reduction
  • Open innovation and collaboration (ISDA, UCL, R3 consortium, etc)
  • Research papers and summits
  • Next steps

11.45 – 12.30: Blockchain re-defines Operating Models with Smart Contracts as the Secret Sauce

Presenter: Nick Ayton: SmartLedger Labs, Blockchain-X

  • Implementing Blockchain Operating Models
  • Blockchain as a >50% cost out play
  • Smart Contracts are the secret sauce

 


12.30 – 13.30: Lunch 


13.30 – 14.15: Universal Contracts – A framework for modelling financial smart contracts

Presenter: Sofus Mortensen, Chief Quantitative Analyst / Blockchain Technologist, Nordea Bank

  • Motivation behind
  • Benefits
  • Implementation in R3 Corda
  • The road ahead

14.15 – 15.00: “DAT or DLT? Distributed Automation Technology and the Future of Financial Market Infrastructure”

  • Automates business processes shared across multiple parties without the intermediation of a server
  • Based on Peer-to-Peer rather than Server-Server or Client-Server.
  • Full transparency of computations and processess.
  • Privacy without a “trusted” third-party host
  • Enables interoperability between different distributed systems without the adoption of common data exchange standards.
  • Enables new business models…challenges the platform model

Presenter: Robert Sams: CEO, Founder, Clearmatics


15.00 – 15.30 Afternoon Break and Networking Opportunities


15.30 – 16.15: Topic to be confirmed

Presenter: Topic to be confirmed


16.15 – 17.00: USE CASES:

“Blockchain Solutions: From Conceptualisation to Implementation”

Presenter: Peter Bidewell: Chief Marketing Officer, Applied Blockchain

  • Current state of blockchain development – focus on POCs and playing with the technology in a lab environment
  • Applied Blockchain focus – building solutions ready to launch into the public domain
  • Implications – building solutions that include the enterprise / regulatory requirements for live launch (security, privacy, interoperability, etc)
  • Exactly how we have used the technology to build solutions
  • Case study examples – several blockchain solutions covering banking, invoice financing, trade finance, aviation and energy.

Topic to be Confirmed:

Presenter: Darren Tseng: Cofounder & VP of Product, Adjoint

 

 

 

 


17.00 – 17.45: Distibuted Ledger Technology Panel

Moderator:

 

Sofus Mortensen, Chief Quantitative Analyst / Blockchain Technologist, Nordea Bank

 

Topics:

  • Do you see value in smart contracts to improve call processes?
  • Discuss the various types of potential smart contracts and smart contract platforms.
  • What are the roles of smart contracts in automated execution for derivatives trading.
  • How might smart contracts modernize financial products, such as mortgages?
  • How will personal and commercial insurance change with smart contracts?
  • Is there a demand? Can this technology increase customer satisfaction?
    • Discuss the pros and cons of DLT for settlements and how it could remove the reliance of intermediaries for clearing.
    • Can a Decentralized Clearing Network be better than a Centralized Counterparty?
    • Potentially what else can be shared and decentralized?
      • Execution, Settlement?
      • Even the Order Book?
  • Could the use of distributed ledger technology harmonise the regulatory difficulties on the world derivatives markets?
  • Will distributed ledger technology advancements include reduced collateral requirements?
  • What are the pain points for collateral management that distributed ledgers could potentially address?
  • The threat of disintermediation: will clearing and settlement services become obsolete? 
  • Facilitating the sharing economy: what will be the impact on P2P financial products?
  • Decentralised autonomous organizations: will this be the future? Who will benefit?
  • Will Distributed ledger technology accelerate the move to a cashless society
  • Will Distributed ledger change the established business models of financial institutions?
  • What will be the next big milestone for Distributed ledger technology?
  • How do timeframes for adoption vary across different areas of financial services?

Panel:

Lee Braine:Investment Bank CTO Office, Barclays

 

 

 

 

Robert Sams: CEO, Founder, Clearmatics

 

 

 

 

Yiseul Cho: Data Science, Blockchain, HSBC 

 

 

 

Peter Bidewell: Chief Marketing Officer, Applied Blockchain

 

 

 


18.00: Networking Reception

Stay and continue the day’s discussions and network with food and drink.

Register Now


Friday 28th April: Algorithmic Differentiation, Initial Margin Computation, and Numerical Optimization Stream


08:30: Registration and Morning Welcome Coffee


09:00 – 09:40: Keynote speaker: The Global State of the Fintech Industry

Susanne Chishti: CEO, FINTECH Circle 


09:40 – 10:20
Panel: The Evolution of Quantitative Finance in The Fintech World

Moderator:
Susanne Chishti:
CEO, FINTECH Circle

 

 

 

Topics:

  • What are the opportunities for quants in the new Fintech world?
  • Are regulations taking over and changing the role of the quant? 

Panelists:

Andrew Green: Managing Director, XVA Lead Quant, Scotiabank (To be confirmed)

 

 

 

Paul Bilokon: Head of MET Credit Quants, Deutsche Bank

 

 

 

Ignacio Ruiz: Founder & CEO, MoCaX Intelligence

 

 

 

Tomaso Aste: Head Financial Computing & Analytics Group, University College London

 

 

 


10.20 – 10.50: Morning Break and Networking Opportunities


Algorithmic Differentiation, Initial Margin Computation, and Numerical Optimization Stream

Chair: Uwe Naumann: Professor for Computer Science, RWTH Aachen University (To be confirmed)


10.50 – 11.30: Extreme XVA: GPU + AD

Presenter: Andrew Green: Managing Director, XVA Lead Quant, Scotiabank (To be confirmed)

  • XVA is one of the most computationally intensive calculations in finance
    • Hence it requires innovative high performance computing solution
  • Identifying the performance critical stages in XVA Calculations
  • Algorithmic Differentiation – a potential performance solution?
  • Why straight-line performance is still needed
  • Coding for GPU cards

11.30 – 12.15: The Probability Matrix Method for XVA 

Presenter: Martin Engblom: Business Development Manager, TriOptima

  • Introduction to the Probability Matrix Method
  • Handling standard and exotic pay-off types
  • Efficient simulation of counterparty credit risk
  • The Hybrid-AD approach for fast sensitivities

12.15 – 13.00: Does Bilateral Initial Margin Eliminate Counterparty Risk?

Presenter: Alexander Sokol: CEO and Head of Quant Research, CompatibL

  • The stated purpose of BCBS-IOSCO bilateral initial margin is to eliminate the counterparty risk that remains even when the variation margin threshold is zero due to the presence of MPoR
  • However, when the mechanics of trade and margin flows under ISDA/CSA is taken into account, the residual counterparty credit risk under IM turns out to be much larger than previously thought
  • The use of payment-vs-payment (PvP) services for margin flow payments is proposed to eliminate the residual counterparty risk under IM

13.00 – 14.00: Lunch 


14.00 – 14.45: AAD & Leas Squares Monte Carlo: Fast XVA & Bermudan Greeks

Presenter: To be confirmed


14.45 – 15.30: Meta Adjoint Programming

Presenter: Uwe Naumann: Professor for Computer Science, RWTH Aachen University

  • Tapeless adjoint on GPU through dco/map
  • GPU adjoints with same performance as hand-coded adjoints
  • “peaceful” co-existence of adjoints on both CPU and GPU

 


15.30 – 15.40 Afternoon Break and Networking Opportunities


15.40 – 16.10: Algorithmic Differentiation, Initial Margin Computation, and Numerical Optimization Panel

  • Initial Margin, a push for more model standardization? Good or bad?
  • Discuss Implementing SIMM for Non Cleared Initial Margin Rules
  • Understand the impacts of initial margin, bi-lateral initial margin and MVA on business models
  • What are new numerical tricks to accelerate XVA’s calculations?
  • The relative strengths and weaknesses of forward vs. reverse AD mode in practical calculations
  • The latest advances in AAD for Monte Carlo and American Monte Carlo
  • Practical Implementation of AAD “GPU vs. AAD”
  • GPUs and AAD are not mutually exclusive – you can do both
  • XVA Risk can be done using AAD but regulators and others clearly favour full revaluation for risk and stress testing

Moderator:

  • To be confirmed

Panel:

  • Alexander Sokol: CEO and Head of Quant Research, CompatibL
  • Uwe Naumann: Professor for Computer Science, RWTH Aachen University
  • Martin Engblom: Business Development Manager, TriOptima
  • Other Panelists to be confirmed

END OF CONFERENCE

Register Now

The 2nd Annual QuanTech Conference

Thursday 27th April: Machine Learning, Big Data, IoT & HPC Stream


08:30: Registration and Morning Welcome Coffee


09:00 – 09:45: Keynote speakers

FINTECH IN FINANCE: Changing Pricing Between Regulations and Fintech

  • RWA, FRTB and Leverage: the effects on the hedging business
  • Capital at the heart of Pricing: KVA under the P-measure
  • Is Fintech a way out? Machine learning for FRTB/IFRS9 and Blockchain for EMIR/MIFID?
  • A Blockchain case study

 Massimo Morini, ‎Head of Interest Rate and Credit Models, BANCA IMI


09.45 – 10.30 Panel: The Future of Money & Finance

Moderator:
Nick Ayton: SmartLedger Labs, Blockchain-X

 

 

 

Topics:

  • What are the challenges and opportunities facing the finance industry due to the growing influence of new technologies?
  • What are the likely disruptive impact of these financial technology?
  • Discuss the impact of big data analytics and machine learning in the financial world
  • Is distributed ledgers technology the embryo of a bankless world or the real end of the crisis for banks?
  • Discuss the regulatory and compliance challenges that will need to be navigated
  • How banks can win this battle. Winning together or finish first?

Panelists

Sofus Mortensen, Chief Quantitative Analyst / Blockchain Technologist, Nordea Bank

 

 

 

 Massimo Morini, ‎Head of Interest Rate and Credit Models, BANCA IMI

 

 

 

Jean-Marc Depinay: Executive Consultant – Data Scientist, ATOS

 

 

 

Erik Vynckier: Partner, InsurTech Venture Partners, Board member, Foresters Friendly Society

 


10.30 – 11.00: Morning Break and Networking Opportunities


Machine Learning, Big Data, IoT & HPC Stream

Chair: Erik Vynckier: Partner, InsurTech Venture Partners, Board member, Foresters Friendly Society


11.00 – 11.45: Big Data and the Internet of Things – A revolution in insurance?

Presenter: Erik Vynckier: Partner, InsurTech Venture Partners, Board member, Foresters Friendly Society

  • Disruption of the insurance value chain
  • How to embed innovation
  • InsurTech pathways to growth

11.45 – 12.30: Topic to be confirmed

 

Presenter: Ruben Moral: Director, Management Solutions UK (To be confirmed)


12.30 – 13.30: Lunch


13.30 – 14.15: Improving Accessibility of Advanced Analytics for Business End-Users

Presenter: Aamir Vazir: CEO & Co-Founder, Algocell

  •  Analytics technology has changed dramatically, creating a risk that many analytical end-users and organizations are left behind as they continue to depend on familiar tools, particularly spreadsheets and dynamic scripting languages
  • The winding down of Moore’s Law is leading to increasingly complex processors, such as multi-core CPUs, GPUs, FPGAs, with dramatic increases in programming complexity
  • Cloud computing can significantly reduce infrastructure cost of analytics, but increases implementation complexity of analytics applications
  • Statistical data analytics methods are being overthrown by innovations such as Deep Neural Networks, again with an associated increase in programming complexity
  • Very large, semi-structured, and/or real-time business data sets require specialized Big Data platforms for analysis, further increasing the gap between analytical business end-user and technology
  • Some analytics innovations, such as Algorithmic Differentiation, require compiler-level support and represent a new level of implementation challenges
  • I will describe how specific innovations in End-User Computing can overcome these challenges, reducing the complexity and cost of advanced analytics while making such analytics accessible to a wider range of end-users

14.15 – 15.00: Challenges for Big Data Analysis in the Post-Crisis Regulatory Environmentment

Presenter: Ulrich Nögel: Co-Founder, Analytics – big xyt

The deep impact of the financial crisis on the finanical system shaped a new regulatory environment, which not only affects market structure and players but additionally leads to new and unimagined challenges for finanical infrastructure and requirements for managing large data sets.

Particular MiFID 2 involves some key aspects which yield to new challenges in managing big data.

Some of key elements of MiFID 2 are outlined, with some particular emphasis on transaction cost analysis (TCA) together with the technical challenges in the implementation and examples and visualisation from selected asset classes.


15.00 – 15.30: Afternoon Break and Networking Opportunities


15.30 – 16.15: “Technology Advantage”

Presenter: Jean-Marc Depinay: Executive Consultant – Data Scientist, ATOS

In a world where constraints are constantly increasing with regulations, complains, legal disputes, customers more demanding, volatile, and changing, competition harder… Cost control and agility ‘IS’ paramount…


16.15 – 17.00: Applying Advanced Machine Learning Techniques in Risk Management

Presenter: Topic to be confirmed


17.00 – 17.45: Big Data for Trading and Risk Management Panel

Moderator:

Jean-Marc Depinay: Executive Consultant – Data Scientist, ATOS

 

 

 

Topics:

  • How can quants successfully interface with Big Data?
  • Discuss how to quantify Big Data the opportunities
  • Big Data in trading: is it about measuring implementation costs or generating alpha through smart, or at least data-intensive, algorithms?
  • Big Data in the fixed income markets (rates, currencies, bonds, credit): differences of overthe- counter markets to order-book driven equity markets?
  • Big Data from consumer and producer markets: input into financial strategies?
  • Regulations & compliance – can Big Data help you prove best execution?
  • Big Data for the regulators: looking for systemic risk in the reporting data? Who-infects-who?
  • “Data: Challenges and key asset in a disruptive world…”
    • Data Sources for a comprehensive intelligence
    • Data quality and Governance to keep the business laser focused
    • Data processing and Technology to be the disrupter…
      1. Big Data
    • Don’t get stuck on data but the powerful vision and strategy data led…
  • The next frontier of big data generation in capital markets?

Panel:

Aamir Vazir: CEO & Co-Founder, Algocell

 

 

 

Ulrich Nögel: Co-Founder, Analytics – big xyt

 

 

 

  • Ruben Moral: Director, Management Solutions UK (To be confirmed)
  • Other Panelists to be confirmed

18.00: Networking Reception

Stay and continue the day’s discussions and network with food and drink.

Register Now


 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


 Friday 28th April: Machine Learning, IoT, Big Data & HPC Stream


08:30: Registration and Morning Welcome Coffee


09:00 – 09:40: Keynote speaker: The Global State of the Fintech Industry

Susanne Chishti: CEO, FINTECH Circle 


09:40 – 10:20
Panel: The Evolution of Quantitative Finance in The Fintech World

Moderator:
Susanne Chishti:
CEO, FINTECH Circle

 

 

 

Topics:

  • What are the opportunities for quants in the new Fintech world?
  • Are regulations taking over and changing the role of the quant? 

Panelists:

Andrew Green: Managing Director, XVA Lead Quant, Scotiabank (To be confirmed)

 

 


Paul Bilokon: Head of MET Credit Quants, Deutsche Bank

 

 

 

Ignacio Ruiz: Founder & CEO, MoCaX Intelligence

 

 

 

Tomaso Aste: Head Financial Computing & Analytics Group, University College London

 

 


10.20 – 10.50: Morning Break and Networking Opportunities


Machine Learning, Big Data, IoT & HPC Stream

Chair: Paul Bilokon: Head of MET Credit Quants, Deutsche Bank (To be confirmed)


10.50 – 11.30: Kdb+/q, HFT, & Machine Learning

 

 

 

Presenter: Paul Bilokon: Head of MET Credit Quants, Deutsche Bank


11.30 – 12.15: A Novel Approach for Dynamic SIMM Simulation

  • The Algorithmic Greeks Acceleration (AGA) + Portfolio Pricing Compression (PPC)
  • DeltaMargin, VegaMagin and Curvature Margin simulation
  • Orthogonal decomposition of SIMM sensitivities
  • Computational Implementation: we implement the solution to a realistic sample portfolio of swaps, bermudan swaptions and other exotic trades
  • How to do full SIMM simulation (no proxies) of complex portfolios ultra-fast
  • Incremental MVA, ultra-fast

Presenter: Ignacio Ruiz: Founder & CEO, MoCaX Intelligence


12.15 – 13.00: Predictive Modeling for a Complex World

Presenter: Tomaso Aste: Head Financial Computing & Analytics Group, University College London

Abstract:

Understanding and modeling the complex nature of markets, peoples and societies have become a crucial challenge with great practical impact. The current ICT revolution has provided unprecedented access to large amount of data for modeling and forecasting. However, analyzing, understanding, filtering and making use of such a large amount of data have also become a challenge in itself.

I will present scalable methodologies based on the combination of network theory, statistical physics, data science, multiscale analysis and computational methods to unwind complexity and produce robust and meaningful models that are capable to make reliable predictions. I will illustrate the use of these techniques for risk assessment, stress testing and forecasting.


13.00 – 14.00: Lunch 


14.00 – 14.45: Application of Machine Learning Techniques to the MVA Optimisation Problem

  • MVA calculation
  • MVA optimisation
  • Why machine learning?
  • The choice of machine learning algorithm
  • Genetic algorithm
  • Particle swarm optimisation

Presenter: Alexei Kondratyev: Managing Director, Financial Markets, Standard Chartered Bank


14.45 – 15.30: “Machine Learning for Tactical Asset Allocation Decisions”

Presenter: Grigorios Papamanousakis: Deputy Head of Systematic Asset Solutions, Aberdeen Asset Management

 

 


15.30 – 15.40 Afternoon Break and Networking Opportunities


15.40 – 16.10: Machine Learning / HPC Panel

Topics:

  • To be confirmed

Moderator:

Paul Bilokon: Head of MET Credit Quants, Deutsche Bank

 

 

 

 

Panel:

Alexei Kondratyev: Managing Director, Financial Markets, Standard Chartered Bank

 

 

 

Grigorios Papamanousakis: Deputy Head of Systematic Asset Solutions, Aberdeen Asset Management

 

 

 

  • Other Panellists to be confirmed

END OF CONFERENCE

Register Now

New York Conference

Wednesday May 3rd: Workshop Day: Blockchain Technology

Workshop: Blockchain Technology

Presenter: Sol Steinberg: Founding Principle, OTC Partners & Regional Director at PRMIA – Professional Risk Managers’ International Association

Understanding how the technology can bring real value to financial organizations

Blockchain technology carries a promise of great opportunity, efficiency, and fairness in business operations and governance for an entire struggling planet. Blockchain technology should be integrated broadly and uniformly across society and within as many existing institutions as possible. Blockchain development should not be the exclusive domain of a single sector, such as banking. Nor should Blockchain development reflect priorities of highest ROI from VC start-ups. The primary objective of Blockchain technology must be to reduce the cost of capital by decentralizing risk, not necessarily money. Blockchain innovation can then be applied broadly, evenly, and intentionally across the economy. This makes sense because when building anything complex or important, one logical piece needs to go in front of the next logical piece regardless of it’s individual ROI, because the collective ROI is the true basis of valuation Bitcoin. Ethereum. Hyperledger. With all the cryptocurrency buzzwords flying around, it is hard to get to the core of all of these technologies. The essential piece that serves as the underlying mechanism of all these technologies is blockchain. Blockchain is a decentralized, trustless, distributed ledger technology that was popularized by the Bitcoin global cryptocurrency platform. This course will cover the fundamentals of blockchain technology, including the three core layers of a blockchain and the three types of blockchains.

We’ll also address the important questions about Bitcoin, such as:

How does Bitcoin work? What makes Bitcoin different? How secure are your Bitcoins? How anonymous are Bitcoin users? What determines the price of Bitcoins? Can cryptocurrencies be regulated? What might the future hold?

After this course, you’ll know everything you need to be able to separate fact from fiction when reading claims about Blockchain, Bitcoin and other cryptocurrencies. You’ll have the conceptual foundations you need to engineer secure software that interacts with the Bitcoin network. And you’ll be able to integrate ideas from Bitcoin in your own projects. This course is appropriate for technologists who are interested in the technology and business owners who are looking to understand the technology on a deeper level.

Register Now

New York Conference Day 1: Thursday May 4th

NEW YORK CITY VENUE

New York Conference Location Downtown Conference Center,
157 William Street New York, NY 10038 USA


08:30: Registration and Morning Welcome Coffee


09.00 – 09.45: Keynote Speech

Presenter: Richard Johnson: Senior Analyst, Greenwich Associates

 

 

 


09.45 – 10.30: Innovation in Capital Markets

Presenter: Carlo di Florio: Chief Risk & Strategy Officer: Financial Industry Regulatory Authority (FINRA)

  • Seeing beyond the hype: which problems can Distributed ledger applications realistically solve?
  • What is driving investment in Distributed ledger within the financial services?
  • How will ownership of and responsibility for Distributed ledger architectures develop?
  • Disrupt or be disrupted? What could be the cost of not investing in Distributed ledger?

10.30 – 11.00: Morning Break and Networking Opportunities


11.00 – 11.45: Topic to be Confirmed

Presenter: Brad J. Bailey: Research Director, Capital Markets, Celent

 

 

 

 


11.45 – 12.30: Panel: Industry Leaders at the Forefront of Distributed Ledger Developments 

Moderator:

Bartt Charles Kellermann: CEO, Global Capital Acquisition


 

 

  • Exploring the key strategic implications of the technology
  • A discussion on the future of Distributed ledger in financial services
  • Critically evaluating its potential impact
  • Scope and timeline of implementations

Panel:

Richard Johnson: Senior Analyst, Greenwich Associates

 

 

 

Pinar Emirdag: Head of Digital Product Development and Innovation, State Street

 

 

 

Brad J. Bailey: Research Director, Capital Markets, Celent

 

 

 


12.30 – 13.30: Lunch


13.30 – 14.15: Decentralization and the Wider Impacts of Distributed Ledger Technology

Presenter: Pinar Emirdag: Head of Digital Product Development and Innovation, State Street

  • What are the drivers of decentralization in financial services?
  • The threat of disintermediation: will clearing and settlement services become obsolete? 
  • Facilitating the sharing economy: what will be the impact on P2P financial products?
  • Decentralized autonomous organizations: will this be the future? Who will benefit?
  • Will Distributed ledger technology accelerate the move to a cashless society?

14.15 – 15.15: Topic to be Confirmed 

Presenter: Cristina Dolan: Internet Pioneer, Co-Founder, OneMain.com,  Blockchain Expert

 

 

 


15.15 – 16.00: Predicting the Future of Distributed Ledger in Financial Services

Presenter: Joseph Plastina: Strategy & Business Development, Broadridge

  • Will Distributed ledger change the established business models of financial institutions?
  • What will be the next big milestone for Distributed ledger technology?
  • Which use cases will prove to be scalable for large financial institutions?
  • How do timeframes for adoption vary across different areas of financial services?

16.00 – 16.30 Afternoon Break and Networking Opportunities


16.30 – 17.15: Evaluating the Potential of Smart Contracts (to be confirmed)

Presenter: Sean Barclay: Interactive Creative Director, IBM Blockchain

  • Where will the first viable use cases emerge? 
  • How might smart contracts modernize financial products, such as mortgages?
  • How will personal and commercial insurance change with smart contracts?
  • Will the combination of IoT data and smart contracts revolutionize automation?
  • Coding the agreement: what shifts in culture and mentality are needed?
  • How will smart contracts be incorporated into the existing legal framework?
  • Is there a demand? Can this technology increase customer satisfaction?

17.15 – 18.00: Panel: Smart Contracts

Moderator:

Bartt Charles Kellermann: CEO, Global Capital Acquisition

 

 

 

  • How will the financial markets be changed by smart contracts
  • Do you see value in smart contracts to improve call processes?
  • Discuss the various types of potential smart contracts and smart contract platforms.
  • What are the roles of smart contracts in automated execution for derivatives trading.
  • How might smart contracts modernize financial products, such as mortgages?
  • How will personal and commercial insurance change with smart contracts?

Panel:

Chris Brodersen: Blockchain Practice & Research Lead, Accenture

 

 

 

Sean Barclay: Interactive Creative Director, IBM Blockchain

 

 

 

Joseph Plastina: Strategy & Business Development, Broadridge

 

 

 

Pinar Emirdag: Head of Digital Product Development and Innovation, State Street

 

 


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New York Conference Day 2: Friday May 5th

NEW YORK CITY VENUE

New York Conference Location Downtown Conference Center,
157 William Street New York, NY 10038 USA


08:30: Morning Welcome Coffee


09.00 – 09.45: Keynote Speech: Introduction to Distributed Ledger – Distributed Ledger in the Future

Presenter: Caitlin Long: Chairman of the Board & President, Symbiont.io 

  • Blockchain technology, which combines smart contracts and distributed ledger technology, is a white hot topic on the sell-side — but it’s increasingly being driven by the buy-side.  
  • Hear what it is
  • Hear how it can drive down capital requirements for traders and, consequently, trading costs.
  • Get an update on where its implementation stands and which markets are most likely to be impacted first (e.g., syndicated loans, foreign exchange, repo), next (e.g., ABS, private securities, CMBS, corporates) and last (e.g., MBS, public equities, Treasuries)
  • Is it overhyped?  Hear an honest assessment from a keynote speaker who jumped from Wall St to a start-up

09.45 – 10.30: Key Challenges for Blockchain Adoption; Strategies to Help Successful Implementation

Presenter: Ron Quaranta: Chairman, Wall Street Blockchain Alliance

  • What are the biggest impediments to blockchain adoption?
  • How to get your blockchain POC funded?
  • What does it take to make a successful implementation?
  • Moving from POC to production – what does it take?

 


10.30 – 11.00: Morning Break and Networking Opportunities


11.00 – 11.45: Keys to Adoption

Presenter:  John Avery: Director, Client & Industry Engagement, Derivatives Utility, FIS

  • Re-imagine the world’s most fundamental business properties
  • Open, develop and adopt.
  • Distributed ledger must be open and also must be made ready for business
  • Developers to build Distributed ledger-based applications, smart contracts; adopting Distributed ledger incrementally

11.45 – 12.30: What are the Challenges for the Financial Industry with early Blockchain Implementation?

Moderator:

Donald Wesnofske: Consultant, Risk Officer, Inc.

 

 

 

Panel:

Ron Quaranta: Chairman, Wall Street Blockchain Alliance

 

 

 

Bob Bonomo: Founder & CEO, Blockchain Innovation Group

 

 

 

Caitlin Long: Chairman of the Board & President, Symbiont.io 

 

 

 

John Avery: Director, Client & Industry Engagement, Derivatives Utility, FIS

 

 

 


12.30 – 13.30: Lunch


13.30 – 14.15: Digital Authentication: How can Distributed ledger aid Compliance with KYC and AML Regulation?

Presenter: Juan Llanos: Blockchain/Fintech/Compliance Executive & Advisor

 

 

 

 


14.15 – 15.00: Distributed Ledger in Payments

Presenter: Jack Kiernan: Head of Business Development at Case Wallet Inc.

 

 

 


15.00 – 15.15: Afternoon Break and Networking Opportunities


15.15 – 15.45: Cryptocurrency and Blockchain: The Buy Side Perspective

Presenter: Chris Burniske: Blockchain Products Lead, ARK Investment Management LLC

  • Teasing apart the technology and the assets in the blockchain opportunity
  • Investigating the current state of the broader cryptocurrency markets
  • Deep dive into bitcoin in the context of modern portfolio theory

15.15 – 15.45: Cryptocurrency and Blockchain

Presenter: Bryant Nielson: Executive Director, The Blockchain Academy (To be confirmed)

 

 

 

 


15.15 – 16.00: Panel: Genuine Distributed Ledger Use Cases

Moderator:

Donald Wesnofske: Consultant, Risk Officer, Inc.

 

 

 

Panel:

Adam Stradling: Co-owner, Bitcoin.com

 

 

 

Jacob Dienelt: Managing Director, Digital Asset Group, BKCM, LLC

 

 

 

Jason Leibowitz: Founder, LeboBTC Ledger Group

 

 

 


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Sponsors

There are limited sponsorship opportunities for this event so please contact neil@wbstraining.com
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Clearmatics is developing the next-generation clearing machines for financial OTC markets. Our blockchain platform brings together custodians and end-users on a single platform, where members can settle securities trades and automate the performance of derivatives and other financial contracts using our Decentralised Clearing Network (DCN) technology.



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EDCAB - European Digital Currency & Blockchain Technology Forum is a public policy platform for virtual currencies and distributed ledger technology.

EDCAB is at Rue Chares Martel, 6-8, 1000 Brussels, Belgium and can be reached using our contact form or by phone: +32 2 588 7232.

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MoCaX Intelligence is a new-to-the-market algorithm that accelerates existing Risk Engines without the need for complex systems development or expensive hardware upgrades. MoCaX removes the pricing step bottle-neck that often uses over 90% of computational effort in existing engines and increases capabilities by several orders of magnitude with no loss of accuracy.

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CompatibL is a software integrator and consultancy specializing in CVA/FVA/PFE, limits, and Basel compliance. CompatibL’s unique blend of expertise in quantitative and engineering aspects of the project makes us an ideal partner for complex implementations involving advanced Monte Carlo analytics and complex trade, market, and reference data. Our customers are some of the most respected firms in the financial industry including 4 dealers, 3 supranationals, over 20 central banks, and 3 major financial technology vendors.

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The NAG Library and Algorithmic Differentiation software tools are used extensively by the financial services community. The majority of Tier 1 Investment Banks use the NAG Library embedding it within their own quant analytics libraries and related applications. As leading provider of Algorithmic Differentiation software tools and related services we have pioneered in pushing boundaries combining Adjoint technology with accelerators. Our solutions help clients implement adjoints into their quant libraries including specialist implementations such as CVA on GPUs.

As a not-for-profit company, NAG reinvests surpluses into the research and development of its products, services, staff and its collaborations.”

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TriOptima provides risk management services for OTC derivatives, reducing costs and eliminating operational and credit risk through a range of services.

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triCalculate for the complete spectrum of counterparty credit risk analytics leveraging state-of-the-art massively parallel computing devices

TriOptima maintains offices in London, New York, Singapore, Stockholm, and Tokyo.

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Distributed: The Distributed Ledger provides essential education and intelligence covering the development, deployment and application of blockchains and distributed ledgers.https://godistributed.com/

Bitcoin Magazine: Bitcoin Magazine is the original source of information, news and commentary about Bitcoin, the blockchain and digital currencies.https://bitcoinmagazine.com/

yBitcoin: yBitcoin is a trusted and educational introductory primer into the world of Bitcoin and the blockchain since 2013.https://ybitcoin.com/

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Over the years, financial professionals around the world have looked to Wiley and the Wiley Finance series with its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley continues to respond.



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Brave New Coin (BNC) is a Data & Research company who has built a superior Market-Data Engine for the Blockchain & Digital Equities industry. We collect, process & index live data from over 100 trading platforms in real-time to produce a number useful data tools for Developers, Traders & Enterprise. 



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CIOReview is a technology magazine that talks about the enterprise solutions that can redefine the business goals of enterprises tomorrow. It is the leading source that shares innovative enterprise solutions developed by established solutions providers, upcoming hot enterprises and is a neutral source for technology decision makers. Published from Fremont, California, CIOReview is an excellent platform for the enterprise to showcase their innovative solutions.