Tuesday, 18 May 2010 16:00 – 17:15 (GMT)
Sponsored by Interactive Data
A new best practice in pricing is emerging and financial institutions will continue to invest in valuations processes and technology to produce independent and verifiable valuations for all types of financial assets.
In a roundtable discussion, industry experts will examine how pricing and valuation processes and technology has evolved since the credit crisis hit in 2008. The group will review how financial institutions have revamped methods for pricing positions and portfolios in response to increased pressure from regulators, institutional clients and the industry at large. Financial institutions of all types must continue to improve pricing procedures to keep up with the changes in accounting standards, regulation, risk management practices and technology as these areas will all influence the next phase of development in valuation best practice.
Key topics include:
-What are the major drivers behind a revamp of valuation processes?
-What are the new influences affecting valuations processes in 2010?
-How have financial institutions improved pricing procedures in recent months?
-What is new best practice for valuation processes? What is standard?
-How has the role of data management in building a better valuation process changed?
-What are the new tools and technology used to improve pricing accuracy and the delivery of this data for use in risk management purposes?
-How have valuation service providers (vendors) improve tools and technology to better support their clients?
-What are the differentiators for data and valuations providers? How should a firm compare service offerings?
-What should fund administrators know in order to keep up with their client needs?
What are the main trends that will affect valuations processes in 2010 and beyond?
Format: Webinar
Date: 18 May 2010
16.00-17.15 BST (London/Dublin)
17.00-18.15 CET (Paris/Berlin)
11.00-12.15 EST (New York/Boston)
08.00-09.15 PST (San Francisco/Los Angeles)
Moderated by:
Julia Schieffer, Founder & Editor-in-Chief, DerivSource
Panellists:
Stephen Ingle, Derivatives Product Manager, BNY Mellon Asset Servicing
John Jay, Senior Analyst, Aite Group
Anthony Belcher, Director – European Fixed Income, Interactive Data
Michelle McCarthy, Buy Side Chief Risk Officer
Additional speakers representing the buy-side to be confirmed shortly.
For questions regarding the programme or speakers, please contact Julia Schieffer on julia@derivsource.com.
Who should attend?
– Asset managers & hedge funds
– Pensions funds
– Corporates and End investors
– Fund administrators & Custodian banks
– Prime brokers
– Software vendors
