FOW returns for the ninth edition of Derivatives World CEE, central and eastern Europe’s largest derivatives event. Join over 240 delegates, including those from banks, buysides, regulators and prop trading firms, for an informative day of discussion and networking amongst key figures within the region and wider Europe.
9:00 Welcome address
9:10 Keynote address
Senior representative from Warsaw Stock Exchange
9:30 Brexit – what does it mean for the UK and for European capital markets?
The vote by 52% of voters in the UK to leave the European Union sent shockwaves across global markets. It will be years before the full implications of the vote are clear but it is certain to impact the European and CEE markets.
– Is Brexit an advantage for European markets?
– What will a post-Brexit UK look like?
– How can Poland attract business from the UK?
– What will be the ultimate state of play?
Moderator:
Krzysztof Jajuga, Professor and Director, Wroclaw University of Economics
Carolyn Jackson, Partner, Katten Muchin Rosenman
Jaroslaw Janecki, Chief Economist, Societe Generale
Piotr Bujak, Chief Economist, Head of Economic Research, PKO Bank Polski
Zbigniew Minda, Vice Director, Financial Markets Department, Ministry of Finance, Poland
10:15 Coffee break
10:45: Colocation and HFT – market impact and how you can get ahead
Colocation and low latency trading are essential components of a modern market. High-frequency and algorithmic trading brings liquidity and tighter spreads to a market as well as offering local firms the opportunity to upgrade their trading strategies.
– What impact does high-frequency trading have on a market?
– How does colocation work in practice? What investment is needed to collocate?
– How can firms automate more of their trading strategies?
– Will the growth of HFT increase liquidity on Polish markets?
Moderator:
Peter van Kleef, Managing Director, Lakeview Capital Market Services
Richard de Bruijn, Regional Sales Director Principal Trading Groups, ABN AMRO Clearing Bank
Senior representative from Warsaw Stock Exchange
Piotr Smolen, CEO, Turbine Analytics
Other panellists to be announced
11:30 Presentation: Trade and transaction reporting complexities under MiFID II and the EMIR rewrite
Mark Kelly, Director of Professional Services, Abide Financial
11:45 Clearing – the OTC clearing mandate and the impact on the market
The Emir clearing mandate to clear OTC derivatives is coming into force across Europe during this year and next. With Category 1 and 2 firms up and running by November the challenge of the larger and more diverse Category 3 firms awaits. This panel will look at the impact of OTC clearing on the market and what lessons have been learned from the early stages.
– How have firms across the region dealt with the introduction of the mandate?
– What are the implications for the mandate of Polish Zloty clearing?
– How can firms find collateral efficiencies?
– Will OTC clearing push more contracts onto futures exchanges?
Moderator: tbc
Nick Chaudhry, Head of OTC Client Clearing, Commerzbank
Monika Przybylik, Risk Management Expert, KDPW_CCP
Wojciech Jachimiak, Director of Risk Management, TFI Capital Partners
Other panellists to be announced
12:30 Lunch
13:30 Keynote address
Reinier van Dam, Global Head Product & Network Management, ABN AMRO Clearing Bank
13:45 Building liquidity in derivatives markets
Exchanges across the CEE are seeking to bring more trading onto their platforms from the OTC markets and grow local participation. This panel will look at how recent initiatives and contract launches are impacting liquidity and what more could be done be done to increase participation on derivatives markets.
– What products have recently experienced growth?
– What steps are exchanges taking to increase liquidity?
– How can exchange members help increase participation?
– What opportunities are there for the market today?
Moderator:
Will Mitting, Publisher, FOW Group
Pawel Szczepanski, Head of Sales, Erste
Tomasz Kwiatek, Deputy Managing Director, OSTC Poland
Senior representative from Warsaw Stock Exchange
Other panellists to be announced
14:35 Mitigating the rising costs of trading
Increased costs and complexity in the market resulting from the introduction of Mifid II will coincide with low interest rates and in some markets lower client demand. All this creates additional pressure for market participants who will need to manage costs like never before. This panel will look at where the major costs lie and how they can be mitigated.
– What are the major costs of implementing Mifid II?
– Where are the key pressure for market participants today?
– How can firms manage costs and increase efficiency?
– Is consolidation of the Polish brokerage market desirable or inevitable?
Moderator:
Luke Jeffs, Editor, FOW Group
Philippe Carre, Global Head of Business Development, Ullink
Andrzej Szadkowski, Managing Director, BNP Paribas Securities Services
Adam Lukojc, Portfolio Manager, Skarbiec TFI
Other panellists to be announced
15:25 Coffee break
15:45 Derivatives masterclass
– Single stock futures
– Options
– Interest rate futures
– Electronic trading
Filip Duszczyk, Account Manager, GPW
Gareth Ryan, Managing Director, IUR Capital
Gary Delany, Director, European Marketing at Options Industry Council
17:30 Drinks reception
Full details & booking: http://www.fow.com/events/details/9065/derivatives-world-central-and-eastern-europe/agenda.html
