Evaluating New Methods Of Trading
360 Perspective: What are the business requirements for the buy side to transition from a price taker to a price maker?
Head of US Fixed Income Trading,
Deutsche Asset Management
Head of Fixed Income Trading,
Norges Bank Investment Management
Formerly Head of Fixed Income Trading - US,
Formerly Aberdeen Asset Management
- Buy side as price makers- What tools do the buy side need to advance their price making capabilities?
- What has changed in the buy sides workflow and how are they defining liquidity and making prices?
- The do’s and don’ts- What is the functional underpinning of pricing and how can you create a methodology for accurate pricing?
- Discovery methodology- How can you find out who has bonds, how to get them and the potential impact on pricing if they start to trade?
- Pricing illiquid funds- With limited data points is it possible to create reliable and accurate prices yourself?
Synergy Workshop: What makes a credible TCA system? Outlining the building blocks for obtaining reliable pre and post trade fixed income TCA
- How should the buy side look at fixed income TCA and what is their methodology?
- How can you implement fixed income TCA to meet your execution needs?
- What types of fixed income TCA models are being developed and how are they different to other asset classes?
- Can a reliable fixed income TCA model encompass the full fixed income product range or should you use different TCA methodology for different products?
- Is there the appropriate level of reference data within fixed income to create a reliable TCA methodology?
- Pre and post trade TCA- How to use TCA to measure your trading performance
Adapting To A New Derivatives Market Order
360 Perspective: Opening the door to OTC ‘All to All’- What are the structural impediments restricting the evolution of the OTC markets and what can be a catalyst for change?
Senior Executive and Relationship Manager,
Milepost Capital Management
Fixed Income Trading Vice President,
T. Rowe Price
- Trade execution in swaps- Is a dominant ‘order book’ beyond the realms of possibility in OTC trading?
- Do the buy side desire more access to IDB liquidity and if so how can this be achieved?
- The growth of D2C volumes for swaps- How are these venues adapting to offer new models of execution to the buy side?
- With traditional incumbents dominating, how can any market utility change behaviour to shift liquidity to a new venue?
- The future of SEF trading- Do the buy side have the appetite to trade on an order book over RFQ in the long term?
David B. Weiss is a senior analyst with Aite Group, with more than five years’ experience covering multi-asset market structure, global derivatives, electronic trading, global financial regulation, and capital markets intellectual property, all with a subtle undercurrent of trading technology.
Mr. Weiss brings to Aite Group over 10
Preparing for OTC Derivative Reforms
Synergy Workshop: New trading, clearing and collateral requirements-How can small and large buy side firms practically pr
The OTC Partners
- Where are the current clearing proposals up to and how will you be impacted?
- Uncleared swaps- How will they be handled under the new mandate?
- What are documentation protocols associated with central clearing and who can help with this?
- Moving systematic risk- What are the recovery and resolution rules for CCP’s themselves?
- Swaps trading in Europe- How do the mandatory trading rules in the US differ from the European trading requirements?
Rethinking Traditional Portfolios
360° Perspective: Alternative investment strategies in a low yield environment- Which strategies should you implement to give your portfolio the best exposure?
Tixall Global Advisors
Co-Head, Rates Team,
Old Mutual Global Investors
Portfolio manager, FICC,
Ontario Teachers Pension Plan
Director, US Public Fixed Income,
Sunlife Investment Management
Global Macro Portfolio Manager,
American Century Investments
- How should you position your portfolio on the yield curve and how can you minimise the impact of negative yields?
- Yield vs. risk- How can you position your portfolios to keep yield while keeping risk well managed?
- Long term investments- How can investors find the yield they need to be successful over a longer timeframe?
- What asset classes, sectors and geographies are investors looking at to find yield.
- Corporate vs. Municipal bonds- What products and strategies support a low yield environment?
Zack Ellison is a Director in U.S. PublicFixed Income and a corporate credit trader at Sun Life Investment Management,whose teams manage over $100 billion in assets for the Sun Life Financial groupof companies. Sun Life Investment Management designs and delivers investmentsolutions for liability-based institu
Edward Boyle is Vice President and Portfolio Manager for American Century Investments®, a premier investment manager headquartered in Kansas City, Missouri. He is based in the company's New York office.
Mr. Boyle is a member of the Rates and Currency Markets team within the firm's Fixed Income group. He also serves as a portfolio ma