srp europe conference 2020...optiver thibault herens partner - equity derivatives jp morgan gurpreet...

Hilton Tower Bridge | London | 28 - 30 January 2020

SRP Europe Conference 2020

https://www.linkedin.com/company/structuredretailproducts-comhttps://twitter.com/srp_insider?lang=enmailto:[email protected]?subject=Speaking Opportunities - Europehttps://content.comms.euromoneyplc.com/rs/376-KVV-177/images/SRPEuropeConference2020.ics

WELCOMEDear delegate,

It’s a pleasure to welcome you to SRP’s 17th Europe event, in London, the flagship conference in the structured product event calendar.

Preparation for London 2020 really started 17 years ago – each year since its launch in 2003, the event has been growing in size, reputation and scope, attracting an increasing number of major decision-makers from the buy- and sell-sides, and delegates from all the major global structured product jurisdictions.

The event has come a long way since its start, reflecting just how the market has changed in that time. What kicked off as an opportunity for market participants to meet and get information on a new and sometimes mysterious product type has evolved into a three-day event focused on the analysis of and debate on the latest economic, regulatory and technological developments.

This year’s Europe gathering is set to be the biggest and the best so far - it may also be the first time the conference is not actually held within the European Union anymore, a fact that has likely not escaped the attention of most of our delegates. It certainly has not escaped the SRP team, whose members hail from a wide variety of European nations.

Brexit was only really three-and-a-half years in the making but its impact will be felt for decades to come. And while it won’t be the central theme of this year’s event, it will undoubtedly be a guiding theme present in most discussions.

Trying to summarise SRP’s Europe event in a few sentences is also like trying to get the UK’s exit from the European Union sorted in three years – it may seem like it is enough but it is not.

This year’s discussion points include:

• the crucial theme of portfolio diversification and the ever-lasting question of a possible replacement for autocalls, the go-to structure in many markets;

• strategies to drive the uptake of structured products both within investment portfolios and by retail clients, a category of investor that is proving increasingly difficult to target;

• product structuring, marketing and sales in the post-Mifid 2 era; and• the role technology, platforms, digitalisation and standardisation are playing

in shaping the structured product market of the future.

The event will of course feature a huge range of panels, talks and presentations populated by experts from all parts of the market and beyond.

Now in its seventh year, SRP’s one-day training programme will take place on January 28. This is a great opportunity for delegates to get an introduction to structured products, what is involved in designing them as well as an exclusive market overview.

I also hope you can join us for our annual awards dinner, which will take place in the evening of January 29 at the Hilton Tower Bridge Hotel. This is a unique occasion to celebrate the best buy- and sell-side companies as well as the best service providers in the market.

Finally, we would like to extend a big thank you to all our sponsors for supporting this event and making it possible.

See you soon in London!

Best regards,

Amélie Labbé ThompsonGlobal Head of Content | SRP

https://www.linkedin.com/company/structuredretailproducts-comhttps://twitter.com/srp_insider?lang=enmailto:[email protected]?subject=Speaking Opportunities - Europe

OUR SPONSORS

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ASSOCIATE SPONSORS

MEDIA PARTNERS

DIAMOND SPONSOR

BRONZE SPONSORS

EXHIBITORS


SPEAKER LINE-UP OF VISIONARIES AND SENIOR LEADERS

Alfa CapitalDanila Panindirector - head of structured products

AMFFrédéric Pelesehead of policy and international affairs

Banca GeneraliMelania D’angelohead of BG ertificate HUB

DDVHenning BergmannCEO member of the board of directors

Leaders from across the global alternative investments space unite to construct a roadmap for the uptake of structured products.

CheBanca!Patrick Busihead of structured trading

DZ BankHartmut Gauhead of structured trading

CitiAntoine Porcheretdirector of equity trading strategy

BCS Global MarketsTaras Semikmanaging director – head of derivatives

ESMAEmanuel Doumassenior policy officer

Clifford ChanceDeborah Zandstrapartner - derivatives and financial regulation

EquileapDiane Van Maasdijkco-founder and executive director

Amundi Investment SolutionsMouha Ait El Ghachihead of structuring, France


KBC Asset Management Kurt Vergestenproduct development manager

10HOURS OF RESULTS-DRIVEN

DISCUSSIONS

6+HOURS OF DEDICATED

NETWORKING TIME

350SENIOR-LEVEL

DELEGATES

120+COMPANIES ATTENDING

J. Safra Sarasin Andrea Webersustainable investment analyst – vice president

LPAAyal Liebowitz chief innovation officer

Munich ReChristian ProbstEuropean head of product structuring

Natixis IM

Oumar Diawarahead of solutions structuring, systematic investment - technology & services

Optiver

Thibault Herenspartner - equity derivatives

JP MorganGurpreet Kharaudexecutive director

LeonteqKevin Dayothead of digital platform services

Garantum FondkommissionMikael Axellson CEO

Markets and Money Advisory Lars Christensenfounderindependent economist and commentator

FINTECH Circle Susanne ChishtiCEO

FSMAVeerle de Schryverdirector - transversal supervision on financial


United Overseas BankJohn Lauhead of wealth management treasury - Singapore and regional

UKSIFSimon Howardchief executive

SRPAmélie Labbé Thompsonhead of content

Société GénéraleIsabelle Millathead of sustainable investment solutions

Susquehanna Financial GroupTom Karlssonequity trader

SPEAKER LINE-UP OF VISIONARIES AND SENIOR LEADERSLeaders from across the global alternative investments space unite to construct a roadmap for the uptake of structured products.

SIX Digital Exchange (SDX)Patrick Stettler senior sales

S&P Dow Jones IndicesAndrew Inneshead of EMEA, global research and designl products

Quantessence

Peter de ClercqCEO

Morabanc

Ferran Vila Llavinahead of structured products desk

STOXXRoberto Lazzarottosenior managing director

STOXXWillem Keogh managing director: head of ESG, thematic and factor solutions


LEAD THE WAY IN ALTERNATIVE INVESTMENTS

As the longest running conference dedicated to structured products worldwide, SRP Europe is the must-attend annual conference for senior decision-makers from local and international investment banks, insurance companies, retail and private banks, asset managers, hedge funds, law firms, regulators, index

providers, exchanges and the wider derivatives market to share ideas and construct a roadmap for industry-wide development.

Bringing together over 350 senior buy- and sell-side senior executives from across the industry, SRP Europe is the conference to attend for anyone seeking to grow their market share, understand the latest

trends, and diversify their portfolio using structured products.

Save weeks of work

Our two-day agenda has been constructed to ensure that your learning and development are maximised. Get an in-depth learning experience while still having enough time to network with peers and attend a smattering of social events.

1

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Practical, results-driven sessions

All of our speakers are vetted in advance to ensure discussions provide the most amount of value. Receive practical, tried-and-tested strategies from industry experts that you can implement immediately on your return to the office.

World-renowned networking

With all the biggest names in structured products set to attend and over six hours of dedicated networking time, you’ll have enough time to meet contacts – old and new.2

3 reasons to attend SRP Europe 2020


CONFERENCE AGENDADAY ONE: WEDNESDAY 29 JANUARY

08h00 Registration and networking breakfast

08h55 Welcome note

09h00 Keynote address: the future of the global financial market

Lars Christensen, independent economist and commentator

09h20 The bottom line – investors evaluate the alternative investments marketGet exclusive insight into the development and progress of structured products directly from the European buy side’s most influential decision makers.

Join this session to discover:• How the buy-side perceives the development of the structured products market;• Major industry trends and their impact on investors’ approach to alternative investments; and• The challenges involved in investing in structured products.

Melania D’angelo, head of BG Certificate HUB, Banca GeneraliKurt Verstegen, product development manager, KBC Asset ManagementOumar Diawara, head of investment solutions and services, Natixis IM

10h00 Risk management in the face of volatilityWith over-reliance on non-capital guaranteed products comes an increased need for risk-management in the alternative investments space.

This session explores:• How are new underlyings being used to hedge the risk arising from China’s growing issuance of

non-capital guaranteed structures?;• Has issuance of non-capital guaranteed products become too big in the context of global liquidity?

Can the derivatives market absorb the risk arising from structured products?; and• Risk recycling; the portfolio manager’s approach to risk management.

Antoine Porcheret, director of equity trading strategy, CitiTom Karlsson, options sales trader, Susquehanna Financial GroupThibaut Herens, partner - head of equity derivatives, Optiver

10h40 Networking coffee break


11h10 Beyond push/pull distributionIn this session, a range of distributors explores why change is necessary in distribution and the main challenges they face in this regard.

Join the discussion to:• Understand why push/pull is no longer a sustainable format for

distribution; and• Discover hybrid distribution models that give end clients more control

over their investments.

Danila Panin, project manager, Alfa CapitalPatrick Busi, head of product structuring, CheBanca!Mikael Axelsson, CEO, Garantum Fondkommission

11h50 Distribution strategies for the digital ageIn response to the distributors, leading technology and platform providers explore the latest solutions that go beyond the push/pull view of distribution, offering investors flexibility, autonomy and choice.

Join this session to explore:• How can platforms, distributor-ledger technology and even blockchain

improve the delivery of structured products?; and • How can we drive awareness of structured products and other

alternative investments through platform technology?

Gurpreet S Kharaud, executive director, JP MorganKevin Dayot, head of digital platform services, Leonteq AGPatrick Stettler, senior sales manager, SIX Digital Exchange SDX

12h30 SRP fresh ideas - German insurance productsIn this new session style, we interview an expert from an industry outside of alternative investments to explore how derivative solutions are used to overcome different challenges. This year, hear about how the German insurance industry has applied structured products theories in the construction of its long-term life insurance models with dynamic hybrid model and explore how these products are sold to retail consumers.

Christian Probst, European head of product structuring, Munich ReInterviewer: Amélie Labbé Thompson, head of content, SRP




14h20 SRP Global Market Presentation

14h40 Harmony or havoc: How has the buy-side adapted to Mifid II?In the dawn of the post-Mifid period, hear from distributors about how they have applied the latest regulations, the feedback they are getting/have received from clients, and the impact this is having on their investment decisions.

Hartmut Gau, head of structured trading, DZ BankHenning Bergmann, CEO and member of the board of directors , DDV


15h50 What is the real impact of ESG?For years now, ESG has been the ‘hot-topic’ within the investment world. In this session, we ask the speakers to evaluate the long-term impacts of ESG.

Questions for discussion during this session include:

• How can we ensure investors’ good will in investing in ESG is materialised and continued once the structured product has called?

• What are ‘green bonds’ and what is the value in investing in them?; and• What can be done to harmonise ESG regulation?

Deborah Zandstra, partner - derivatives and financial regulation, Clifford ChanceAndrea Weber, sustainable investment analyst – vice president, J Safra SarasinIsabelle Millat, head of sustainable investment solutions, Société GénéraleWillem Keogh, managing director ; head of ESG, thematic and factor solutions, STOXXSimon Howard, chief executive, UKSIF

16h20 Index innovation: Make your caseUsing a scenario received in advance, index providers and QIS teams have 10 minutes to present their investment proposals and explain why their chosen form of index best serves the client.

Diana van Maasdijk, co-founder and executive director, EquileapAndrew Innes, head of EMEA - global research and design, S&P Dow Jones IndicesRoberto Lazzarotto, senior managing director, STOXX

17h00 Closing Remarks

17h05 Drinks Reception

19h00 Awards Dinner & Ceremony


S R P i nv i te s yo u to . . .EMEA Awards 2020B L AC K T I E C E R E M O N Y

Enjoy a night of luxury alongside your peers and clebrate the structured product industry’s big successes as we welcome you to our first black-tie awards ceremony.

WHY ATTEND SRP EMEA AWARDS 2020?

PUBLIC RECOGNITIONWith brand-building amongst Europe’s top Structured Products & Derivatives players

HOST YOUR CLIENTSEnjoy a glamorous evening with your top clients and thank them for a successful partnership

COMPETITIVE ADVANTAGEFrom attending the event you will be one of the first to know which companies are leading the industry

SAY THANK YOUShow your appreciation for your team’s hard work with this high-profile evening

https://www.linkedin.com/company/structuredretailproducts-comhttps://twitter.com/srp_insider?lang=enmailto:[email protected]?subject=Speaking Opportunities - Europemailto:[email protected]?subject=Awards

09h00 Alternative investments: a global perspectiveDuring this session, we invite experts from across the globe, from Russia to Singapore, to share how structured products and alternative investments are traded in their local markets.

Presentations in this session include:• Russia: how falling interest rates and stagnant local equity markets drove the shift into

structured products, and demand for local credit risk enhancement embedded in equity products as a key driver of product innovation;

• Central and Eastern Europe: Using autocall instruments as a compliment to the traditional portfolio based on assets in CEE countries; and

• The ASEAN market: delivering value using client-centricity and dynamic product structures to a diverse client base.

Taras Semik, managing director - head of derivatives, BCS Global MarketsLukáš Mičian, head of investments, products and digital, UnicreditJohn Lau, head of treasury products & specialists - wealth management, United Overseas Bank

09h45 Strategies for diversification: beyond auto-call concentrationAs the negative interest rate environment puts a strain on auto-calls, diversification has never been more important.

Speakers in this session present case studies to explore:• Product innovation and how this can drive the uptake for structured products;• Examples of new products, payoffs, indices etc. to drive structured product adoption; and• Tried-and-tested strategies product diversification.

Mouha Ait El Ghachi, head of structuring - France, AmundiFerran Vila Llavina, head of structured products desk, MorabancPeter de Clercq, CEO, Quantessence

DAY TWO: THURSDAY 30 JANUARY

CONFERENCE AGENDA


10h30 Automation & regtech: the key to market growth?With regulatory responsibilities, becoming increasingly burdensome, automation software and AI can ensure compliance, drive efficiency, and ultimately, help with market growth.

Join this session to explore:• The power of technology to improve your internal systems and drive more efficient ways of working;

and• Innovations in regtech and how AI is being used to help companies quickly comply with the latest

regulatory updates.

Ayal Leibowitz, chief innovation officer, Lucht Probst Associates


11h40 SRP Talks: new product development

Abdessamad Khaled, head of structured products and derivatives pricing, BloombergKirill Ilinski, managing partner, Fusion Asset Management

12h20 Ask the regulatorsWhat does the future hold for UK and EU structured product regulations? Will Brexit affect the regulatory context of UK structured products and how can we prepare for upcoming changes to regulation?

Frédéric Pelèse, deputy executive director of the regulatory policy and international affairs directorate, AMFVeerle De Schryver, director - transversal supervision on financial products, FSMAEmmanuel Doumas, senior policy officer (asset management), ESMA

12h50 Closing keynote | Fintech and its impact on the structured products industry

Susanne Chishti, CEO, FINTECH Circle

13h10 Final remarks

CONFERENCE AGENDADAY TWO: THURSDAY 30 JANUARY


MORNING SESSIONS

08h30 Breakfast and registration

09h00 Global Market Overview

• Global market update• European market update

10h00 Hedging structured products - I: from static hedging to dynamic hedging

10h30 Refreshments

11h00 Core structured products strategies

• Swapping coupons for upside • Simple yield enhancement• Why barriers are popular• The wonder of autocalls

12h30 Lunch

STRUCTURED PRODUCTS MASTERCLASSTUESDAY 28 JANUARY

Join Tim Mortimer and Eric Barthe for a full day of in-depth, CPD-accredited structured products training!

AFTERNOON SESSIONS

13h30 Cutting edge

• New choices in underlyings• Fixed dividend indices and other proprietary strategies• New developments in payoffs• Modelling structures and understanding risk

14h30 Refreshments

15h00 Hedging structured products - II: worst ofs and portfolio level

• How the movement of one underlying versus the other affect hedging for fixed maturities and autocallable structures

15h30 SRP latest trends

16h30 Wrap-up and final questions


PREVIOUS SPONSORS


BOOK YOUR SPOT TODAY!

PASS TYPE

Buy-sideRetail banks, private banks, asset managers, fund managers, life insurance companies, registered investment Advisors and regulators

Sell-side

SUPER EARLY BIRD

Register by 30 Oct ‘19£249 +VAT

For sell-side attendance information, please contact

Reihaneh FakhariHead of Sales, Europe

E: [email protected]: +44 (0)20 7779 8220

EARLY BIRDRegister by 30 Nov ‘19 £299 +VAT

FULL PRICE £349 +VAT


E V E N T S C A L E N D A R

1200+DELEGATES WORLDWIDE

48%C-LEVEL DELEGATES

430+INDUSTRY-LEADING

COMPANIES

60%BUYSIDE ATTENDANCE

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srp europe conference 2020...optiver thibault herens partner - equity derivatives jp morgan gurpreet...

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