Event agenda - European Trading Architecture Summit

8.20 Registration and breakfast
8.50 Welcome remarks
9.00 MORNING KEYNOTE: Are FPGAs an old technology or a new computational paradigm? Dr Stephen P. Weston, Managing Director, Global Head, Applied Analytics Group, JP MORGAN CHASE
End-user Panel: CIO/ CTO Roundtable Optimising business agility: aligning IT strategy with the needs of the business How will regulation affect technology investment decisions? Forecasting the future trends of trading technology for 2012 Is there a gap between the business problem and the solutions that vendors are offering? Moderator: Tom Dalglish, Chief Information Architect, BANK OF AMERICA MERRILL LYNCH Jogi Narain, CTO, FGS CAPITAL LLP Michel Andre, CTO, SAXO BANK Barry Childe, Head of Research & Innovation, Global Banking & Markets Technology, HSBC Madge M. Meyer, Executive Vice President, Chief Innovation Officer and Technology Fellow, STATE STREET CORPORATION
10.20 Morning Break
Data architecture and low-latency trading	Infrastructure management: reducing Costs, improving performance
10.45 Chairman's Opening Remarks	10.45 Chairman's Opening Remarks
10.50 Case Study: Market Risk Architecture: Challenges & Perspectives Challenges facing market risk architecture How to connect the four architecture pillars The full picture: How to achieve a comprehensive view of market risk Matt Davey, Chief Technology Officer, LAB 49	10.50 Case study: The value of FPGAs to high-performance data processing How do FPGAs compare with CPUs and GPUs? What is being done to make FPGAs easier to programme? How can we ensure there is a supply of graduates with the relevant programming skills moving forward? Prof. Roger Woods, Professor of Computer Science, ECIT, QUEEN'S UNIVERSITY BELFAST
11.15 Panel: Pump up the volume: architectural solutions to drive down cost per trade Designing architectures to facilitate client-driven, low-cost, high-volume trading What measures need to be put in place to manage the vast increases in trading volumes? Implementing automation and direct messaging for the collateral management of OTC derivatives Moderator: Claes-Henrik Claesson, Managing Director, CLAESSON CAPITAL INTRODUCTION AB Jonathan Smart, Director, BARCLAYS CAPITAL Andrew Parry, Director, BANK OF AMERICA MERRILL LYNCH Alan Cameron, Head of Client Segment - Broker Dealer & Investment Banks, BNP PARIBAS	11.15 Panel: The parallel paradigm shift: are we about to enter a new chapter of the algorithmic arms race? Are we witnessing a FPGA revolution? Porting legacy applications to FPGA-based models Mapping applications directly onto hardware Understanding where to utilise GPUs in HPC systems Moderator: Chris Skinner, Independent Commentator, BALATRO Prof. Roger Woods, Professor of Computer Science, ECIT, QUEEN'S UNIVERSITY BELFAST Dr Stephen P. Weston, Managing Director, Global Head, Applied Analytics Group, JP MORGAN CHASE André Nedelcoux, Head of Grid, HPC and Cloud, EXCELIAN
12.00 Panel: How low can you go?: ultra-low-latency trading Are there diminishing returns for low latency trading? Can we now live without TCP/IP? Infiniband vs. 10GbE: where do things stand now? Exploiting fine-grained parallelism and deep pipelines to reduce latency Moderator: David Berry, Executive Member, IPUG Jogi Narain, CTO, FGS CAPITAL LLP Benjamin Stopford, Architect, RBS Chris Donnan, EMEA Head of Electronic Trading Technology, BARCLAYS CAPITAL	12.00 Panel: Delivering uniform, ubiquitous service with cloud infrastructure Harnessing domain-specific capabilities Is ‘server-hugging' still a problem and how can it be overcome? Maximising content delivery: cross-cloud collaboration for high-throughput real-time processes Housing multiple clouds in one data centre: scaling public cloud infrastructure internally Moderator: Bob Giffords, Independent Banking and Technology Analyst John King, Cloud and Big Data Manager, PLATFORM COMPUTING Jay Chin, Grid Technologist, BANK OF AMERICA MERRILL LYNCH Robert Johnson, Head of Front Office Technology, MITSUBISHI UFJ SECURITIES Barry Childe, Head of Research & Innovation, Global Banking & Markets Technology, HSBC
12.45 Lunch break
13.45 AFTERNOON KEYNOTE: Creating an IT Foundation for Business Innovation Madge M. Meyer, Executive Vice President, Chief Innovation Officer and Technology Fellow, STATE STREET CORPORATION
14.15 Case Study: Architectural changes for handling forthcoming regulatory requirements Tony Chau, Lead Architect, CTO Office, UBS INVESTMENT BANK		14.15 Case Study: Infrastructure and architecture challenges in building a globally deployed single-dealer platform Patrick Myles, Chief Technology Officer, CAPLIN SYSTEMS
14.40 Panel: Taking the right steps: preparing for upcoming changes to OTC trading Responding proactively to regulation: Dodd-Frank and Mifid II Building architectures to handle OTC clearing Evaluating the impact of centrally traded and cleared swaps execution facilities (SEFs) and organised trading facilities (OTFs) Moderator: Cubillas Ding, Research Director, Finance And Risk, Global FS, Securities & Investments, CELENT Tony Chau, Lead Architect, CTO Office, UBS INVESTMENT BANK Nick Green, Head of Fixed Income Markets e-Business, CREDIT AGRICOLE Stephane Malrait, Managing Director, Head of Global e-Commerce, SOCIETE GENERALE Sassan Danesh, Managing Partner, ETRADING SOFTWARE		14.40 Panel: Processing strategies for disparate systems and dispersed data Are "good enough" processing strategies really good enough? Leveraging federated access for managing data and monitoring interaction with external systems The living organism of the global market fabric: end-to-end, cross-enterprise infrastructure management Moderator: Bob Giffords, Independent Banking and Technology Analyst Tom Daglish, Chief Information Architect, BANK OF AMERICA MERRILL LYNCH Colin Gibson, Head of Data Architecture for the Global Banking and Markets, RBS Shari Lines, Vice President, Enterprise Data Group, MORGAN STANLEY
15.25 Afternoon Break
15.50 Panel: Pre- and post-trade risk: how close to ‘real-time' can we get? What does ‘real-time' mean in this context? Tracking outliers Assessing scalability and performance When do you use prediction and when do you use partial or full re-evaluation? Moderator: Chris Skinner, Independent Commentator, BALATRO Aleksander Lazarevic, Grid Manager, DEUTSCHE BANK Stuart Grant, EMEA Business Development Manager, Financial Services, SYBASE Neil Bartlett, Chief Technology Officer and Head of Development, ALGORITHMICS, AN IBM COMPANY
16.35 Panel: Mapping the enterprise: evaluating twenty-first century data management systems Monitoring data-flows and calculating risk at network level Implementing firm-wide risk aggregation to build a truly holistic view of exposure Enabling front-to-back control and effective governance How do you secure the back office while ensuring the front office maintains performance and functionality? Moderator: Donald Lawrence, Senior Research Fellow, UCL Rupert Brown, Lead Architect, CTO Office, UBS INVESTMENT BANK Michael McMorrow, IT Architect - Enterprise Data Warehouse, AIB BANK
17.20 Chairperson's closing remarks
17.25 Cocktail Reception
18.00 End