Forthcoming Events

“Lepus in association with Sybase - Quantitative Algorithmic Trading” London Seminar - Thursday November 22nd 2007

This seminar will take place between 2PM and 6PM followed by a wine tasting. The list of presentations and speakers will include:

•   “Market Fragmentation” – David Tait, Head of European Electronic Trading, Morgan Stanley
• “Fill Probability: How best to execute an atomic order” - Miles Kumaresan, Head of Algorithmic Trading, Dresdner Kleinwort  

• “Technology Issues and Trends in Algorithmic Trading”  - Phil White, Head of Cash Equities Technology for Europe , Merrill Lynch
• “Quantitative Algorithmic Trading – Technology Problems and Solutions – a view from the Buy Side”  - Mike Servent, Manager Quantitative & Modeling Systems, Old Mutual Asset Managers
• "Preparing For a New European Market Structure" - Marc Salter, Director, Electronic Execution, Citi
• “Best Execution – how should this be achieved” - Michael Simmonds, European Head of Trading Analytics, Lehman Brothers  
• “The AMS (Algorithmic Management System) - Hype or Innovation” - John Edge, Head of European Electronic Client Solutions, JP Morgan

For more information please contact us at marketing@lepus.com This seminar is open only to practitioners currently working at financial institutions.

Previous Events

“Lepus in association with QuIC - Implementing a Successful Unifi­ed Market & Credit Risk Solution” London Seminar - Tuesday October 16th 2007

This seminar was sponsored by QuIC and was part of their Fall Session of QuIC Perspectives. Held in London on Thuesday October 16 th , the seminar looked at how implementing a unified risk solution can deliver significant capital savings and greater efficiencies throughout an organization.

Our Speaker Panel included:

• Steve Farrall , Head of Group Market Risk, RBOS

• Andy Stalmanis, Head of Market Risk, Wholesale and International Banking, Lloyds TSB

• Shane Lamont, Global Head of Risk IT Development, HSBC

• Robert McWilliam, Head, Counterparty Exposure Management, Financial Markets Trading, ABN AMRO Bank

 The Discussion Topics included:

• Selecting and implementing the right data infrastructure to

• Control the quality and consistency of all data (Market data, terms and conditions, counterparty, collateral,etc.)
• Ensure optimal access to data to achieve millions of computations overnight and intrada

• Choosing effective modeling techniques

• Find the optimal model to capture both market and credit risk
• Maximize data availability, and ensure it is appropriate for time horizons, scenarios and limitations such as time and hardware

• Ensuring Accurate Risk Measurement

• Incorporate VaR, PFE and capture historical and one off stress scenarios
• Include drill down and aggregation for reporting and decomposition for market and credit

• Securing a Successful Implementation

• Ensure a common “risk” language for all users across the organization
• Overcoming the “Culture” factor and getting corporate buy in to ensure success

 

Lepus in association with Sybase and IBM – “Quantitative Algorithmic Trading Seminar” London Seminar - Tuesday 26th June 2007

Sybase are the largest global enterprise software company exclusively focused on managing and mobilising information from the data center to the point of action. In association with Lepus, Sybase and IBM held a seminar in London on Tuesday 26th June, examining the key issues around Quantitative Algorithmic Trading.

Our Speaker Panel included:

• Miles Kumaresan, Head of Algorithmic Trading, Dresdner Kleinwort

• Eli Lederman, Managing Director, Electronic Trading, Morgan Stanley

• Stamos Fokianos, Global Head of Product Management, Global Markets, Standard Chartered Bank

• John Lowrey, Managing Director, Head of Electronic and Prime Broker Product, Lehman Brothers

• Gordon Morrison, Global Head of Execution Analytics, HSBC

The seminar looked at the current challenges and trends within the Quantitative Algorithmic Trading Area including:

• Current uptake of algorithmic trading across Equities and Fixed Income
• Innovation and new developments in algo-quant area
• Real-time risk management for algorithmic trading
• Data challenges in the age of algorithmic trading
• Latency - internal and external
• Volumes - depth and breadth of data 
• Future trends

Lepus in association with GoldenSource – “ Data Requirements in Risk and Compliance Seminar - Gaining a Competitive Advantage with Quality Data ” London Seminar - Tuesday 5th June 2007

GoldenSource are a leading provider of Enterprise Data Management (EDM) solutions for the securities and investment management industry. In association with Lepus, GoldenSource held a successful seminar in London on Tuesday 5th June, examining the key issues around Data Management in Risk & Compliance.

Our Speaker Panel included:

• Steve Farrall, Head of Group Market Risk, RBOS
• Robin O'Donnell, Head of Global Markets Compliance for EMEA, Bank of America
• Andy Stalmanis, Head of Market Risk, Wholesale and International Banking, Lloyds TSB
• Shane Lamont, Global Head of Risk IT Development, HSBC

The seminar looked at the current challenges and trends within the Data Requirements for Risk and Compliance with specific focus on:

• Granularity – Adjusting the data quality to what you really need; a top down approach to data quality
• Data Availability – How to deal with limited data and overcoming data shortage
• Timeliness – The impact of effective real-time data
• Integration –The role it is playing in helping organisations reach their revenue, cost savings and compliance goals.
• Standards – Measuring data quality and demonstrating approaches for ensuring quality
• Differences between risk and compliance – The impact of regulatory compliance and gaining a competitive advantage through EDM

“ Lepus in association with Quic - Gaining a Competitive Advantage with Complex Structured Instruments ” London Seminar - 16th April 2007 Monday     Lepus in association with Quic, a leading Risk Management and Financial Analytics Software vendor, held a successful seminar in London on 16th April. The seminar comprised a distinguished panel of experts and offered insights and a thought-provoking discussion on the topic of Gaining a Competitive Advantage with Complex Structured Instruments . Our Speaker Panel Included: John te Wechel, General Manager, Group Funding for Commonwealth Bank of Australia Philip Bastiman, Head of Structured High Net Worth Investor Solutions for Royal Bank of Scotland Andrew Wolfson, Head of Product Development and Structured Portfolio Management for Cadiz FSG Key areas covered were: The importance of "speed to market" when creating pricing frameworks Market volatilities, sensitivities and VaR Key drivers for products and asset classes Derivatives for capital protection Strategies to mitigate risk and maximise return

“Current and Future Trends in Credit Risk Management” London Seminar – Wednesday November 2nd     Lepus were delighted with the turnout at this event sponsored by Murex. It comprised a distinguished panel of experts offering a thought-provoking discussion with the audience on the topic of Current and Future Trends in Credit Risk Management . Our Speaker Panel Included: Colin Church, CIB Chief Risk Officer EMEA, Citigroup Jason Forrester, Head of Risk Control and Systems, Credit Suisse First Boston Peter Harlow, Head of Market and Credit Risk Management, HBOS Jonathan Berryman, Managing Director, ING Wholesale Bank Key areas covered were: •  Enterprise Limits (Credit Risk & Trading) •  Collateral Management •  Regulatory Requirements/Reporting •  Data Management

"Current & Future Issues with Real-Time Data" London Seminar – Thursday October 13th     Lepus held an event which was sponsored by Kx and Intel. It comprised a distinguished panel of experts offering a thought-provoking discussion with the audience on the topic of "Current & Future Issues with Real-Time Data". Our Speaker Panel Included: John Van Uden, Chief Architect for European Fixed Income & Global FX, Citigroup Kevin Houstoun, Co-Chair Global Technical Committee, FIX Protocol Limited Nigel Harold, Infolect Business Manager, London Stock Exchange Key areas covered were: •  How to manage more data more of the time (e.g., direct from exchanges, 24x7 capture, exponential increases) •  Whether to discard or save streaming data •  Pros and cons of going beyond in-memory only analysis •  Emerging capabilities for integrating streaming and historical data “MiFID – The Challenges and Implications” London Seminar – Tuesday September 13th Lepus were delighted with the turnout at this event sponsored by BEA. It comprised a distinguished panel of experts offering a thought-provoking discussion with the audience on a regulation that is set to have a profound impact on the way in which financial services firms manage their research, execution, client and market dealings when it comes into force in April 2007. Our Speaker Panel Included: Bob Fuller – Co Chair IT Sub-Group of the MiFID Joint Working Group and Director of IT Strategy - Dresdner Kleinwort Wasserstein Andrew Podd – Regulatory Compliance Director – Barclays Bank Plc PJ Di Giammarino - Co Chair IT Sub-Group of the MiFID Joint Working Group and Former IT COO - Barclays Capital Key areas covered were: •  Understanding key compliance requirements •  Impact in operational model and current practices •  Impact on data management •  Impact on technology •  Practical steps to ensure MiFID compliance •  Technology strategy supporting MiFID compliance