Full Agenda

8.50 Welcome remarks

Lee Hartt, Publisher, INSIDE MARKET DATA & INSIDE REFERENCE DATA

9.00 *Keynote Address*: Winds of change: Regulatory initiatives and what this means for data

• General regulatory landscape and major shifts
• Transparency- pre- and post-trade reporting
• What does this mean for data

Jack Vensel, Managing Director, Head of Electronic Trading EMEA, CITI

Stream 1: Inside Market Data

Stream 2: Inside Reference Data

9.30 Chairperson's opening remarks: Jean-Paul Carbonnier, Deputy Editor, INSIDE MARKET DATA

9.30 Chairperson's opening remarks: Tine Thoresen, Editor, INSIDE REFERENCE DATA

9.35 End-user panel: Driving costs from budgets: Driving value from vendors

• Building sustainable relationships with vendors and exchanges
• Negotiation strategies to tackle increasing costs and a lack of price transparency
• Defining needs and managing spend through usage monitoring and desk profiling
• Data licensing and fees: clarifying issues around compliance
• Finding and retaining the best expertise to deliver on data projects

Moderator: Steve Ellenberg, Vice President, Index & Data Licensing, Supply Management, CREDIT SUISSE AG
Kiou Nayer Nouri, Global Head of Market Data Commercial Management, BARCLAYS CAPITAL
John Madsen, Head of Market Data Sourcing and Strategy, SAXO BANK
Lionel Hill, Executive Director, Global Head of Market Data, UBS
Tristan Dehaan, Head of Supplier Management, ROBECO

9.35 End-user panel: Managing future reference data demands

• Preparing for new data requirements to comply with MiFID II
• Data collection, quality and standards: Is the data needed for new regulation available, and is it in the format regulators want it in?
• Systemic risk: Assessing the case for regulators to create a reference data utility
• Government run-utility vs data vendors: Who can offer the best quality data and services?

Moderator: Tom Dalglish, Chief Information Architect, Equities, BANK OF AMERICA
Olivier Rose, Head of Projects and International Data Management, SOCIETE GENERALE SECURITIES SERVICES
Llew Nagle, Global Head of Data Quality, BARCLAYS CAPITAL
Chris Johnson, Head of Product Management, Market Data Services, Fund Services, HSBC SECURITIES SERVICES
Ian Webster, Global Head of Data Management, UBS GLOBAL ASSET MANAGEMENT

10.25 Morning break

10.55 Case study: Negotiating the displacement of investment banking desktops

Charles Kenton, Strategic Sourcing Market Data Manager, COMMERZBANK AG

10.55 Case study: Can we automate low risk refresh for KYC

Julia Sutton, Director, Reference Data for EMEA and Asia Pacific, ROYAL BANK OF CANADA

11.15 Panel: High frequency and low latency: The data demands of fast markets

• Sourcing and managing data and the speed and volumes required for high-frequency trading
• From back-testing to future-proofing: News algos, historical data, and other content to support HFT
• If you can't measure, you can't manage: The benefits and challenges of monitoring internal and inter-party latency
• OMG: Hot technologies for HFT, from CEP and IPC to FPGA
• The data drain: Optimizing infrastructures while identifying and eliminating bottlenecks

Moderator: Ian Alderton, International CIO, Investment Banking Expert
Glenn Stevenson, Director, Electronic Trading Data, BANK OF AMERICA – MERRILL LYNCH
Hans Christian Reinhardt, Head of High Frequency Trading Services Europe, MORGAN STANLEY
David Hann, Managing Director EMEA, ACTIV FINANCIAL SYSTEMS
Dale Stevens, EMEA Manager, FSI Analytics Sales, SYBASE
Rob Lane, Markets Manager, Electronic Trading, INTERACTIVE DATA

11.15 Panel: Enterprise data management: Strategies for mitigating risk and meeting regulatory requirements

• Improving efficiencies and mitigating risk by linking operating systems and integrating data assets
• Identifying ‘quick-wins’, and securing budgets for the next project phase
• Reviewing the importance of centralizing systems and processes to meet new regulatory data requirements
• Using EDM strategies to ensure data is in the right format to satisfy regulators

Moderator: Michael McMorrow, Enterprise Data Warehouse Designer, ALLIED IRISH BANK
Philippe Rozental, Head of SGSS FAS Asset Servicing, SOCIETE GENERALE SECURITIES SERVICES
Bala Nayar, Finance Business Architecture & Standards, CITIGROUP
John Place, Vice President Product Management, Global Data Solutions, STANDARD & POOR’S
Gert Raeves, SVP Partnerships and Marketing, GOLDENSOURCE
Jean Williams, Vice President of Software Solutions, ASSET CONTROL

12.10 Panel: Cash cow content: Data that delivers trading returns

• Users take the wheel: Demands driving data acquisition trends
• Accessing emerging markets and OTC data: Are brokers and indexes the only solution?
• Quality or quantity: Should dual-sourcing take priority over broad coverage?
• Controlling the quality of the contents you purchase: Assuring the quality stays in line with expectations
• It's not what you've got, it's what you do with it: What tools get the most value out of data?

Moderator: John Hamlen, Founder, THE FINANCIAL INDUSTRY NETWORK
Sue Baldwin, Global Head of Vendor Management of Market Data, JP MORGAN
Steve Ellenberg, Vice President, Index & Data Licensing, Supply Management, CREDIT SUISSE AG
Antoine Meyers, Head of Market Data Competence Center, BNP PARIBAS
Frank Desmond, Managing Director, TULLETT PREBON INFORMATION

12.10 Panel: Corporate actions: The right time to invest?

• The business case for using data tagging standard XBRL for corporate actions
• What is the role of the regulators in the corporate actions market?
• From ISO 15022 to ISO 20022: Is there a business case for adopting a new standard?
• Assessing the market impact of increased use of corporate actions data in the front office
• Co-existence: Use of multiple syntaxes for corporate actions - impacts and consequences?

Moderator: Barry Adams, Vice President, Corporate Actions, BANK OF NEW YORK MELLON
Justin Chapman, Senior Vice President, Global Head of Change Management, NORTHERN TRUST
Ian Davidson, EMEA Product Head, Electronic Markets, CITI
Deborah Culhane, Chief Operating Officer, FIDELITY ACTIONSXCHANGE

12.55 Lunch

14.00 Case study: MiFID and the impact on the market for market data

Karel Lannoo, Chief Executive, EUROPEAN CAPITAL MARKETS INSTITUTE

14.00 Case study: The benefits of moving to a single ‘global collateral engine’ system

Emma Mangan, Global Head of Clearance and Collateral Management Product Development, JP MORGAN
Steve Cohen, Managing Director, Clearance and Collateral Operations Executive, JP MORGAN

14.20 Panel: The good, the bad and the ugly: The benefits and burdens of new regulation on the market data Industry

• The implications of MiFID II for market data managers
• Consequences of increased transparency and supervision for CDS markets on trading and market data
• Data implications of stricter rules around price formation and data quality for dark liquidity pools
• The role of ratings agencies in a post-MiFID, post-credit crunch environment
• Lost in translation: The impact of US regulation on trading in Europe
• OTT on HFT? How can regulators best address concerns around fast markets?

Moderator: Axel Pierron, Senior Vice President, CELENT
George Andreadis, Head of AES Liquidity Strategy, Europe, CREDIT SUISSE
Meredith Gibson, Counsel, CITI
IPUG Executive Representative

14.20 Panel: : Counterparty data: How to meet requirements from risk and compliance

• Mitigating counterparty risk by improving data management, processes and systems
• BIC Extension vs IGI: The need for a unique business entity identifier
• Basel III and Solvency II: Assessing the potential impact on counterparty data requirements
• Outsourcing counterparty data management: Has the market matured?

Moderator: Michael Atkin, Managing Director, EDM COUNCIL
Sean Taylor, Director, Private Wealth Management, DEUTSCHE BANK
Julia Sutton, Director, Reference Data for EMEA and Asia Pacific, ROYAL BANK OF CANADA
Rob Flatley, Chief Executive Officer and President, NETIK
Darren Marsh, Business Manager, Risk Management & Compliance Services INTERACTIVE DATA

15.05 Panel: Exchanges in flux: New models for a new environment

• The competitive landscape in Europe: How is competition between exchanges and MTFs benefiting end users?
• The accuracy, value and cost of data from exchanges and MTFs in a fragmented, pan-European marketplace
• The potential impact of MiFID II on exchanges and exchange data
• The case for and against a consolidated European tape of trade data
• Developing products that add value to exchange data for exchanges and end users
• Rules of engagement: Dealing with exchange usage reporting, audits and compliance

Moderator: Eleanor Jenkins, Vice President, Head of European Market Structure & Liquidity Strategy, MORGAN STANLEY
George Andreadis, Head of AES Liquidity Strategy, Europe, CREDIT SUISSE
Andre Kelekis, Market Data Senior Strategist, BNP PARIBAS
Christine Sheeka, Product Manager, MTS DATA

15.05 Panel: Evaluated prices: The road to increased transparency

• Assessing pricing requirements for different business units, and the continuous need for improved transparency into inputs and models
• Sourcing evaluations for complex products: The need for vendors to ‘mark-to-my-market’
• Strategies for validating the accuracy of evaluated prices
• Offshoring: Is there a business case for firms to set up internal pricing operations instead of taking data from third party vendors?
• Identifying the potential impact of changing accounting standards

Moderator: Matthew Cox, Head of Securities Data Management, BANK OF NEW YORK MELLON
Olivier Rose, Head of Projects and International Data Management, SOCIETE GENERALE SECURITIES SERVICES
Elena Canzi, Vice President, UNICREDIT GROUP
Ian Blance, Head of Evaluated Pricing Business Development, SIX TELEKURS
Brian Sentance, Chief Executive Officer, XENOMORPH
Darren Lawrence, BVAL Specialist, Bloomberg

17.30 Cocktail reception