Agenda

Programme FXW USA

2018 Agenda

08:30

Registration and breakfast

09:00

Welcome address: Eva Szalay, Editor, FX WEEK

09:10

Head of Trading panel

  • What factors behind the slowdown in FICC revenues in 2017? Is it just about volatility?
  • What are the benefits and risks of using algos in your daily trading?
  • The value of unorthodox data in the investment process: exploiting groupthinking and investor bias
  • MIFID 2 and the unbundling challenge: To what extned is unbundling affecting your relations with European sell-side market participants?
  • Crypto: Will regulation be enough to make cryptocurrencies more reliable?

Moderator: James Wallin, Senior VP, AllianceBernstein

Roosevelt Bowman, Head of Foreign Exchange Trading and Strategy, MetLife

Marc Wyatt, Head of Global Trading, T. Rowe Price

Michael O'Brien, Director of Global Trading, Eaton Vance

09:55

Spotlight on the Global Code of Conduct

  • Q&As with Simon Potter, Head of the Markets Group, FRBNY

Interview led by Eva Szalay, Editor, FX WEEK

10:30

The path to convergence - The liquidity impact

  • Owning the vertical: the liquidity impact of exchanges and OTC platforms converging
  • Profitability in spot - what does liquidity management mean on different platforms?
  • Disclosures, cover and deal and the GCC - the obligation of platforms and market participants

Moderator: Eva Szalay, Editor, FX WEEK

John B. Turney, Head of Global Foreign Exchange, Northern Trust

KC Lam, Vice President and Head of FX and Rates, Singapore Exchange

Nathaniel Polachek, Portfolio Manager and Partner, Commodity Asset Management

 

Morning break

Stream 1: FX Trading and Fintech

11:35

Technology and Execution

  • The role of analytics and TCA – the most important factors to consider
  • Workflow automation in a complex market micro-structure – what are the pitfalls?
  • The minimum requirements for an effective and compliant e-FX trading system today – how does this compare with the pre-Mifid II world
  • Algos, AI and blockchain – the next steps in the evolution of trading technology

Tom Gentile, Head of FX, Crabel Capital Management

Yudhveer Chaudry, Global Head of FXBlackrock

12:20

PB and Clearing

  • The increasing competition in clearing NDFs: What does it mean for traders and investors?
  • What are the new products in the market and how could these benefit market participants?
  • Clearing and regulations: How can one help the other?
  • What are the key factors for a PB when choosing a client? Had regulation have an impact on PB's preferences?

Ankeet Dedhia, Head of FX Product - Americas, LCH

Stream 2: FX Investment and Strategy

11:35

Emerging Markets

  • Common denominator or unique cases: the importance of analysing unique fundamentals
  • Trump administration and the EM: What has changed, if anything, in the last 18 months
  • South America: Political risk implications on currencies
  • Exiting extraordinary monetary policy, the reverberation in emerging markets
  • Fighting capital outflows to safeguard the national economy - lessons from China: is it actually doable in 2018 and what are the implications for US investors?

Moderator: Marc Chandler, Global Head of Currency Strategy - Foreign Exchange, Brown Brothers Harriman

John P. Espinosa, Managing Director - Global Fixed Income, TIAA Investments

Arnab Das, Head of EM Macro, Invesco

Rick Harper, Head of Fixed Income and Currency, WisdomTree Asset Management

12:20

Asset allocations

  • From divergence to convergence: Implications from an asset allocations point of view
  • The return of volatility: Does/ will it translates into more hedging?
  • Weaker and weaker dollar... Can devaluation boon continue?
  • Global growth and the rebound in commodity prices: How long can this last?
  • Investing in crypto: The viability of cryptocurrencies in an institutional portfolio

Arvind Rajan, Chief Investment Officer, PGIM

Arnab Nilim, Portfolio Manager - Global Currency Strategies, AllianceBernstein

Philippe Burke, Portfolio Manager, Apache Capital Management

Farouki Majeed, Chief Investment Officer, Ohio School Employees Retirement System

Lunch

14:00

Crypto-assets and institutional investors: trading in the most dynamic market

  • Hedge funds lead the way in trading – how do they do it?
  • The major crypto exchanges – who and where are they?
  • The nitty gritty – connectivity and algos what works and what doesn’t?
  • Data and latency – how fast and how much?

Moderator: Victoria Cumings, Managing Director - Americas Global FX Division, GFMA

Bobby Cho, Global Head of Trading, Cumberland

Steven Wager, VP of Product Fidelity Investments

14:45

Chief Economist panel

  • Uncertainty and volatility: A complex relation between two no-longer connected phenomena?
  • Trump's fiscal policy and the effects on the dollar
  • Central banks divergence: Where are the opportunities for FX investors?
  • Is the US pulling back from its leadership role? What to expect from the dollar until the end of 2018?

Moderator: Kristina Hooper, Chief Global Market StrategistINVESCO

Torsten Slok, Chief International Economist, DEUTSCHE BANK

Natalia Gurushina, Chief Economist, VANECK

Mona Mahajan, US Investment Strategist and Portfolio Manager, ALLIANZ GLOBAL INVESTORS

Aroop Chatterjee, Director - FX Strategy Research, BARCLAYS

Afternoon break

16:00

Champagne roundtables

  1. Blockchain and FX transactions

 

  1. China and the Renminbi

 

  1. Brexit in the US: getting closer to the deadline

 

  1. Unstructured data: where is the value?

17:00

Chairperson closing remarks