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 extend 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

Fergal Walsh, MD Trading Desk Head, E-Commerce, Citi

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

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

The evolution of trading technologies in a more regulated environment

  • 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

Moderator: Phil Weisberg, Founder, Matzliach Capital

Tom Gentile, Head of FX, Crabel Capital Management

Ron Klipstein, Head of E-Commerce, Northern Trust

Kannan Nagarajan, Global Head of FX eCommerce Technology, Citi

John Crouch, Founder, Ideal Prediction

12:20

The present and future state of credit in FX

  • 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?

Moderator: Eva Szalay, Editor, FX Week

Ankeet Dedhia, Head of FX Product - Americas, LCH

David Reid, Global Head FXPB, Deutsche Bank

William Black, US Head of OTC Clearing, Credit Suisse

Juha Sternberg, Executive Director - Prime Services, Standard Chartered

 

Stream 2: FX Investment and Strategy

11:35

Risks and opportunities: Outlook on EM currencies

  • 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

Natalia Gurushina, Chief Economist, Vaneck

12:20

In the right place at the right time: Top tips for asset allocation strategies

  • From divergence to convergence: Implications from an asset allocations point of view
  • The return of volatility: Does/ will it translates into more hedging?
  • Will the dollar keep strengthening? What are its drivers? 
  • Global growth and the rebound in commodity prices: How long can this last?

Moderator: Ulf Lindahl, CEO, A.G. Bisset Associates

Arvind Rajan, Head of Global and Macro, PGIM Fixed Income

Arnab Nilim, Lead Portfolio Manager - Global Currency Strategies, AllianceBernstein

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

Lunch

14:00

The crypto revolution: An executive perspective on a very modern marketplace

  • The crypto marketplace lingo: currencies, assets, commodities?
  • Evolution of the crypto ecosystem: what models are being adopted and what challenges still exist?
  • Building an infrastructure that meets the needs of institutional investors: what’s required?
  • The nitty gritty: distribution and connectivity.

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

David Mercer, CEO, LMAX Exchange

Bart Smith, Head of Digital Assets, SIG

14:45

All-star panel: A macro perspective on FX

  • 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

Ebrahim Rahbari, Head of Global Macroeconomics, Citi

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

Hosted by: Steven Wager, VP of Product, Fidelity

  1. Machine Learning and Alpha Generation

Hosted by: Philippe Burke, Portfolio Manager, Apache Capital Management

  1. AML and Cryptocurrencies

Hosted by: Kyle Armstrong, Supervisory Special Agent, FBI

  1. Unstructured data: Where is the value?

Hosted by: Roosevelt Bowman, Head of FX Strategy, MetLife

17:00

Chairperson closing remarks