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Digital Derivatives Forum 2020

Eurex Exchange, Eurex Clearing

Digital Derivatives Forum 2020

  • Start:10 Jun 2020 09:30 AM
  • End:10 Jun 2020 12:45 PM



You’re invited: First Digital Derivatives Forum– Wednesday, 10 June 2020

With its focus on derivatives, trading and risk management across asset classes, the Derivatives Forums have rapidly become industry-leading events across several European locations. The full days of thought leadership insights, industry debates and networking opportunities have been widely appreciated by the attendees. Naturally, we can’t host the forum in Amsterdam as originally planned. However, we’ve transformed the Amsterdam forum into a half-day virtual forum, quenching your thirst for knowledge.

With 2020, a new decade is upon us and with COVID-19, this decade may look completely different from what we ever had imagined. Therefore, even though it’s tempting to look back, let’s look forward.

The first Digital Derivatives Forum will focus on the impact, challenges and opportunities the new decade will bring to financial market participants as change is shaping our industry at an unprecedented pace.

Agenda

09:30

Welcome & Introduction

09:35

Welcome 

Thomas Book, Chief Executive Officer, Eurex

09:40

Food for thought: Scenarios in the time of Corona

Bill Diviney, Senior Economist, ABN AMRO, Group Economics

10:00

COVID-19 – The Impact on Clearing and Margin Management Today & Tomorrow

A look at how the COVID-19 pandemic and related market volatility has impacted clearing and margin management and how industry participants are changing their operations and procedures accordingly.

  • How has the CCP risk model management been affected by COVID19?
  • What impact has the recent volatility had on margin management and funding?
  • How is the recent crisis changing firms’ approach to clearing?

Moderator: Julia Schieffer, Founder, DerivSource

Panelists:

  • Alexander Jacobs, Head of OTC Clearing, ABN AMRO Clearing
  • Phil Simons, Global Head of Sales, Fixed Income Derivatives Funding & Financing, Eurex

10:45

BREAK Interview

Value in a Post Covid World
ESG Redefines Market & Brand Value As New Normal emerges
Adeline Diab, Head of ESG & Thematic Investing EMEA, Bloomberg Intelligence

11:00

Panel Discussion & Q&A : With great power comes great responsibility

The current portfolio shift from existing benchmarks to sustainable alternatives will continue to change the investment landscape as more than 70% of institutional investors stated that all their portfolios will be managed according to responsible investment principles by 2030(*). This shift poses some fundamental questions though.

  • What constitutes irresponsible behaviour by investors?
  • Calculating ESG indices: does the concept of an index undermine the ESG movement?
  • Fixed income ESG: what are the implications of expanding ESG beyond equities?

Moderator: Will Mitting, Founder, Acuiti

Panelists:

  • Harold de Boer, Managing Director / Head of R&D, Transtrend 
  • Zubin Ramdarshan, Head of Equity & Index Product Design, Eurex
  • William Bryant, Partner & Portfolio Analyst, Albourne Partners

11:45

BREAK Interview

Sustainable and Competitive Clearing
Jan Bart de Boer, Chief Commercial Officer, ABN AMRO Clearing Bank

11:55

Panel Discussion & Q&A:  What will be the impact of the coronavirus on equity derivatives markets?

The spread of the coronavirus has led to unprecedented volatility and volume across global derivatives markets. At the same time, operations have been tested like never before. As the first wave of the crisis abates, thoughts are now turning to what lessons have been learned and what will permanently change as a result of the recent experience.

  • Where was the major pressure on operations stemming from the volatility and volumes?
  • How has the crisis changed our understanding of volatility trading?
  • Volatility and risk management of the options market: what lessons have been learned over the past two months?

Moderator: Will Mitting, Founder, Acuiti

Panelists:

  • Thibaut Herens, Partner, Optiver
  • Andreas Schmidt, Equity Derivatives Application Specialist, Bloomberg
  • Randolf Roth, Member of the Executive Board, Eurex  
  • Tobias Hekster, Co-CIO, True Partner

12:10

The Role of Total Return Futures During Dividend Uncertainty

The current market volatility has introduced uncertainty around dividends and is driving firms to look at ‘dividend neutral’ solutions, such as the Eurex Total Return Futures (TRFs), to support their trading needs. Stuart Heath, Director, Equity & Index Product Design at Eurex and Julia Schieffer, Founder of DerivSource, explore in a Q&A discussion.

  • How is the dividend equity market impacted by current market volatility and changing dividend expectations and what are the new challenges firms face?
  • How do TRFs fit into newly adapted trading strategies in light of new market conditions
  • What’s next for TRFs and how will Eurex continue to evolve this instrument to support new needs?

12:40

Closing remarks


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