PRE-CONFERENCE FOCUS GROUPS

Pre-conference focus groups

WEDNESDAY 14

1: Adapting to new market trends in fixed income trade execution

Brent Rossum, CFA, Product Manager for Front Office, SimCorp
Martin Shaw, Product Manager for Portfolio Management, SimCorp
David Wheatley, Product Manager for Compliance, SimCorp
Matthew Reid, Product Manager for Order Management, SimCorp

The way fixed income securities are traded is undergoing a vast change in terms of workflow and practice; and the front office needs to adapt to this change.

Join this session if you would like to discuss market evolution, liquidity seeking, generic order workflows, spread trading, and similar issues that concern the way SimCorp Dimension must adapt to current market practices.

We also want to talk about the systematic effects, which the changes in the fixed income market have on the front office users. Both users and practitioners are invited to attend this session to discuss the next phase of fixed income execution.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

2: Alternative investments: Discover and help shape our roadmap and upcoming functionalities

Hugues Chabanis, Product Manager for Alternative Investments, SimCorp

Join this focus group to discover the wide range of functionalities currently being built for Limited Partners by the Alternative Investments product team.

Get a chance to take a sneak preview of the user interface mock-ups and prototypes, as well as a unique opportunity to discuss and influence the roadmap for this quickly evolving and complex asset class.

This interactive focus group enables you to:

  • Identify and vote for your favorite feature roadmap candidates, from deal origination to accounting, and everything in-between
  • Provide feedback on user interface and navigation prototypes
  • Provide feedback and suggestions regarding already identified coming features
  • Propose new features to be added to the roadmap

Come and help us to help you better manage your alternative assets portfolio from front to back in your SimCorp Dimension solution.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

3: Data management: A discussion of potential data services from SimCorp

Howie San, Product Manager for Connectivity and Data Management, SimCorp

Data management is emerging as a stronger and stronger requirement for buy-side firms to master. While meeting best practice can be complex, time consuming, and expensive, the cost of not doing anything could be even worse.

This session will focus on the challenges around acquiring and managing the data (reference data, prices, benchmarks, corporate actions, etc.) necessary to run your business. We will seek to explore the various issues, with participants sharing their experiences in a closed forum. SimCorp will also outline some new proposed Data Services to help firms meet their data management challenges.

In order to ensure full participation and exchange of information, this focus group will be limited to 15 firms maximum. All participants will be expected to share their experiences and the challenges their firms face, and also provide feedback on the proposed SimCorp and other vendor product developments in this area.

All discussions will be confidential to promote disclosure and sharing of experiences.

This session is essential for any data management professionals or those responsible for data within their organization.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

4: Transaction processing hub: How can SimCorp be of service?

Igor Gramatikovski, Product Manager for Settlement, SimCorp

Automating post-trade processing for investment managers comes with its own set of challenges. Very often, these can defy the original goals of achieving operational efficiency and cost reduction. For example, evolving new communication standards such as ISO20022 and protocols such as FIX require ever-expanding specialist skill-sets, while (cyber-)security and the need for business continuity come to the fore yet again.

SimCorp currently provides a post-trade processing and settlement software solution as part of our IBOR. In line with our managed services strategy, we are in the process of exploring how we can increase our value proposition by enhancing our offering in this area.

This session will focus on the challenges around systems integration, establishing external connectivity, need for specialized IT resources, and an incompatibility of data formats. We will seek to explore the various issues, with participants actively sharing their experiences and providing feedback on the proposed SimCorp solutions in this area.

This session is essential for any trade processing, operations decision-makers, and IT professionals who are interested in outsourcing their challenges in this area.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

5: Collateral optimization: The impact of new margin requirements for non-cleared OTC derivatives

Jan Vendel Petersen, Product Manager for Asset Services, SimCorp

Collateral management is transforming from a pure back office function into a task that also impacts your front office, risk management, compliance, and legal functions. SimCorp is in the process of developing a new application, which will provide an improved overview of daily margin call activities including support of electronic messages and emails, a real-time securities inventory, integration with a third-party vendor used for verification of IM requirements, and pre-trade simulation of the best trade option (cleared, non-cleared, or futures contract)

Join this session if you would like to get an understanding of the new functionality, see a preview of the transformed user interface, and provide feedback to the suggested solution.

We will also discuss the following topics:

• A countdown to the VM big bang – which operational challenges are you facing?
• The need for a different approach to accessing required collateral and liquidity
• How to manage legal agreements with custodians and the need for maintaining accounts with a third party

Last year, we discussed the need to support front office trading activities. This year, we will explain how we plan to address these requirements through a third-party provider, who will participate for a joint demonstration of the functionality we will offer through this partnership.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

6: Strategy Manager: Investment forecasting and what-if simulations in regulated markets

Else Braathen, Product Manager for Risk Management, SimCorp
Dr. Andreas Schäfer, Business Consultant Principal, Regulatory Center of Excellence, SimCorp

What if I rearranged my assets and assumed changed market conditions – how would that influence my values, risks, and regulatory figures? What if I assumed it was at a future point in time?

These questions are increasingly raised by regulation and financial market participants, and to answer, financial institutions end up with time consuming and not very robust workarounds. One prominent and current example from the regulatory area is the Solvency II Pillar II requirements, in particular ORSA (Own Risk and Solvency Assessment) and FLAOR (Forward-looking Assessment of Own Risks).

Join this session to discuss our ongoing Strategy Manager project. Its objective is to support processes in investment forecasting and simulations across all holdings and to produce complex risk and regulatory measures in these scenarios. Key features are horizon analysis and what-if analysis.

Although this project is initially driven by the Solvency II Pillar II regulation, it spans much further than Solvency II.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

7: The future of investment management: Calculation and visualization of analytics

Lars Ole Hansen, Product Manager for Data Warehouse, SimCorp
Lars Bjerre Hansen, Product Manager for Performance Measurement, SimCorp

In this highly interactive focus group session, you will, together with your peers, be able to explore how new approaches to calculation and visualization of analytics may change the current mindset and behavior.

In traditional investment reporting, a small group of people determines what a larger group of recipients will be able to see and understand. We will explore what it will take to change the paradigm from a push of selected analytics to a pull of context-relevant risk, performance, and PnL analytics. As a means of inspiration, we will look at examples of how new technologies may change the current working conditions.

The focus group will be conducted in a workshop setup. The participants are expected to invest limited time for preparation, but a high level of involvement in the workshop. To ensure a workshop workstyle, the maximum number of participants is set to 40.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

8: Hedge Accounting

Uffe Hilfling Lehman, Solution Architect, SimCorp

SimCorp believes hedge accounting will become increasingly popular in the years to come, which makes it important to streamline the related workflows and processes to make it as cost-effective as possible. To facilitate this, we have been working with a group of clients to identify where improvements are required and costs are high.

Join this focus group to discuss how all the complex requirements related to hedge accounting can be met in one system – your SimCorp Dimension solution – and help bring hedge accounting with SimCorp to the next level.

Spot-to-spot hedge adjustments on FX hedges: We are working on designs to enable you to calculate and book the adjustment without the use of workarounds. We would like your feedback on the solution before development is finalized.

Incept and discontinue more hedge legs in one go: Today, this process is done one leg at a time, however, we would like to make a design proposal for including more hedge legs in one go and get your feedback.

Hedge rebalancing: Today, it is only possible to discontinue the hedge in connection with for instance redemptions, and afterwards the hedge has to be re-established with the rebalanced values. We would like to discuss the many details that need to be addresses in this process. To facilitate this, the participants will receive a list of question before the meeting, which can be used for preparation.

Standardized hedge efficiency testing: This is not a development issue, but we would like to present the first version of how hedge efficiency testing can be performed in SimCorp Dimension to get your comments and new ideas.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

9: SimCorp Regulatory Center of Excellence

Carsten Kunkel, Senior Manager, SimCorp Regulatory Center of Excellence

The SimCorp Regulatory Center of Excellence continuously monitors the increasing regulatory challenges that impact the way you run your business on SimCorp Dimension. The goal of our Regulatory Center of Excellence is to utilize the knowledge achieved to enable us to provide timely and cost-efficient integrated solutions to help you meet the challenges on your existing platform.

Join this focus group if you would like to discuss the regulatory challenges you are facing – now and in the future – and be part of the ideation of new services and functionality to continuously support your processes for meeting these complex challenges in one system – SimCorp Dimension.

Session time:
Wednesday, September 14, 2016 – 2 – 5 pm

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