Event Venue | Conference & Workshop Program
A-Team Data Management Summit 2012 – May 22, America Square, London
8.50am - Keynote Presentation: “Scalable, On-demand Risk and P&L” The need to accurately estimate collateral for derivative transactions subject to bilateral clearing based on the Credit Support Annex (part of the ISDA Master Agreement) has become critical particularly where this needs to be managed across asset classes. The estimation of this collateral on OIS rates rather than LIBOR adds to the complexity. The talk will focus on a reporting solution that is event driven, cross asset compliant with the ability to handle vast trade populations across large dimension sets but still retaining a high level of scalability and performance.
* Raj Subramani, Vice President, JPMorgan Chase |
Following the success of its Data Management for Risk, Analytics & Valuations events in London and New York last year, A-Team will be hosting its Data Management Summit at the America Square conference facility in the City of London on May 22, 2012.
The Data Management Summit will have a firm focus on risk, regulation, analytics and Big Data. Plan to attend to hear from industry thought leaders on:
- The data management implications of incoming regulations like
Solvency II, Dodd-Frank and MiFID 2 - The opportunities and challenges presented by new data management technologies like Big Data
- The business imperatives facing data managers as internal clients demand ever more granular and timely enterprise data.
Confirmed Speakers Include:
Gerry Buggy |
Benjamin Stopford |
Rupert Brown |
Colin Gibson |
Amir Halfon |
Stuart Grant |
Xavier Bellouard |
Ken Tune |
Scott Campbell |
Emmanuel Lecerf |
Tony Moulange |
Mike Hepburn |
Selwyn Blair-Ford |
For more information on how to get involved, contact Andrew Delaney on andrew@a-teamgroup.com.
For sponsorship and exhibitor opportunities, contact Martyn Hodges on martyn.hodges@a-teamgroup.com.











The need to accurately estimate collateral for derivative transactions subject to bilateral clearing based on the Credit Support Annex (part of the ISDA Master Agreement) has become critical particularly where this needs to be managed across asset classes. The estimation of this collateral on OIS rates rather than LIBOR adds to the complexity. The talk will focus on a reporting solution that is event driven, cross asset compliant with the ability to handle vast trade populations across large dimension sets but still retaining a high level of scalability and performance.