08.20 Registration and Breakfast

08.50 Welcome Address

09.00 KEYNOTE: A change of pace: economic and financial realities in 2012 and beyond

Stéfane Marion, Chief Economist and Strategist, NATIONAL BANK FINANCIAL

09.30 Plenary Panel: Adapting to a changing regulatory landscape - the impact on data management and trading technology

• Calculating the net effects of Volcker on your trading desk
• Assessing the impact of new rules around direct market access in Canada on global trading
• Turning a new leaf: market structure and the impact of the Maple decision
• More venues, greater flexibility, more money? How can end-users benefit from ATSs, dark pools and increased competition among exchanges?
• What are the benefits and what are the downsides for ‘traditional' traders and domestic firms from Canadian exchanges' focus on attracting international participants and high-frequency traders?

Moderator: Naveen Balakrishnan, Director, Electronic Trading Capabilities, BMO CAPITAL MARKETS
Nick Katerinakis, Chief Compliance Officer, GOLDMAN SACHS
Vaughn Swartz, Head of Compliance, TD SECURITIES LLC
Kuno Tucker, Chief Compliance Officer of IIROC Dealer & Chair CLS Institutional Sub Committee, INVESTMENT INDUSTRY REGULATORY ORGANIZATION OF CANADA (IIROC)
Felix Mazer, Vice President, Capital Markets Compliance, RBC DOMINION SECURITIES

10.20 Morning Break

DATA MANAGEMENT

TRADING TECHNOLOGY

10.50 Case study: Developing tools for investment data management: the HOOPP lifecycle

• Where we started, where we are, and where we are going
• Implementing data quality best practices
• Successes and challenges in maintaining a data quality program
  

Bav Lad, Director, Investment Data Management, HEALTHCARE OF ONTARIO PENSION PLAN (HOOPP)

10.50 Case studyCreating dynamic trading cost models: beyond the black box

• Deciphering the black box to reduce over-dependency on single vendor models or analytical processes
• Real-time market conditions: forecasting liquidity and volatility for dynamic pre-trade models
• ‘What if' analyses: how to incorporate costs into the investment cycle and reduce information leakage

Robert Kissel, Executive Director, Direct Execution and Portfolio Trading, UBS SECURITIES

11.10 Panel: Analyzing analytics: forecasting demand for content and context

• New investment trends: which asset classes are likely to see an increase in demand, and what content delivers the best value?
• Developing negotiation tactics to ensure vendor contracts offer significant returns on investment
• The Tools of a new generation: How the evolution of desktop data displays will provide competitive advantage in the new financial world
• Going social: enhancing efficiency in portfolio management by analyzing newsfeeds and social media
• Weighing data reliability and cost: the importance of real-time sentiment analysis tools in turning knowledge into profit
• ‘Delivering' value: Meeting the needs of a mobile workforce and changing needs

Moderator: Lida Preyma, Director, Capital Markets Research, G20 & G8 RESEARCH GROUPS
Mark Blair, Director Fixed Income & Alternative Investments, ONTARIO TEACHERS PENSION PLAN
Jacqueline Allen, Director, Execution Services, BANK OF AMERICA MERRILL LYNCH

11.10 Panel: Finding opportunity in automation: optimizing OTC markets for central clearing to comply with reporting requirements

• Making a smooth transition: what parts of OTC markets will need to become electronic and how are we going to implement the changes?
• Turning requirement into benefit: how can automation help firms overcome difficulties in supporting centrally cleared derivatives and improve their infrastructure?
• Tackling the OTC conundrum: how can smaller firms profit from standardized contracts and prices for additional product types?
• Debating the benefit of increased transparency, lower hedging costs and central clearing models
• Scaling your business for growing volumes of data and trades: multi-asset solutions
• Segregation and portability in OTC derivatives: how are market participant collateral and contractual positions treated?

Moderator: Garret Nenner, Managing Director, Global Markets, MOMENTUM TRADING PARTNERS
Neil Monaghan, Global Head of OTC Client Clearing Solutions, CITI
Aaron Unterman, Legal Counsel, Derivatives, ONTARIO SECURITIES COMMISSION

12.00 Panel: One vision, one strategy? Outlining best practices for data management and governance

• Learning lessons: How have firms changed their approach to data management strategies over the past 12 months?
• Implementing and gaining value from data governance and stewardship
• How will new data and reporting requirements impact EDM?
• Getting smaller firms on board: presenting options for data compilation, centralization and integration
• Technology requirements for data capture and delivery: what solutions do vendors need to provide to fulfill the needs of their clients?
• More than the sum of its parts: understanding enterprise integration to better manage exposure and risk

Moderator: Patricia Huff, Manager, Global Client Data Services, ROYAL BANK OF CANADA
Rares Pateanu, Executive Director, Enterprise Data Group, MORGAN STANLEY
Adele Pugliese, Director, Data Governance & Management, SCOTIABANK
Marc Odho, Managing Director, Data Management Consulting, FIRST DERIVATIVES PLC
Steve Engdahl, Senior Vice President, Product Strategy, GOLDENSOURCE

12.00 Panel: The fast and the smart: tooling up with the right technologies and low-latency architectures

• To what extent is latency still of prime importance and to whom?

• Optimizing low-latency technology investment decisions to route smart-orders and trade more profitably
• Where to use software? Leveraging next-generation processors to increase speed and processing capacity.
• Divide and conquer: overcoming the challenges created by the need to manage multiple co-location facilities cross-border

• To be or not to be? Has the moment for high Frequency Trading (HFT) passed and if so should firms start getting off HFT now?

• Beyond HFT: What's the next step to gain a trading advantage?

Moderator: Michael Newallo, Managing Director, Equity Structured Products, NATIONAL BANK OF CANADA
Adam Striffler, Vice President, Electronic Trading, GOLDMAN SACHS
Bryan Blake, Vice President, Global Execution Services, BANK OF AMERICA MERRILL LYNCH

12.50 Lunch break

14.00 Case Study: LEI

• What are the latest developments related to the introduction of the LEI?
• What additional capabilities in post-trade processing will firms need to employ in order to accommodate the LEI?
• What can vendors do to help match data from disparate proprietary systems under the LEI?

Ravi Jayaram, Director of Technology, Global Banking & Markets, SCOTIABANK

14.00 Case Study:

Brant Arseneau, Managing Director & Head of Electronic Trading Capabilities Group, BANK OF MONTREAL

14.25 Panel: Valuations and pricing: keeping processes consistent

• Key considerations in multi-party agreements: meeting end-user demands for data distribution, transformation and pricing
• Balancing risk and compliance: what can vendors do to secure data quality and consistency for Credit Valuation Adjustments (CVAs)?
• How are financial firms changing their counterparty risk management strategies?
• Overcoming the challenges of sourcing reliable prices for specialized niche products
• Optimizing valuation practices and price modeling techniques for greater transparency

Kerry White, Managing Director, Global Product Management, BANK OF NEW YORK MELLON
Raina Mehta, Head of Global Products Americas, FITCH SOLUTIONS

14.25 Panel: Thinking Big on data storage and analytics

• Do firms in the financial industry have a so-called "Big Data" Problem?
• Streamlining architectures to meet the demand for scalability and growth
• Breaking the trade-off between data volume capacity and performance: to what extent can third-party cloud solutions and internal virtualization projects help?
• Increasing your options: which areas can firms best apply cloud computing to get best returns?
• From data to software to platforms: deciding what to outsource to keep costs low

Moderator: Neil McEvoy, Founder and President , CLOUD BEST PRACTICES NETWORK
Brant Arseneau, Managing Director & Head of Electronic Trading Capabilities Group, BANK OF MONTREAL
Chris McCarthy, Senior Vice President, STATE STREET
Peter Chirlian, CEO, ARMANTA

15.10 Afternoon Break

15.40 Industry Presentation:

16.10 Panel: Alternative future scenarios: recess or rebound for the global economy?

• How are vendors responding to the pressure to provide better value in a struggling global economy?
• Are vendors prepared for changing end-user demand if the economy starts to rebound and market conditions improve?
• What can end-users do to help improve vendor services?
• How are vendors in Canada ensuring sufficient differentiation between their services and adding value?

Moderator: Adam Striffler, Vice President, Electronic Trading, GOLDMAN SACHS

17.00 Closing Remarks

17.05 Cocktail Reception