Fixed Income Market Structure Seminar

Date

May 17, 2018

Location

Webinar or New York, NY

Overview

This year’s SIFMA Fixed Income Market Structure Seminar will focus on the trading, execution and risk management strategies that are increasingly driving market dynamics and the evolution of market structure.

The half-day program will address:

  • The newly formed SEC Fixed Income Market Structure Advisory Committee (FIMSAC), its priorities and its recent recommendations for a pilot program for block-size trades in corporate bonds
  • Trends in fixed income portfolio trading and their impact on market liquidity
  • Systematic trading strategies to transfer risk and enhance trading efficiencies

Don’t miss the latest developments from buy-side, sell-side and service provider perspectives.

Program

1:30pm – 6:30pm

Registration Desk Hours

1:30pm – 2:00pm

Welcome Refreshments

2:00pm – 2:10pm

Participants

Sean C. Davy

Speaker

Sean C. Davy

Managing Director, Capital Markets

SIFMA

Sean C. Davy’s Biography

2:10pm – 2:40pm

A conversation on fixed income market structure and the role of technology in PIMCO’s investment process, with a member of the SEC’s newly formed Fixed Income Market Structure Advisory…

A conversation on fixed income market structure and the role of technology in PIMCO’s investment process, with a member of the SEC’s newly formed Fixed Income Market Structure Advisory Committee (FIMSAC) and Chair of its Transparency Subcommittee. Mr. Worah will discuss the Committee’s advisory role to the SEC and their priorities as well as their April 2018 recommendations for a pilot program for block-size trades in corporate bonds.

Participants

Randy Snook, Mihir P. Worah

Moderator

Randy Snook

Executive Vice President, Business Policies & Practices

SIFMA

Randy Snook’s Biography

Speaker

Mihir P. Worah

CIO Asset Allocation and Real Return

PIMCO

Mihir P. Worah’s Biography

2:40pm – 3:40pm

Updates on the growth of exchange traded funds (ETFs) and the evolution of total return swaps (TRS), and a closer look at how these products and program trades are enhancing…

Updates on the growth of exchange traded funds (ETFs) and the evolution of total return swaps (TRS), and a closer look at how these products and program trades are enhancing market liquidity.

Participants

Vikram Prasad, Shrirang Apte, Samara Cohen, Jay Mann

Moderator

Vikram Prasad

Managing Director

Citi

Vikram Prasad’s Biography

Panelists

Shrirang Apte

Vice President, Credit, Derivatives & Fixed Income

Healthcare of Ontario Pension Plan (HOOPP)

Shrirang Apte’s Biography

Samara Cohen

Managing Director, Head of iShares Global Markets

BlackRock

Samara Cohen’s Biography

Jay Mann

Head of Global Fixed Income & Currencies Beta Trading

Citigroup

Jay Mann’s Biography

3:40pm – 4:00pm

Networking Break

4:00pm – 5:00pm

A discussion on how algorithmic trading strategies are being used to facilitate market risk transfer and enhance trading efficiencies.

A discussion on how algorithmic trading strategies are being used to facilitate market risk transfer and enhance trading efficiencies.

Participants

Amy Hong, Thomas Barrett, Isaac Chang, Michael Nappi, Joshua Walsky

Moderator

Amy Hong

Head of Market Structure Strategy for Fixed Income, Currencies and Commodities

Goldman Sachs

Amy Hong’s Biography

Panelists

Thomas Barrett

Global Head of Rates Electronic Trading and Fixed Income, Currency and Commodities Execution Services

Goldman Sachs

Thomas Barrett’s Biography

Isaac Chang

Managing Director and Co-head of Trading

AQR Capital Management

Isaac Chang’s Biography

Michael Nappi

VP, Senior Fixed Income Trader, Manager of Business Systems Analysis

Eaton Vance

Michael Nappi’s Biography

Joshua Walsky

Cofounder, CTO and Board Member

Broadway Technology

Joshua Walsky’s Biography

5:00pm – 6:30pm

Networking Reception

Venue

SIFMA Conference Center

120 Broadway
Floor 2
New York, NY 10271

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Located at 120 Broadway, a National Historic Landmark and a New York treasure, the SIFMA Conference Center is situated at the heart of New York’s Financial District.

With a rare combination of advanced technologies and sophistication, SIFMA’s Conference Center is fully furnished and equipped to offer unique features that stand alone amongst New York’s leading conference facilities.

Picture of venue

Hotel Accommodations

If you require hotel accommodation, a special SIFMA rate is available at the following:

Double Tree by Hilton Hotel – Financial District
8 Stone Street, New York, NY  10004, Phone# 212-480-9100
DISCOUNT: Corporate ID #0560038852

Club Quarters
52 William Street, New York, NY 10005, Phone# 212-269-6400
DISCOUNT: Password (SIFMA)

Residence Inn New York Downtown Manhattan / World Trade Center
170 Broadway, New York, NY 10007, Phone# 212-600-8900
DISCOUNT: Password (SIFMA)

Media

Media Inquiries
Contact Katrina Cavalli at 212.313.1181.

Media Registration
Contact Emily Reinus at 212.313.1339.

Policy
View SIFMA’s official press policy.

Terms and Conditions

Code of Conduct
SIFMA meetings and events are intended to educate and engage our members and industry participants in thoughtful conversations. Inappropriate behavior will not be tolerated. SIFMA defines inappropriate behavior as any possible illegal conduct, verbal or physical abuse of any type, use of derogatory or discriminatory language, gestures or actions, unwanted invasions of privacy, any form of harassment, racism, sexism, or any other targeted comments which are intended to cause personal offense to another participant either in-person at the event or through social media channels, or the violation of any local, state, or federal laws or regulations.

If you are involved in or witness an incident at a SIFMA meeting or event that violates this Code of Conduct, please use this anonymous incident report form to let SIFMA know immediately. Please provide as much information as possible about the incident so that we can make a proper investigation. Any violations of law should be reported to law enforcement authorities.

SIFMA will investigate any reported incidents swiftly and confidentially if possible. SIFMA, at our discretion, may act on any reports of inappropriate behavior, including but not limited to removing a participant from the meeting or event and/or bar that person from attending future SIFMA meetings or events. SIFMA shall not refund any money paid for such attendee to attend the meeting or event, or for any travel expenses incurred to attend.

Attendee Roster
For your name to be included in the Attendee Roster, your completed registration form and payment must be received no later than two weeks prior to the event. Registrations received after that time will not be included in the Roster.

Substitutions
Conference registration substitutions are welcome. Email [email protected] with the following information and we will confirm the change: original registrant’s full name, substitute registrant’s full name, mailing address, title, phone and email.

Cancellations
Refunds will be granted for cancellations made three weeks prior to the start of the event. All cancellation requests are subject to a $100 processing fee and must be made in writing.