Frankfurt 2022 Derivatives Forum
Derivatives Forum

Derivatives Forum Frankfurt 2022

The Derivatives Forum Frankfurt 2022 was held for the first time as a hybrid event, with thought leadership insights, industry debates, keynote speeches and physical networking opportunities. The Derivatives Forum Frankfurt took place on May 24 and 25 at the Congress Center. The Derivatives Forum is the leading European event focused on trading and clearing for derivatives and securities financing across asset classes

Derivatives Forum Frankfurt 2022 - Wrap up!

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Agenda

Day 1 - Tuesday May 24, 2022

09:15 - 10:15


Networking Breakfast - Women In Derivatives (WIND)

Open for all registered ladies


Speakers:

  • Eckert, Heike, Member of the Executive Board, Deutsche Börse
  • Sell, Christina, Chief Sustainability Officer Trading & Clearing, Deutsche Börse

10:30 - 10:45


Welcome & Housekeeping Notes

Michael Peters, CEO Eurex and Annette Weisbach, Correspondent Germany, CNBC

10:45 - 11:05


Keynote: Deutsche Bank

Simon, Stefan, Chief Administrative Officer, Deutsche Bank

11:05 - 11:50


Panel: Navigating politics in 2022

  • Political and macro-economic developments within the EU and beyond – what are the implications for the financial markets?
  • What is the global political framework post-COVID?
  • What are the evolution of the European capital markets and the next steps for advancing the CMU project?
  • What is the future relationship between the EU and UK and the future of pan-European regulations?

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speakers:

  • Book, Thomas, Member of the Executive Board, Deutsche Börse
  • Lück, Martin, Investment Strategist, BlackRock
  • Simon, Stefan, Chief Administrative Officer, Deutsche Bank
  • Toncar, Florian, Parliamentary State Secretary, Federal Ministry of Finance Germany

12:50 - 13:10


Keynote: Goldman Sachs

Mueller-Glissmann, Christian, Head of Asset Allocation Research, Goldman Sachs


13:10 - 13:15 


Fireside Chat: Crypto & derivatives

Crypto assets are growing at a rapid pace, with increasing interest from institutional investors, which is driving renewed focus on developing robust standards and legal foundations.

  • How Central Banks are addressing Central Bank Digital Currencies (CBDC)
  • Why Crypto regulation must stay ahead of innovation

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speaker:

  • Giancarlo, J. Christopher, Former Chairman, US Commodity Futures Trading Commission


14:00 - 14:15


1 on 1 Session: Cryptocurrency fad or forever?

The price of bitcoin more than doubled during 2021 providing huge trading opportunities.

  • With digital currencies being launched by central banks, what is the future of digital assets?
  • Looking beyond bitcoin to the future of digital assets.
  • What impact will central bank digital currencies have on the market?
  • What is the outlook for digital currencies in 2022 and beyond?

Moderator:

  • Lancaster, Ross, Head of Research, Acuiti

Speaker:

  • Sandner, Philipp, Head, Frankfurt School Blockchain Center

1 on 1 Session: Latest trends and opportunities across asset classes and markets

Moderator:

  • Mitting, Will, Founder & CEO, Acuiti

Speaker:

  • Syrimis, Pavlos, Managing Director, Head of Single Stock Vol Trading, Goldman Sachs

1 on 1 Session: The role of derivatives in the sustainability transition

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speaker:

  • Engelberts, Pauline, Global Chief Operations Officer, ABN AMRO Clearing Bank

14:30 - 15:15


Panel: CCP Switch and the future of EU and UK regulations

The EU gives itself three more years to end euro clearing reliance on London. What’s next?

  • What is the relationship between EU and UK for regulations in the future?
  • What will be the consequences if equivalence is not maintained?
  • What are the developments in other jurisdictions?

Moderator:

  • Mourselas, Costas, Senior staff writer, Risk.net

Speakers:

  • Bonin, Gaspard, Deputy Global Head of Derivatives Execution & Clearing, BNP Paribas
  • Graulich, Matthias, Member of the Executive Board, Eurex Clearing
  • Karl, Ulrich, Head of Clearing Services, ISDA
  • Löber, Klaus, Chair of the CCP Supervisory Committee, ESMA
  • Roßberg, Thilo, Head of Fixed Income, Currency & Commodity Markets, LBBW

Panel: Navigating a New Era of Cross-Asset Volatility

Tightening monetary policy and inflationary pressures are adding to the risks facing investors this year. They're also creating opportunities for volatility trades across asset classes. This panel will examine the fresh forces shaping volatility markets and how investors can take advantage.

  • Where are the new volatility opportunities?
  • Managing the new normal – inflation, geopolitical risks, central bank tightening
  • Tail risk hedging – what’s next?

Moderator:

  • Mitting, Will, Founder & CEO, Acuiti

Speakers:

  • De Quiros, Hugo Bernaldo, Senior Cross Asset Trader, Optiver
  • Hekster, Tobias, Co-CIO, True Partner Capital
  • Möhrle, Marc, Portfolio Manager, DWS

Panel: Institutional adoption of crypto assets

Institutional investors are rapidly increasing adoption of crypto assets. What are the prerequisites for entering the crypto space, and how will growing institutional adoption impact crypto liquidity?

  • The path of least resistance – and how pre-post trade is in line with traditional market infrastructure
  • What are the existing ETPs?
  • What is the role of cash settled products for institutional adoption?
  • Credit intermediaries and the lack of Prime Brokers

Moderator:

  • Khasawneh, Radi, Derivatives Editor, GIG

Speakers:

  • Carlton, Edd, Institutional Digital Asset Trader, Flow Traders
  • Laesser, Konrad, Head of Sales EMEA, Genesis Trading
  • Sarbhai, Sagar, Head of Business Solutions, Fireblocks
  • Strijers, Luuk, Chief Commercial Officer, Deribit

15:45 - 16:05


Keynote: What is next in ESG Multi Asset?

Friede, Gunnar, Head of ESG, Multi Asset & Solutions, DWS Investments

Keynote: Trends in EURO STOXX 50 Futures - A Review of Two Decades

Menkveld, Albert J, Professor of Finance, Vrije Universiteit Amsterdam

16:20 - 17:05


Panel: The evolution of the ELP

Electronic liquidity providers have invested significantly in their direct to client offerings over the past few years. What does that mean for liquidity, competition, and buy-side execution?

  • How are ELPs approaching different asset classes and diversifying product offering?
  • How is the competitive landscape for ELPs evolving?
  • How are ELPs seeking to expand the warehousing of risk and offering to the buyside?

Moderator:

  • Mitting, Will, Founder & CEO, Acuiti

Speakers:

  • Bibb, Rebecca, Executive Director, Single Stock Vol Trading, Goldman Sachs
  • Hardiman, Cathal, Head of Direct Counterparty Trading Europe, IMC Trading B.V.
  • Roth, Randolf, Member of the Executive Board, Eurex

Panel: Embracing innovation in Repo

Repo markets have shot to prominence over the last three years. But how has the industry used the spotlight to launch new products and innovation?

  • What have repo markets learned over the past three years?
  • Where is innovation today in repo?
  • How is cleared repo creating new opportunities for the buy-side and their banks?

Moderator:

  • Galper, Josh, Managing Principal, Finadium

Speakers:

  • Keltner, Travis, Managing Director, Head of Repo Trading and Financing Solutions, State Street
  • Odendall, Frank, Head of Securities Financing Product & Business Development, Eurex
  • Steger, Jasper, Senior Investment Manager, MN Services
  • Subramanian, Karthik, Executive Director, Financing desk, J.P. Morgan

17:20 - 18:05


Panel: ESG risk management from a pension fund perspective

This panel will be looking specifically on the challenges and implementation trends in ESG Risk management from a pension fund perspective.

  • How are pension funds approaching risk management in ESG?
  • What challenges remain?
  • How are the upcoming EU regulatory changes simplifying ESG risk management for pension funds?

Moderator:

  • Webb, Dominic, Reporter, Responsible Investor

Speakers:

  • Hielkema, Petra, Chairperson, EIOPA
  • Kaiser, Lars, Head of Group Sustainability, VP Bank AG, Vaduz, Liechtenstein
  • Leppälä, Matti, Secretary General, CEO, PensionsEurope

Panel: Big, Alternative, Meta - New "Data-Verses" that excite investors

Big Data, Alternative Data, Metaverse: Applications and implications for active investors

  • What alternative data sources are pioneers using?
  • How are investors integrating alternative data sources into their strategies?

Moderator:

  • Knab, Matthias, CEO, Opalesque

Speakers:

  • Al-Wakil, Anmar, Senior Data Science Strategist, Ravenpack
  • Huynh, Thanh-Long, CEO, QuantCube Technology
  • Mattatia, Stephane, Managing Director, MSCI

Panel: How and where will Blockchain & DLT technologies make changes to the way capital markets operate?

  • What is the business case for the use of DLT in settlement processes?
  • What does custody of digital assets look like?

Moderator:

  • Mitting, Will, Founder & CEO, Acuiti

Speakers:

  • Amlani, Amar, Head of EMEA Digital Assets, Goldman Sachs
  • Bruenjes, Tim, Head of Sales Germany, Austria, Nordics, CEE & Russia, Fireblocks
  • Scott, Rob, Global Head - Market Infrastructure, Participants & Services Institutionals - Markets, Sponsors & Service, Commerzbank AG

18:05 - 18:15


Closing Remarks

18:15 - 23:00


Networking Reception

Open to all attendees


Day 2 - Wednesday May 25, 2022

08:20 - 08:30


Welcome Keynote

Fiona van Echelpoel, Deputy Director General, DG Market Infrastructure & Payments, ECB

08:30 - 08:50


Keynote: J.P Morgan
Povaly, Stefan, Head of Germany, J.P. Morgan  

08:50 - 09:45


Panel: Exchange Leaders

Exchanges have been traditionally at the heart of innovation. What trends are driving change for global exchanges and how are they helping investors meet the challenges of the post-covid world?

  • What are the key global trends for exchanges and how are firms adapting to change?
  • How have approaches to risk management changed since 2020?
  • What role can exchanges play in the transition to net zero?
  • How should exchanges respond to the evolution of digital asset and securities markets?

Moderator:

Weisbach, Annette, Correspondent Germany, CNBC

Speakers:

Boujnah, Stéphane, CEO and Chairman of the Managing Board, Euronext

Cho, Hyo Jae, President & CEO, Derivatives Market Division, KRX

Loh, Boon-Chye, CEO, SGX Group

Olszewska, Izabela, Member of the Management Board, Warsaw Stock Exchange

Peters, Michael, Chief Executive Officer, Eurex

Sibbern, Bjørn, EVP, President of European Markets, Nasdaq

09:55 - 10:10


1 on 1 Session with J.P. Morgan

Moderator:

  • Mitting, Will, Founder & CEO, Acuiti

Speaker:

  • Graillat, Neven, Head of Global Markets Sustainability Center, J.P. Morgan

1 on 1 Session with Coinbase

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speaker:

  • Rayner-Cook, Chris, Global Head of Institutional Derivatives, Coinbase

10:25 - 10:40


Fireside Chat with Google

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speaker:

  • Majmundar, Ashish, Global Head of Capital Markets, Google

Keynote: Thematic investing – How trends shape the future

Speaker:

Kell, Georg, Chairman, Arabesque Founding Director, United Nations Global Compact

11:10 - 11:55


Panel: Crypto for Institutions

As the crypto ecosystem continues to evolve, how can institutional investors engage with existing service providers and institutional-grade trading networks to gain access to digital assets?

  • Navigating the Crypto Ecosystem: what are some of the core structural factors that institutions contemplating involvement should have in mind?
  • Digital Assets ETPs: What role do digital assets ETPs play in providing an access point for institutional allocations?
  • Asset Security and Risk Management

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speakers:

  • Bevan, Tim, Founder & Co-CEO, ETC Group
  • Uhm, Thomas, Global Crypto Institutional Sales & Trading, Jane Street
  • Werner, Swen, Global Head of Digital Custody and Payments, State Street

Panel: Green bonds and the new EU taxonomy

Green bonds are one of the fastest growing segments in global capital markets. What is the current status in terms of regulation and practical implementation?

  • How far has the European sovereign market come, and where is it heading?
  • How can exchanges support the development of the green bond market?
  • Does the practical implementation of the taxonomy progress in the EU?
  • Are funds, insurers, and banks adjusting portfolios ahead of looming green disclosures?

Moderator:

  • Webb, Dominic, Reporter, Responsible Investor

Speakers:

  • Coustar, Claire, Managing Director, Global Head of ESG & Sustainable Finance , Deutsche Bank
  • Frey-Hartenberger, Jutta, Fixed Income Derivatives Product R&D, Eurex
  • Hörter, Steffen, Head of ESG, Munich Re Investment Partners

Panel: The future of FX futures

FX futures have been at the tipping point of wider acceptance for years, but have yet to be fully embraced by market participants. The panel will focus on what has been holding back the development of these products, what needs to change for the product to flourish, and where growth opportunities may be.

  • What are the challenges facing market participants looking to add listed FX to their capabilities?
  • What are the possible growth drivers for the FX futures market?
  • How can the global OTC and listed FX markets interact to create deeper liquidity and cost-efficient trading?

Moderator:

  • Becker, Lukas, Markets Desk Editor, FX Markets

Speakers:

  • Hock, Christoph, Head of Multi-Asset Trading, Union Investment Privatfonds GmbH
  • Moegling, Scotte, Institutional Trading, Flow Traders
  • Quiram, Jens, Executive Director – Head of FX Derivatives, Eurex
  • Reid, David, Managing Director, Global Foreign Exchange, Deutsche Bank

12:10 - 12:55 


Panel: Are digital assets changing the face of asset management?

Asset managers have traded carefully to date with the adoption of cryptocurrencies, but the potential gains are hard to ignore. As adoption grows, are cryptocurrencies and tokenization changing the face of asset management?

  • Where are we today in terms of asset management adoption of cryptocurrencies?
  • How are asset managers trading crypto?
  • What needs to change in terms of risk and portfolio management to succeed?

Moderator:

  • Smith-Meyer, Bjarke, Fintech Correspondent, POLITICO Europe

Speakers:

  • Bruenjes, Tim, Head of Sales Germany, Austria, Nordics, CEE & Russia, Fireblocks
  • Brzezek, Jan, CEO & Founder, Crypto Finance
  • Kreutzmann, Tim, Vice President Legal, BVI
  • Tyrer, Chris, Head of Fidelity Digital Assets Europe, Fidelity Digital Assets

Panel: Clearing Innovation & trends

In this panel, experts across the trading and clearing ecosystem and FIA Tech will discuss some of the most pressing operational and technology challenges of the future – and how to respond with innovative technologies for the exchange traded and cleared derivatives industry.

  • Trade allocation process - creating standards and consistency across the industry
  • Trade give-in process - reducing complexity across various settlement timings
  • Average pricing methodologies - allowing equitable allocations for multiple accounts

Moderator:

Savage, Bruce, Head, FIA Europe

Speakers:

  • Ashraf, Tony, Global Head of Derivative Operations, Collateral Management & Clearing, BlackRock
  • Haga, Per, Global Head of PDS Product, Barclays
  • Solinger, Nick, CEO, FIA Tech
  • Weber, Melanie, SVP Derivatives Clearing Design, Eurex Clearing

Panel: Liquidity & trading opportunities in ESG Derivatives

Two years after launching ESG Derivatives – what is the status? How is liquidity building and what is the outlook for growth?

  • Have the drivers evolved to foster the use case for sustainable derivatives?
  • What is the future of flagship indices as we know them?
  • A look at the regional use cases

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speakers:

  • Harrington, George, Managing Director & Global Head of Fixed Income and Derivatives - Index, MSCI
  • Nizard, Julien, Continental Europe Head of Equity Derivatives Trading, J.P. Morgan
  • Ramdarshan, Zubin, Head of Equity & Index Product Design, Eurex

13:45 - 14:00


1 on 1 Session: Providing Liquidity to the markets

Actively market making across regions -and across markets bring challenges – what are the hidden roadblocks and opportunities in doing so?

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speakers:

  • Besselink, Thomas, Head of Trading, IMC Trading B.V.

1 on 1 Session: Cross Margining – myth or reality?

Cross margining has long promised significant savings for banks and their clients. However, to date, there has been relatively few examples of liquidity shifting to achieve cross margin savings.

Moderator:

  • Schieffer, Julia, Founder & Editor, DerivSource

Speakers:

  • Blanche, Isabelle, Fixed Income Sales, Derivatives, Funding & Financing, Eurex
  • Gavin, Jamie, Head of OTC Prime Clearing – EMEA, Societe Generale

1 on 1 Session: Cryptoassets - EU regulatory approach

Moderator:

  • Mitting, Will, Founder & CEO, Acuiti

Speakers:

  • Ceyssens, Jan, Head of Unit - Digital Finance, DG FISMA European Commission

14:10 - 14:30


Keynote: Zero to Crypto- Bringing crypto products to market

Sarbhai, Sagar, Head of Business Solutions, Fireblocks

14:40 - 15:25


Panel: Product Innovation in the light of UMR

Futurization has brought new products and instruments into the realm of listed derivatives. But what opportunities remain and how are they being developed?

  • ESG Total Return Swaps and Futures product development
  • What is the opportunity for the buy-side from futurization?
  • Thematic Index Futures and Systematic Indices

Moderator:

  • Jeffs, Luke, Managing Director, Global Investor Group

Speakers:

  • Heath, Stuart, Director, Equity & Index Product Design, Eurex
  • Lindemann, Tobias, Managing Director, Goldman Sachs
  • Lomholt, Axel, Chief Product Officer, Indices and Benchmarks, Qontigo

Panel: When two worlds collide - looking at crypto in the derivatives space

Native crypto markets hold most of the market share for derivatives trading. How have traditional exchanges responded in this market and has the opportunity to develop liquid digital derivatives markets passed?

  • What have traditional exchanges launched to date?
  • How are native and traditional exchanges co-existing?
  • What is the future of crypto derivatives on traditional markets?

Moderator:

  • Khasawneh, Radi, Derivatives Editor, GIG

Speakers:

  • Beller, Wilhelm, Head of Trading, BitMEX
  • Kuehne, Jan, Institutional Sales Manager, Coinbase
  • Strebel, Rob, Head of Relationship Management, DRW
  • Tyrer, Chris, Head of Fidelity Digital Assets Europe, Fidelity Digital Assets

15:35 - 16:20


Panel: Creating value through algorithms

Designing future proof algorithms and breaking down the barriers of the trading floor.

  • The evolution of execution algorithms across the trading floor
  • Why measuring performance is important, and how to evaluate the quality of an execution algorithm
  • Machine learning in execution algorithms

Moderator:

  • Davison, Tony, Head of EMEA Sales, Quantitative Brokers

Speakers:

  • Boulton, Sam, Director of Execution Research, Aspect Capital
  • Field, Jonty, Global Head of Product and Execution Performance, Quantitative Brokers
  • Goater, James, Head of Electronic Futures, EMEA, Barclays
  • Scholz, Yven, Multi-Asset Derivative Trader , Allianz Global Investors

Panel: ESG in Fixed Income – what’s next?

  • What trading considerations should you take into account when investing in green and climate-oriented bonds and ESG fixed income?
  • What are the regional uses cases for FI ESG derivatives?

Moderator:

  • Barnes, Dan, Head of Editorial, The DESK

Speakers:

  • Harden, Anthony M., Executive Director, Derivatives Sales Trading, Goldman Sachs
  • Lassegnore, Marie, CFA – Credit PM & Head of ESG Strategies, La Francaise
  • Masi, Davide, Fixed Income Derivatives Product R&D, Eurex

Panel: Index Leaders - Thematic Indexes & structural trends

  • Get answers to the top megatrends that are shaping the way we live
  • What is the difference between an emerging- and megatrend?
  • What are new approaches to capture trends?
  • Is the trend shifting from sectors to thematic?

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speakers:

  • Mattatia, Stephane, Managing Director, MSCI
  • Powell, Rob, Managing Director - Head of Thematic & Sector Product Strategy, BlackRock
  • Ramdarshan, Zubin, Head of Equity & Index Product Design, Eurex
  • Schon, Christoph, Senior Principal, Applied Research, Qontigo

16:40 - 17:00


Keynote: ESMA CCP Supervisory Committee focal areas for 2022 and beyond

Löber, Klaus, Chair of the CCP Supervisory Committee, ESMA

17:10 - 17:55 


Fireside Chat: Fixed income markets in 2022 and beyond

After years in the doldrums, fixed income markets spurred into life in 2021. And 2022 looks set to be an exceptionally volatile year.

  • How are geo-political events and central bank intervention impacting fixed income markets?
  • Talking inflation – what are the implications for monetary policies and long-term stability
  • Instruments (IFS Clearing, Buxl, ETF options) Reflecting on the evolution of the fixed income market structure
  • What are the top trends shaping trading desks and investment strategies?

Moderator:

  • Barnes, Dan, Head of Editorial, The DESK

Speakers:

  • Bartholomew, Lee, Head of Fixed Income Derivatives Product R&D, Eurex

Panel: The evolving role of collateral management (transformation) & collateral mobility

With the final stages of UMR coming into scope in 2022, more firms than ever will need to invest in collateral management. What lessons have we learned to date?

  • What is the latest best practice with regards to collateral management?
  • What impact will the last phases of UMR have on the market?
  • How are new technologies such as DLT changing collateral management?

Moderator:

  • Schieffer, Julia, Founder & Editor, DerivSource

Speakers:

  • Foster, Danny, Director, Derivatives Clearing Services, HSBC
  • Lipensky, Ales, MD, Head of Derivatives Funding and Collateral Optimisation Group, Deutsche Bank
  • Simons, Phil, Global Head of Sales, Fixed Income Derivatives Funding & Financing, Eurex
  • Strömer, Guido, Chief Executive Officer, HQLA-X

Fireside Chat: Energy markets are key to a successful transition to net zero. But how will change be enabled?

  • What is the role of gas markets?
  • What is the role of electricity markets?

What is the role of the EU Emission trading Scheme?

  • What is needed to bring the financial and energy world together in order to achieve climate neutrality by 2050 (Green Deal)?

Moderator:

  • Weisbach, Annette, Correspondent Germany, CNBC

Speakers:

  • Paulun, Tobias, Chief Strategy Officer, EEX
  • van Hoorn, Victor, Executive Director, Eurosif

17:55 - 18:00

Closing Remarks



Watch the interviews with our Speakers!

Crypto - a new architecture of finance

Derivatives Forum Frankfurt 2022 from a sponsors perspective