Join us on February 1-4 as we announce the winners of the 2021 Risk Awards and Risk Markets Technology Awards. After a lengthy judging process consisting of pitch documents, off-the-record meetings and concluding with a due diligence phase, the results are in.
The awards will be hosted virtually this year, starting with interviews and panel discussions with awards winners and market leaders, followed by the awards announcement. As the event is virtual, there is no limit on who can join us, invite your team and colleagues to join in the celebration. See you there.
AGENDA
February 1, 2021
11.30am ET / 4.30pm GMT
Opening remarks: Duncan Wood, global editorial director, Risk.net
Interview with Risk.net 2021 Quant of the Year Award recipients
Pricing and analytics: fixed income, currencies, credit
Pricing and analytics: structured products/cross-asset
Trading systems: commodities
Trading systems: equities
Trading systems: fixed income, currencies, credit
Best user interface innovation
Best use of machine learning/Ai
Best use of natural language processing
Best use of cloud
Best modelling innovation
February 2, 2021
11.30am ET / 4.30pm GMT
Opening remarks: Duncan Wood, global editorial director, Risk.net
Webinar: The changing face of fixed income liquidity provision
Today’s credit, FX and rates markets embody a host of apparent contradictions. Bilateral trading is resurgent, while new multilateral venues are still being launched; execution algos are cutting orders into ever-smaller slices, while portfolio trades allow ever-larger one-shot transactions; internalisation rates are growing, while hoovering up flow to the public venues on which pricing engines depend. How to explain this uneasy equilibrium? And what does it mean for liquidity providers, and consumers?
Moderator: Lukas Becker, editor, Risk.net
Giuseppe Nuti, managing director, global head of the central risk book and data analysis, UBS
John Estrada, managing director, head of eMacro trading, Credit Suisse
Awards to be announced:
Risk Awards 2021:
Flow market-maker of the year
Innovation in execution
Risk solutions house of the year
Inflation derivatives house of the year
Credit derivatives house of the year
Currency derivatives house of the year
Interest rate derivatives house of the year
Risk Markets Technology Awards 2021:
Market risk management product of the year
Market liquidity risk product of the year
Counterparty risk product of the year
FRTB product of the year
Regulatory reporting product of the year
Best support for Libor reform
February 3, 2021
11.30am ET / 4.30pm GMT
Opening remarks: Duncan Wood, global editorial director, Risk.net
Webinar: Spotlight on clearing and margin efficiency
Few predicted the outbreak of a mysterious, pneumonia-like illness in central China a year ago would turn into a pandemic that has killed millions and wrecked the global economy. Most CCPs’ margin models failed to predict the consequences, either – with some exhibiting alarming spikes in requirements of 1,000% or more as asset prices whipsawed in the aftermath, adding to systemic risk concerns at a time of extreme stress on dollar funding markets. Throw in issues with post-trade resilience among some banks and vendors, and the derivatives industry did well to come through 2020 relatively unscathed. Banks, clients and clearers alike united to patch things up – but what can be done to prevent a repeat? And, how can firms move forward with more positive initiatives to ease margin pressures, in operational and efficiency terms?
Moderator: Tom Osborn, risk management editor, Risk.net
Nick Rustad, global head of derivative clearing, JP Morgan
Dmitrij Senko, chief risk officer, Eurex Clearing
Ulrich Karl, head of clearing services, ISDA
William Thum, principal, global head of capital markets legal and regulatory, Vanguard
Awards to be announced:
Risk Awards 2021:
Hedging adviser of the year
Law firm of the year
OTC infrastructure service of the year
OTC platform of the year
Exchange of the year
FX prime broker of the year
Derivatives client clearer of the year
Clearing house of the year
Risk Markets Technology Awards 2021:
Central counterparty clearing support product of the year
Collateral management and optimisation product of the year
Market data vendor of the year
Alternative data vendor of the year
Risk data repository and data management product of the year
Electronic trading support product of the year
Best vendor for system support and implementation
February 4, 2021
11.30am ET / 4.30pm GMT
Opening remarks: Duncan Wood, global editorial director, Risk.net
Webinar: Life after 60-40: what to do when bonds stop working
Yields are near zero. As a diversifier bonds can no longer be counted on. Inflation is a mounting concern. The traditional 60-40 portfolio model, with bonds offsetting risks in equities, arguably is broken. Replacing it won’t be easy. Probably, it will require the use of more-complex investing strategies and call for closer risk management, especially of tail risks.
Moderator: Rob Mannix, quant investing editor, Risk.net
Sandrine Ungari, head of cross-asset quantitative research, Societe Generale
Serge Tabachnik, head of research, multi-asset group, Lombard Odier
Kari Vatanen, chief investment officer, Veritas Pension Insurance Company
Asbjørn Trolle Hansen, head of asset allocation, Nordea Investment Management
Awards to be announced:
Risk Awards 2021:
Investment house of the year
Hedge fund of the year
Quant investment firm of the year
Research house of the year
Equity derivatives house of the year
Structured products house of the year
Lifetime achievement
Derivatives house of the year
Risk Markets Technology Awards 2021:
Buy-side market risk management product of the year
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