Sponsorship / Exhibiting
Now entering its fourteenth year, ICBI’s annual Global Derivatives & Risk Management is the premier event of its kind targeted squarely at investment and retail banks, fund managers, hedge funds and institutional investors. A speaker faculty consisting of 100+ Senior Traders, Quantitative Analysts, Risk Managers and only the top Academics ensures that all the major issues and developments in this constantly evolving marketplace are covered in depth.
Next years conference already looks set to raise the bar higher, with a programme reflecting all the pertinent issues in the market. The conference has led the field since 1993 and has been ahead of the game ever since, it is regarded as THE must-attend event in the industry. With over 500 delegates from 20 different countries attending the conference in 2007, this event is clearly the largest and premier event of its kind.
JUST SOME OF THE NEW FEATURES FOR NEXT YEARS EVENT
- Quickfire Software Showcase
Your chance to showcase your innovative software during afternoon tea in the exhibition area. A 10 minute slot to demonstrate your offering to over 500 attendees
- The ‘Brown Bag’ Lunchtime Workshops
Given the thirst for knowledge of the latest solutions and cutting-edge material, we will be running 1 hour lunchtime workshop presentations during lunch on the 21 May. This is a unique opportunity to present your expertise in the derivatives arena in front of a targeted audience.
- A Brand New ‘Quant’ Breakfast Briefing
This unique opportunity to host a breakfast briefing on the 21 May to showcase your latest research and cutting-edge thinking and align yourself with the thought leaders at this premier event.
- Global Derivatives TV
This is a brand new, dynamic, speaking platform featuring a 5 minute pre-recorded interview with a senior representative of your organisation. This will be broadcast on a loop in the exhibition area of the event. You can promote your thought leadership, recent reports or products as well as achieve a high level of branding.
- Wine Challenge Cocktail Party within Exhibition area
An opportunity to align your brand with the event and promote networking and industry discussion during this unique social event
Plus:
- Private sponsor meeting area
- New Venue
- Extended Networking Breaks
- Buffet lunch within Exhibition area
Want to know more?
For Sponsorship enquires please contact Greg Harley on +44 (0)20 7017 7225, gharley@icbi.co.uk or click here.
Lead Sponsor
Numerix is the global standard in finance for structured products pricing and risk management. Our flexible, crossasset software solutions empower buyers and sellers of derivatives to price and manage their risk with unprecedented Accuracy, Speed and Power. Numerix Tools and Pricing & Risk Management Engines provide a foundation that unifies business, information technology and quantitative disciplines within our client organizations.
OUR CLIENTS
- Investment and savings banks, Supranationals, Asset Managers, Hedge funds
- Auditors and consultancies
- 3rd party financial services software providers
Our clients use Numerix software to price the most complex segment of trading room products, “exotic”derivatives, and to hedge and manage the risk of interest rate, foreign exchange, equity and credit portfolios. Numerix software solutions include precise calibration,well-researched and implemented market valuation models, as well as proprietary tree algorithms and Monte Carlo simulation. Numerix Tools and Pricing & Risk Management Engines can be easily integrated within our client’s information technology environment. Using Numerix software allows portfolio managers and risk managers to safely and accurately price any traded interest rate, foreign currency, equity, or credit derivative instruments.
BENEFITS
- Our solutions allow users to easily structure and price new, complex instruments when margins are highest and without programming.
- Integration with third party and in-house systems enable middle office professionals to analyze and manage risk effectively across asset classes.
- Numerix solutions reduce development time and costs,creating a software environment that requires less maintenance and improve coordination and performance across business, information technology and quantitative functions.
Numerix has offices in New York, London, Singapore, Hong Kong and Tokyo. Our business professionals originate from the derivatives trading environment, while our research and development team benefits from PhD level expertise in theoretical physics, computer science and applied mathematics. Today, Numerix employs over 150 people worldwide. Numerix can be found at www.numerix.com
CONTACT
Nick Haining, Managing Director, Europe Tel +44 (0)207 648 6100 haining@numerix.com
Co-sponsors
Bloomberg is the leading source of market data, news, and analytics for financial and legal professionals, corporations, media organizations and individuals around the globe. The BLOOMBERG PROFESSIONAL® service and Bloomberg's media services provide real-time and historical pricing, indicative data, reporting, research, estimates, analytics, portfolio-management tools, electronic-trading and order-management systems, multimedia events, and electronic communications to Bloomberg users in more than 150 countries, 24 hours a day.
Furthermore, the BLOOMBERG PROFESSIONAL® service includes a suite of intraday data, market-standard models, flexible idea generation analytics, and independent valuation tools for the listed derivative, over-the-counter derivative, and structured note markets. Our applications span all asset classes-including foreign exchange, interest rate, inflation, credit, equity, and commodity derivatives—and are utilized by traders, salespeople, risk managers, and all other players using derivatives to hedge or invest. These transparent and flexible analytics also help our customers fulfill their regulatory requirements.
For more information, please contact Michael Lynch, Tel: 1-212-617-6229, E-mail: mlynch75@bloomberg.net
With 23 years experience Murex has unmatched competence in financial markets solutions. A key differentiator is the high R&D investment rate as Murex continually seeks to be capital market professionals addressing market challenges rather than pure software vendors. In 2008 Murex introduced a calibration stable stochastic/local volatility hybrid model with unprecedented transparency of volatility dynamics. The focus on volatility continues; 'What is the logical quotation, interpolation, observation space?' Many markets work in ‘strike’ or 'moneyness’ space. Neither are time comparable. The FXO market works in ‘delta space’ which is theoretically time consistent but is compromised by market conventions. Delta based methods raise questions; Spot or forward delta? Which model? Which dynamic? etc. They are also computationally intensive. Murex are now publishing a volatility surface framework addressing these issues using established financial mathematical methods to generate a cross-asset interpolation space solved using a new closed form solution.
Maxeler Technologies provides comprehensive acceleration services for High Performance Computing (HPC) applications. We are a "one-stop" HPC shop with hardware, software and consulting staff that works with scientists and analysts in fields as varied as financial modeling and Geophysics. Our target is to deliver substantially increased performance. We combine HPC
consulting and pioneering thinking with custom acceleration technology and HPC architecture to enable next-generation algorithms and provide a lasting competitive advantage.
By augmenting an existing High Performance Computing infrastructure with GPU and FPGA hardware and corresponding software we accelerate our customers' applications by an order of magnitude, typically achieving 30x improvement in time of computation with significant reduction in required space and power.
Endorsed By
The Professional Risk Managers’ International Association (PRMIA) is a higher standard for risk professionals, with more than 60 chapters around the world and over 65,000 members from more than 195 countries. A non-profit, member-led association, PRMIA is dedicated to defining and implementing the best practices of risk management through education, certification, events, networking, and online resources. More information can be found at www.prmia.org.
Media Partners
Automated Trader is the first global magazine dedicated to automated and algorithmic trading, and offers in-depth business and technical coverage through comprehensive news, features, in-depth articles on best practice/techniques and detailed user case studies. In addition to thousands of CTAs, hedge funds, proprietary trading operations and conventional asset managers globally, Automated Trader is also read by all major sellside participants in automated and algorithmic trading.
exhibitors and other supporting companies
