Programme

End-user panel: Strategies to achieve optimal data management

• Managing data: Tracking the types, uses and varying demands of data across the firm and enhancing internal strategies for data delivery
• Managing vendors: Analysing challenges and opportunities in an evolving landscape of global, regional and domestic vendors and exchanges
• Collaborate or combust: Working with providers to increase transparency and improve solutions
• Measuring up: Assessing the return on investment, evaluating vendor negotiation approaches and managing costs in the face of tightened budgets

10:00

Case Study: Market Data as a Service

Jeremy Green, IPUG Asia & Global Head of Market Data, STANDARD CHARTERED BANK

11:10

Chairman's remarks
John Sproat, Global Head of Legal Entity Data & Asia Head of Enterprise Data, MORGAN STANLEY

Chairman's remarks
Dr. Dennis Mwansa, (Ph.D), Low Latency Trading Platform Architect

11:20

Panel discussion: Regulating Data – Anticipating and complying with emerging regulatory data requirements

• How has Basel III, IFRS, Dodd-Frank Act and FATCA impacted data requirements for firms operating in Japan?
• Standardization: understanding the impact of establishing and adopting Global Legal Entity Identifiers (LEI)
• Ensuring data and documentation are in the right format and appropriate metrics are in place to satisfy regulators

Panel discussion: The Japanese E-trading Revolution

• Sizing up: How does the Japanese e-trading environment compare to those of US and Europe?
• Factoring in: What are the key ingredients to developing an efficient e-trading framework?
• The trader angle: How has the development of low-latency trading changed strategies and the trading environment? Are demands of algo trading being met?

Moderator: Hiroshi Matsubara, Co-Chair, FPL Japan Regional Committee
Takashi Hiratsuka, Trading Group Leader, Asset Management Division, RESONA BANK
Takeya Kamei, Director, Head of Autobahn Equity Japan, DEUTSCHE BANK
Shunsuke Nishino, General Manager, Head of Trading, DAIWA SB INVESTMENTS 

12:05

Presentation: Data Challenges For Undertaking Effective Credit and Counterparty Risk

• What data is needed to undertake effective CVA modelling with regard to Basel III? 
• Role of CDS pricing, curves and bid and offer spreads in undertaking risk modelling 
• Importance of fundamental financial data for effective counterparty bench marking and measurement 
• How to deal with the headache that non credit rated entities present
• Latest market developments facing Credit and Counterparty Risk Managers

Catherine Downhill, Head of Product, EMEA & APAC, FITCH SOLUTIONS

Presentation: Chasing light in dark times - Observations on Ultra Low-Latency and High-Frequency Trading 

Wayne Schmidt, Head of Market Data Technical Services, Asia, NOMURA SECURITIES

13:45

Panel discussion: EDM strategies for Japanese firms

• Strategy talk: Building an effective centralized strategy fit for adverse market conditions and global economic turbulence to improve risk management
• Consolidation: Overcoming obstacles when consolidating legacy systems and improving data availability across silos, regions and business units
• Adequately defining and developing governance processes to improve data governance across the firm
• Identifying the best products available
  

Moderator: Michael Shashoua, Editor, INSIDE REFERENCE DATA
John Sproat, Global Head of Legal Entity Data & Asia Head of Enterprise Data, MORGAN STANLEY
Raymond Yeung, Head of Technology Products, NIKKO ASSET MANAGEMENT

Panel discussion: The Cross-connection conundrum

• Analyzing and evaluating demand and potential impact of a cross-connection framework in light of Japan's competitive venue edge
• Assessing the evolved role of PTSs in the market and how it may force TSE's hand.
• What will it mean for volumes, market share and revenue?
• Will cross-connection present opportunities for real-arbitrage with other venues?

14:30

Panel Discussion: Obtaining reliable data for illiquid assets and complex products

• On the trade floor: Determining the changed user requirements for this type of data
• What challenges are being created by upcoming IFRS regulations?
• The challenges for sourcing accurate, verifiable data for fragmented markets: How can you reduce the risks?
• Liquidity vs Quality: understanding the difference between the two, specifically for OTC markets
• Evaluating the role of tools, products and varying methodologies in improving transparency and reliability
• Is there a need for greater regulatory involvement?

Panel discussion: Critical assessment of Latency

• Speed vs quality: is latency still a key differentiator? What other factors can give firms an upper-hand? 
• Balancing the need for speed with rising data volumes and ensuring that the requisite infrastructure and resources are place 
• Eliminating internal and external sources of latency and evaluating new technologies to decrease it
• Looking ahead: How will the TSE/OSE merger evolve the HFT and low-latency trading framework in Japan?

Moderator: Neil Katkov, Senior Vice President, Head of Asia, CELENT, a part of OLIVER WYMAN
Dr. Dennis Mwansa, (Ph.D), Low Latency Trading Platform Architect
Daniel Barker, Head of Product Management, Equity Electronic Trading, MIZUHO SECURITIES
Miguel Ortega, Head of Market Data, DEUTSCHE BANK SECURITIES

15:45

Executive Address: What to expect from the TSE/OSE merger

Satoshi Futagi, Director of Corporate Strategy Division, TOKYO STOCK EXCHANGE (TSE) 

16:15

Plenary panel: An overview of next-generation technologies and outlook for services

• What to expect: The next-generation of data and infrastructure systems
• Balancing act: Ensuring a win-win service mentality for all players
• On the ground: The significance of having a local presence when building and improving relationships with Japan’s user community
• I’m on the phone: Assessing the rise of mobile media and its uses on the trading floor