Canada's Leading Derivatives Conference

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Program » Wednesday, December 4th

6:00 p.m.
Welcome Cocktail

Program » Thursday, December 5th

7:30 a.m.
Registration / Breakfast
8:30 a.m.
Welcome Address
Alain Miquelon, Montréal Exchange
Trading and Clearing of Over-The-Counter (OTC) Derivatives: A Canadian Perspective
Over the last few years, OTC derivatives products have experienced a rapid evolution with many of them now being centrally cleared while market participants focus more than ever on "pre" and "post" trade processes. Since this phenomenon is happening all over the financial world, many different clearing models have emerged for OTC derivatives. This panel will attempt to give a "behind the scenes" view of the mechanics of OTC trading and clearing in Canada while highlighting the differences with other markets around the world.
8:45 a.m.
Session 1
Glenn Goucher, Canadian Derivatives Clearing Corporation
9:00 a.m.
Session 2
Christian Bergeron, Canadian Derivatives Clearing Corporation
Eric Aldous, RBC Capital Markets
Christopher R. Perkins, Citi
Marjorie Skolnik, National Bank Financial Markets
10:15 a.m.
10:30 a.m.
Equity Options: Generating Returns and Buying Protection in Different Volatility Environments
Understanding volatility and how it affects options prices is fundamental to implementing any successful options strategy. Different market environments call for different approaches with options. It is vital that market participants appreciate how the level of volatility and changes to volatility will impact their returns. The panel will bring together expert option traders/strategists who will discuss how they employ options to enhance the performance of their portfolios and provide some insight into how they adapt their strategies in response to changing volatility regimes. Our panellists will provide some valuable insight into how best to position oneself in the options market to generate profit in a variety of volatility environments.
Max Breier, BMO Capital Markets
Chris Heakes, BMO Asset Management
Kambiz Kazemi, Picton Mahoney Asset Management
Puneet Kohli, Healthcare of Ontario Pension Plan
Lunch / Presentation: Investing in your health to achieve optimal performance
Sylvie Bernier, Olympic Gold Medalist, Diving
1:15 p.m.
A Range of Opportunities within Canadian Fixed Income Derivatives
This year's Fixed Income panel will bring together a selection of diverse participants from differing backgrounds which provide them with unique perspectives into the subjects of the day. Our panellists, whose experiences range from trading, to asset management, to treasury management will embody the Montréal Exchange's objective of bringing together participants with diversified points of view, all of whom use derivatives for the sole objectives of hedging risk or enhancing returns.
Claude Cyr, Montréal Exchange
Jean-François Pépin, Addenda Capital
Greg Posehn, CIBC
Jim Yoon, Mellon Capital Management
2:30 p.m.
Regulatory Reform
Join us for a closed-door session with senior regulators for a view on developments in the regulatory space in Canada, the United States, and abroad. A special focus this year will be on how Canadian firms are addressing these changes.
Brian Z. Gelfand, Montréal Exchange
Carol Derk, Borden Ladner Gervais LLP
John McPartland, Federal Reserve Bank of Chicago
Derek West, Autorité des marchés financiers
3:30 p.m.
3:45 p.m.
Customer Margin: The Canadian Perspective
Join industry representatives and experts to discuss customer margin rules for derivatives. What types of margin relief are firms looking for? What is the current status of the portfolio margining project in Canada? What are the rules in other markets? What has been the impact of customer portfolio margining in the United States?
Richard Morin, Investment Industry Association of Canada (IIAC)
Antoine Babule, Newedge USA, LLC
Jamie Bulnes, Investment Industry Regulatory Organization of Canada (IIROC)
Ken Grant, ConceptONE LLC / Risk Resources LLC
6:00 p.m.
Cocktail and Evening at Resto-Bar Le Shack