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QuanTech Conference - Distributed Ledger Technology Stream
Distributed Ledger Technology
This video is the recorded version from the Distributed Ledger Technology stream at QuanTech and includes all the presentation material. There is also a discussion forum included when you purchase this video to continue the debate.
Chair: Dr Massimo Morini: Head of Interest Rates, Credit and Inflation Models, Banca IMI Intesa San Paolo
The market is now pursuing more radical solutions to lower the burden of counterparty risk and regulatory capital costs, increasing at the time the speed and convenience of collateralization. Technology promises to be able to recreate an efficient framework where market values come back to be the main drivers, rather than credit and regulatory costs. Distributed Ledgers promise to make modelling an inner part of the contract, shared by counterparties on a common implementation which is the contract itself. The old laborious legal work surrounding execution, the tragic uncertainty that still surrounds closeout in case of default or early termination appear an unbearable inefficiency in a world where derivatives can revalued in the same moment and in the same way by different parties (as it happens for example with CCPs).
This is a growing reality that quants cannot overlook, and that will make application of quant skill in the future even more far-ranging than it is now, involving IT, scripting, accounting, legal framework, revaluation engines.
Keynote speaker: Massimo Morini: Head of Interest Rates, Credit and Inflation Models, Gruppo Intesa Sanpaolo
Blockchain: The New Collateral And Risk Management Paradigm
- Beware of the buzz: what does Blockchain mean?
- Difference between BB (Bitcoin Blockchain) and Permissioned Distributed Ledgers
- Sharing Clearing/Accounting first. Sharing to be fast and automatic
- Financial contracts as pieces of code: an example of a Smart Contract
- What else can be shared and decentralized? Execution, Settlement? Even the Order Book?
- Moving imagination a bit further: Shared but Decentralized Valuation Models
- Difficulties and Opportunities when Quant models are part of contract code
- What room is left for Credit, Funding and Capital problems? A race against Time
- Kill Margin Period of Risk and Redefine Default without risks of market disruption
Panel: The Future of Money & Finance
Moderator:
- Massimo Morini: Head of Interest Rates, Credit and Inflation Models, Gruppo Intesa Sanpaolo
Panelists:
- Michele Curtoni: Strategy Manager, Global Technology Innovation, London Stock Exchange
- Vitalik Buterin: Ethereum founder
- Garrick Hileman: Economic Historian, University of Cambridge and London School of Economics – Founder, MacroDigest.com
- Tomaso Aste: Head Financial Computing & Analytics Group, University College London
Topics:
- What are the challenges and opportunities facing the finance industry due to the growing influence of new technologies?
- What are the likely disruptive impact of these financial technology?
- Discuss the impact of big data analytics in the financial world
- Is distributed ledgers technology the embryo of a bankless world or the real end of the crisis for banks?
- How banks can win this battle. Winning together or finish first?
Settlement Chain Architecture Using Permissioned Distributed Ledgers
Presenter: Michele Curtoni: Strategy Manager, Global Technology Innovation, London Stock Exchange
“The Decentralised Clearing Network (DCN): A Compelling Alternative to CCP Clearing”
Presenter: Robert Sams: CEO, Founder, Clearmatics
State of Cryptocurrencies and Distributed Ledger Technology
Presenter: Garrick Hileman: Economic Historian, University of Cambridge and London School of Economics – Founder, MacroDigest.com
Privacy and Scalability in Private and Public Blockchain Systems
Presenter: Vitalik Buterin: Ethereum founder
Shared Ledgers: An R3 Perspective
Presenter: Todd McDonald: Co-Founder, R3 CEV
Smart Contract Development
Presenter: Joseph Goulden: Software Engineer, UBS Crypto 2.0
Smart Contract Templates
Presenter: Lee Braine: Investment Bank CTO Office, Barclays
Investment Banking Panel: The latest Innovations in Distributed Ledgers for Collateral Management
Moderator:
- Robert Sams: CEO, Founder, Clearmatics
Panelists:
- Lee Braine: Investment Bank CTO Office, Barclays
- Alex Batlin: Head of UBS FinTech Innovation Lab, UBS
- Todd McDonald: Co-Founder, R3 CEV
- Massimo Morini: Head of Interest Rates, Credit and Inflation Models, Gruppo Intesa Sanpaolo
Topics:
- How are banks currently using, experimenting and assessing
distributed ledger technology in the world of digital “crypto currencies” - What are the potential operational, legal and regulatory implications of distributed ledgers technology?
- In the ever changing regulatory and compliance environment what do we expect from the regulators regarding cryptocurrencies and the Blockchain?
- Should regulators agree or not? DCN as the perfect Trade Repository
- What Kind of Coin? FedCoin? ECBitCoin? BitcoinOfEngland? Or just a Token?
- What are the pain points for collateral management that distributed ledgers could potentially address?
- Do you see value in smart contracts to improve call processes?
- Discuss the various types of potential smart contracts and smart contract platforms.
- Can a Decentralized Clearing Network be better than a Centralized Counterparty?