Join us for our Webinar!
Digital Innovation in Financial Regulation and Smart Derivative Contracts
Friday, February 24, 2023
4:00 - 5:00 PM CET
Register now
What is it about?
Since the 2008 financial crisis regulators seek to successively reign in exposure to derivatives risk. Higher capital charges and complex administrative requirements put pressure on banks to improve risk management and front-to-back transaction processing. Digital technologies such as cloud computing and blockchain are new tools to address these challenges. Our expert panel will provide insight into most recent regulatory developments along with practical solutions to use smart derivative contracts to reduce risk and post-trade processing cost as well as how to improve capital management in the current environment.
Meet our Speakers
Stephan Mögelin
Senior Officer
BAFIN
Stephan MÖGELIN is working at the Federal Financial Supervisory Authority (BaFin) as Senior Officer in the department responsible for the supervision of financial market infrastructures (CCPs, CSDs). During the last six years, Stephan had a specific focus on new technologies such as DLT, Blockchain and Cloud and the potential implications of these technologies applied to post-trade services. Furthermore, he contributed as seconded national expert to the work of the ECB in the fintech-team of DG-MIP analysing Blockchain and crypto-assets (in particular, project Stella phase II and related policy workstreams wrt crypto-assets). In addition, Stephan contributes as member of the CPMI-IOSCO Joint Working Group on Digital Innovation to the ongoing analysis of DLT, Blockchain and stablecoin arrangements in the context of the CPMI-IOSCO PFMIs.
Peter Kohl-Landgraf
Senior Business Analyst
DZ Bank
Peter Kohl-Landgraf works as Senior Business Analyst at DZ BANK’s capital markets department with over a decade of experience in risk management and model analytics related to structured products and derivatives. He holds a diploma degree in business mathematics of University of Bayreuth. Since 2018 Kohl-Landgraf is involved in a cross institutional project which aims a smart contract implementation of an otc derivative equipped with a complete deterministic post-trade live cycle. The proof-of-concept was successfully processed in June 2021.
Prof. Christian Fries
Professor for Applied Mathematical Finance
LMU Munich
Christian Fries is head of model development at DZ Bank’s risk control and Professor for Applied Mathematical Finance at Department of Mathematics, LMU Munich.
His current research interests are hybrid interest rate models, Monte Carlo methods, and valuation under funding and counterparty risk.
He is the author of “Mathematical Finance: Theory, Modeling, Implementation.
Selwyn Blair-Ford
Partner at HKB Risk Consulting, Regulatory Specialist
Selwyn is HKB’s lead SME and is a senior banking professional, with over 25 years experience working with banks and derivatives houses in roles including: Head of Regulatory Reporting, Head of Risk Control, Financial Controller and Head of Management Reporting.
Selwyn has international experience and a proven ability to explain complex ideas. He helps executives to improve their responsiveness to business issues, while keeping them ahead of the changing supervisory environment.
Part of his roles have included explaining and highlighting practical issues in relation to these regulations to a wide range of audiences. He has a list of published articles in global finance magazines such as the Banker or Wall Street Journal. He is the author of several white papers on these topics.
Lecture Title:
EMIR under review – Central Clearing from a European perspective
Lecture Title:
Smart Derivatives Contracts
Lecture Title:
Implementing - From idea to reality