Pre-conference focus groups

Monday September 18

1: Alternative Investments: Portfolio look-through and data collection

Hugues Chabanis, Product Manager for Alternative Investments, SimCorp
Jon Irgens, Product Portfolio Manager for Alternative Investments, Product Management, SimCorp

The way fixed income securities are traded is undergoing a vast change in terms of workflow and practice; and the front office needs to adapt to this change.

Join this focus group to discuss the upcoming functionalities in the Alternative Investments Manager planned to meet the highly requested fund look-through and decomposition features. A demand caused by increased regulation and transparency requirements.

This is your chance to get an initial look at the user interface and workflows. You will also get a complete understanding of the type of data collected as well as the detailed calculations for the look-through and decomposition of fund investments.

This interactive focus group aims to:
• provide feedback on the user interface and various exposure calculations
• provide feedback and suggestions on already identified features
• propose new features to be added to the roadmap
• identify and vote for your favorites functionalities

Attend the session if you are closely involved with the look-through reporting process or quarterly reports data collection and analysis.

Participants signing up for this session are expected to have previous knowledge on the topic discussed and be able to provide expert feedback.

Session time:
Monday, September 18, 2017 – 2 – 5 pm

2: Configuration Management

Jacob Goltermann, Product Portfolio Manager for Technology, SimCorp
Martin van Wijnen, Senior Consultant SimCorp, with NNIP

In this focus group, we will present the high-level idea for our new Configuration Manager app.

SimCorp Dimension is a large piece of software and its specific implementation and configuration can be complicated. In addition, because it is a business critical system, clients have sophisticated processes and tests to reduce operational risk when introducing new modules, applying patches, or upgrades. Hence, it is a high priority to be able to take full control of configuration management for SimCorp Dimension.

SimCorp would like to take on the strategic challenge to enhance SimCorp Dimension with a standard capability to do multi-instance configuration management by help of a SimCorp Dimension app linked to a state-of-the version repository.

The two main use cases:
1: Control the flow of configurations from test environments to production.
2: Control configuration for standard implementation of new modules to multiple instances of SimCorp Dimension.

The new Configuration Manager app is envisioned to be built as a single tenant cloud app and a native part of SimCorp’s cloud strategy.

Join this session to give feedback on the idea and share your view on the benefits and challenges to help us prioritize the presented features in the roadmap.

Participants signing up for this session are expected to have previous knowledge on the topic discussed and be able to provide expert feedback.

Session time:
Monday, September 18, 2017 – 2 – 5 pm

3: Data management: An experts-only focus group

Howie San, Product Portfolio Manager for Data Management, SimCorp
Josef Sommeregger, Chief Commercial Officer, AIM
Nathan Wolaver, Broadbridge

This will be a focus group looking at data management, specifically outsourced data management services. In this session, SimCorp will be asking questions and eliciting feedback, rather than presenting.

All participants will be asked to share their organization’s experiences of data management under the “Chatham House Rule”*.

To ensure we can foster the appropriate levels of discussion, this session is for data management experts only.

Session time:
Monday, September 18, 2017 – 2 – 5 pm

4: Liquidity management, Repos, and Securities Lending: Qualifying the business opportunity and defining the workflow

James Carter, Product Portfolio Manager, SimCorp
Matthew Reid, Product Manager for Trading, SimCorp
Martin Shaw, Product Manager for Portfolio Management, SimCorp
Mark Baker, Product Manager for IBOR Derivatives and Collateral Management, SimCorp
Paul Michael, Product Manager for IBOR and Money Markets, SimCorp

The use of repos and securities lending offers revenue generating opportunities for clients as well as providing a means to facilitate derivative trading and collateral management/optimization.

In this interactive session, participants will share with SimCorp’s Product Managers their current operational and business challenges and together define a commonly understood workflow for this area.

This session would appeal to those involved in Securities Finance, Portfolio Management, Trading, and general Operations. The focus group is also relevant for those business users, analysts, and stakeholders wishing to contribute to the evolving SimCorp Dimension roadmap in this business line.

Session time:
Monday, September 18, 2017 – 2 – 5 pm

5: Machine Learning: Where is the value?

Hanen Borchani, Senior Research Engineer, SimCorp Technology Labs, SimCorp
Anders Kirkeby, Technical Fellow, Vice President – Enterprise Architecture, SimCorp
Brent Rossum, Product Portfolio Manager, SimCorp
Igor Gramatikovski, Product Manager, Director, SimCorp
Steffen Holmslykke, Lead Research Engineer, SimCorp

Machine learning (ML) is currently gaining attention and steadily transforming many industries (e.g., creating self-driving cars, assisted medical diagnostics, smart homes, robo-advisors, etc.).

Among others, ML has the potential to spot new patterns, learn from historical datasets to predict the future, and by means of this, improve efficiency and reduce costs.

In SimCorp Technology Labs, we have started investigating the application of ML to SimCorp Dimension processes. It is still very early days and we would like to invite in anybody who has ideas as to where ML might add value.

Join us to help set the agenda for ML in investment management! We are looking for lateral industry thinkers who can bring problems to the table which we can attempt to solve with ML.

Session time:
Monday, September 18, 2017 – 2 – 5 pm

6: Multi-level Investment Processes: Key characteristics and support requirements

Lars Bjerre Hansen, Product Portfolio Manager for Portfolio Analytics and Reporting, SimCorp

Most asset owners and some asset managers have implemented multi-level investment processes or allocation frameworks. This has been done to transform the overall investment objective into detailed investment decisions through a series of allocation decisions.

You may be working with concepts like reference portfolios, strategy portfolios, allocation benchmarks, and overlays to represent such allocation decisions, or you have found other ways to support these allocation frameworks.

In this discovery workshop, we will define the key characteristics required to represent and monitor multi-level asset allocation decision processes.

More specifically, we will identify:
• Common characteristics of allocation portfolios
• Requirements for linking benchmark, allocation portfolios and the investment portfolio
• Requirements for dealing with overlays
• Requirements for monitoring risk, performance and P&L contributions of the individual decisions.

Furthermore, we will establish an understanding of how uniform the needs are across the workshop participants.

Participants in this discovery workshop are expected to have expert knowledge about their firm’s multi-level allocation processes. If attending the session, you should come with a desire to influence the outline of a solution to multi-level allocation process and a willingness to share your knowledge with peers.

Session time:
Monday, September 18, 2017 – 2 – 5 pm

7: Regulatory Solutions: Shaping the roadmap together

Carsten Kunkel, Head of Regulatory Center of Excellence, SimCorp

The SimCorp Regulatory Center of Excellence continuously monitors the increasing regulatory challenges that impact the way you run your business on SimCorp Dimension.

In this focus group, SimCorp’s Regulatory Center of Excellence is eager to learn about your views on the looming regulatory challenges and their impact on your organization. We would like to combine this intelligence with our own outlook to enable you to achieve timely and cost-efficient regulatory compliance based on SimCorp Dimension.

Join this focus group if you would like to contribute to ideating solutions and services for upcoming regulatory challenges. The goal is to help your organization meet its business goals while at the same time achieving cost-efficient regulatory compliance.

This session is tailored for those responsible for
– Identifying regulatory change
– Implementing, running, or maintaining regulatory solutions within an organization.

As preparation for the focus group meeting, you are going to receive a questionnaire, which we ask you to complete and return before IUCM.

Participants signing up for this session are expected to have previous knowledge on the topic discussed and be able to provide expert feedback.

Session time:
Monday, September 18, 2017 – 2 – 5 pm