WORKSHOP

MARCH 8 2018

 

Registration & coffee

Optimising position limit and position reporting

  • Position limits - overview

    - Identifying the contracts affected - ‘‘equivalent’’ contracts
    - Rolling in OTC trades
    - Netting

    - Using the hedge exemption: Frequency of notification

    - Limit enforcement

  • Position reporting

    - What must be reported, by whom and to whom?
    - Frequency and data scope
    - Technology available for reporting
    - Improving alignment of requirements with other reporting rules

 

Dr. Jan Richter, Head of Regulations and Communications, Powernext SA

 

12:00 Morning break

 

Complying with market manipulation measures

  • REMIT and MAR: What do they say?
    - Definition ad overview
    - Types of market abuse

  • How to identify, measure and counter market manipulation
    - What constitutes market manipulation
    - How to identify market manipulation
    - Using automated trade surveillance solutions

  • How to define, identify and monitor insider dealing
    - How to comply with insider dealing regulation
    - How to disclose inside information

  • Excursus: How to ensure compliance of algo traders

Lena Ruck, Senior Consultant Energy & Commodity Excellence, Capgemini

 

Thomas Gebetsroither, Senior Manager Energy & Commodity Trading, Capgemini

End of workshops

09:30

10.00

13:00

16:00

WORKSHOP

MARCH 8 2018

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