Hilton Tower Bridge | London | 28 - 30 January 2020

SRP Europe Conference 2020é

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WELCOMEDear delegate,

It’s a pleasure to welcome you to SRP’s 17th Europe event, in London, the flagship conference in the structured product event calendar.

Preparation for London 2020 really started 17 years ago – each year since its launch in 2003, the event has been growing in size, reputation and scope, attracting an increasing number of major decision-makers from the buy- and sell-sides, and delegates from all the major global structured product jurisdictions.

The event has come a long way since its start, reflecting just how the market has changed in that time. What kicked off as an opportunity for market participants to meet and get information on a new and sometimes mysterious product type has evolved into a three-day event focused on the analysis of and debate on the latest economic, regulatory and technological developments.

This year’s Europe gathering is set to be the biggest and the best so far - it may also be the first time the conference is not actually held within the European Union anymore, a fact that has likely not escaped the attention of most of our delegates. It certainly has not escaped the SRP team, whose members hail from a wide variety of European nations.

Brexit was only really three-and-a-half years in the making but its impact will be felt for decades to come. And while it won’t be the central theme of this year’s event, it will undoubtedly be a guiding theme present in most discussions.

Trying to summarise SRP’s Europe event in a few sentences is also like trying to get the UK’s exit from the European Union sorted in three years – it may seem like it is enough but it is not.

This year’s discussion points include:

• the crucial theme of portfolio diversification and the ever-lasting question of a possible replacement for autocalls, the go-to structure in many markets;

• strategies to drive the uptake of structured products both within investment portfolios and by retail clients, a category of investor that is proving increasingly difficult to target;

• product structuring, marketing and sales in the post-Mifid 2 era; and• the role technology, platforms, digitalisation and standardisation are playing

in shaping the structured product market of the future.

The event will of course feature a huge range of panels, talks and presentations populated by experts from all parts of the market and beyond.

Now in its seventh year, SRP’s one-day training programme will take place on January 28. This is a great opportunity for delegates to get an introduction to structured products, what is involved in designing them as well as an exclusive market overview.

I also hope you can join us for our annual awards dinner, which will take place in the evening of January 29 at the Hilton Tower Bridge Hotel. This is a unique occasion to celebrate the best buy- and sell-side companies as well as the best service providers in the market.

Finally, we would like to extend a big thank you to all our sponsors for supporting this event and making it possible.

See you soon in London!

Best regards,

Amélie Labbé ThompsonGlobal Head of Content | SRP

THIS YEAR’S SPEAKERS

Alfa CapitalDanila PaninDirector - head of structured products

AMFFrédéric PeleseHead of policy and international affairs

Banca GeneraliMelania D’angeloHead of BG Certificate HUB

BBVA BancomerManuel MezaManaging director - global structured solutions Latam

ESMAEmmanuel DoumasSenior policy officer

FINTECH Circle Susanne ChishtiChief executive officer

FSMAVeerle de SchryverDirector - transversal supervision on financial products

Garantum Fondkommission

Mikael Axellson Chief executive officer

Leaders from across the global alternative investments space unite to construct a roadmap for the uptake of structured products.

DZ BankHartmut GauHead of structured trading

United Overseas BankJohn LauHead of wealth management treasury - Singapore and regional

Natixis IMOumar DiawaraHead of solutions structuring, systematic investment - technology & services - NIM solutions

KBC Asset Management Jeroen SchokkaertProduct development manager

Munich ReChristian ProbstEuropean head of product structuring

QuantessencePeter de ClercqChief executive officer

10HOURS OF RESULTS-DRIVEN

DISCUSSIONS

6+HOURS OF DEDICATED

NETWORKING TIME

350SENIOR-LEVEL

DELEGATES

120+COMPANIES ATTENDING

THIS YEAR’S SPEAKERSUKSIFSimon HowardChief executive

J. Safra Sarasin Sasja BeslikManaging director - head of sustainable finance developement

SIX Digital Exchange SDXRupertus RothenhaeuserHead of sales

LEAD THE WAY IN ALTERNATIVE INVESTMENTSAs the longest running conference dedicated to structured products worldwide, SRP Europe is the must-

attend annual conference for senior decision-makers from local and international investment banks, insurance companies, retail and private banks, asset managers, hedge funds, law firms, regulators, index providers, exchanges and the wider derivatives market to share ideas and construct a roadmap for industry-wide

development.

Bringing together over 350 senior buy- and sell-side senior executives from across the industry, SRP Europe is the conference to attend for anyone seeking to grow their market share, understand the latest trends, and

diversify their portfolio using structured products.

Save weeks of work Our two-day agenda has been constructed to ensure that your learning and development are maximised. Get an in-depth learning experience while still having enough time to network with peers and attend a smattering of social events.

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Practical, results-driven sessions All of our speakers are vetted in advance to ensure discussions provide the most amount of value. Receive practical, tried-and-tested strategies from industry experts that you can implement immediately on your return to the office.

World-renowned networking With all the biggest names in structured products set to attend and over six hours of dedicated networking time, you’ll have enough time to meet contacts – old and new.

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3 reasons to attend SRP Europe 2020

CONFERENCE AGENDADAY ONE: WEDNESDAY 29 JANUARY

08h00 Registration and networking breakfast

08h55 Welcome note

09h00 Keynote address

09h20 The bottom line – investors evaluate the alternative investments marketGet exclusive insight into the development and progress of structured products directly from the European buy side’s most influential decision makers.

Join this session to discover:• How the buy-side perceives the development of the structured products market;• Major industry trends and their impact on investors’ approach to alternative

investments; and• The challenges involved in investing in structured products.

Melania D’angelo, head of BG Certificate HUB, Banca GeneraliJeroen Schokkaert, product development manager, KBC Asset ManagementOumar Diawara, head of investment solutions and services, Natixis Investment Management

10h00 Risk management in the face of volatilityWith over-reliance on non-capital guaranteed products comes an increased need for risk-management in the alternative investments space.

This session explores:• How are new underlyings being used to hedge the risk arising from China’s growing

issuance of non-capital guaranteed structures?;• Has issuance of non-capital guaranteed products become too big in the context of

global liquidity? Can the derivatives market absorb the risk arising from structured products?; and

• Risk recycling; the portfolio manager’s approach to risk management.

10h40 Networking coffee break

11h00 Beyond push/pull distributionIn this session, a range of distributors explores why change is necessary in distribution and the main challenges they face in this regard.

Join the discussion to:• Understand why push/pull is no longer a sustainable format for

distribution; and• Discover hybrid distribution models that give end clients more control

over their investments.

Danila Panin, project manager, Alfa CapitalMikael Axelsson, CEO, Garantum Fondkommission

11h40 Distribution strategies for the digital ageIn response to the distributors, leading technology and platform providers explore the latest solutions that go beyond the push/pull view of distribution, offering investors flexibility, autonomy and choice.

Join this session to explore:• How can platforms, distributor-ledger technology and even blockchain

improve the delivery of structured products?; and • How can we drive awareness of structured products and other

alternative investments through platform technology?

Rupertus Rothenhaeuser, head of sales, SIX Digital Exchange SDX

12h20 SRP fresh ideas - German insurance productsIn this new session style, we interview an expert from an industry outside of alternative investments to explore how derivative solutions are used to overcome different challenges. This year, hear about how the German insurance industry has applied structured products theories in the construction of its long-term life insurance models with dynamic hybrid model and explore how these products are sold to retail consumers.

Christian Probst, European head of product structuring, Munich ReInterviewer: Tiago Fernandes, managing director, SRP

12h40 Networking lunch break

CONFERENCE AGENDADAY ONE: WEDNESDAY 29 JANUARY

CONFERENCE AGENDADAY ONE: WEDNESDAY 29 JANUARY

14h00 SRP Global Market Presentation

14h20 Harmony or havoc: How has the buy-side adapted to Mifid II?In the dawn of the post-Mifid period, hear from distributors about how they have applied the latest regulations, the feedback they are getting/have received from clients, and the impact this is having on their investment decisions.

Hartmut Gau, head of structured trading, DZ Bank

15h00 Networking coffee break

15h30 What is the real impact of ESG?For years now, ESG has been the ‘hot-topic’ within the investment world. In this session, we ask the speakers to evaluate the long-term impacts of ESG.

Questions for discussion during this session include:

• How can we ensure investors’ good will in investing in ESG is materialised and continued once the structured product has called?

• What are ‘green bonds’ and what is the value in investing in them?; and• What can be done to harmonise ESG regulation?

Sasja Beslik, MD - head of sustainable finance development, Bank J Safra SarasinSimon Howard, chief executive, UKSIF

16h10 Index innovation: Make your caseUsing a scenario received in advance, index providers and QIS teams have 10 minutes to present their investment proposals and explain why their chosen form of index best serves the client.

17h00 Closing Remarks

17h05 Drinks Reception

18h30 Awards Dinner & Ceremony

S R P i nv i te s yo u to . . .EMEA Awards 2020B L AC K T I E C E R E M O N Y

Enjoy a night of luxury alongside your peers and clebrate the structured product industry’s big successes as we welcome you to our first black-tie awards ceremony.

WHY ATTEND SRP EMEA AWARDS 2020?

PUBLIC RECOGNITIONWith brand-building amongst Europe’s top Structured Products & Derivatives players

HOST YOUR CLIENTSEnjoy a glamorous evening with your top clients and thank them for a successful partnership

COMPETITIVE ADVANTAGEFrom attending the event you will be one of the first to know which companies are leading the industry

SAY THANK YOUShow your appreciation for your team’s hard work with this high-profile evening

09h00 Alternative investments: a global perspectiveDuring this session, we invite experts from across the globe, from Russia to Mexico and China, to share how structured products and alternative investments are traded in their local markets.

Presentations in this session include:• The ASEAN market: Delivering value using client-centricity and dynamic product structures

to a diverse client base

Manuel Meza Piza, head of global markets - Mexico, BBVA BancomerDaria Plyplina, head of structured product sales, SberbankJohn Lau, head of treasury products & specialists - wealth management, United Overseas Bank

09h45 Strategies for diversification: beyond auto-call concentrationAs the negative interest rate environment puts a strain on auto-calls, diversification has never been more important.

Speakers in this session present case studies to explore:• Product innovation and how this can drive the uptake for structured products;• Examples of new products, payoffs, indices etc. to drive structured product adoption; and• Tried-and-tested strategies product diversification.

Peter de Clercq, CEO, Quantessence

10h30 Automation & regtech: the key to market growth?With regulatory responsibilities, becoming increasingly burdensome, automation software and AI can ensure compliance, drive efficiency, and ultimately, help with market growth.

Join this session to explore:• The power of technology to improve your internal systems and drive more efficient ways of

working; and• Innovations in regtech and how AI is being used to help companies quickly comply with the

latest regulatory updates.

11h10 Networking coffee break

CONFERENCE AGENDADAY TWO: THURSDAY 30 JANUARY

11h40 SRP Talks: new product development

12h20 Ask the regulatorsWhat does the future hold for UK and EU structured product regulations? Will Brexit affect the regulatory context of UK structured products and how can we prepare for upcoming changes to regulation?

Frédéric Pelèse, deputy executive director of the regulatory policy and international affairs directorate, AMFVeerle De Schryver, director - transversal supervision on financial products, FSMAEmmanuel Doumas, senior policy officer (asset management), ESMA

12h50 Closing keynote | Fintech and its impact on the structured products industry

Susanne Chishti, CEO, FINTECH Circle

13h10 Final remarks

13h20 Networking lunchEnd of conference

CONFERENCE AGENDADAY TWO: THURSDAY 30 JANUARY

SRP Talks is the platform for innovators to present their ideas and explain how their solutions can overcome the industry’s top challenges.

Think you’ve got what it takes to change the structured products market?

If so, please send us a submission with the following information by 31 December 2019

• The central idea you would like to discuss;• Why you think delegates at SRP Europe will benefit from this

information; and• Why this idea will change the structured products industry

There are only 2 rules:

1. The topic should be about structured products; and 2. You must be able to present it in 10 MINUTES.

SRP Talks is back!

As negative interest rates push the need for product diversification and contemporary distribution methods become outdated in the light of regulations and new technologies, the industry’s desire for innovation and new ways of thinking has never been so strong.

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E V E N T S C A L E N D A R

1200+DELEGATES WORLDWIDE

48%C-LEVEL DELEGATES

430+INDUSTRY-LEADING

COMPANIES

60%BUYSIDE ATTENDANCE