QuanTech Conference


Thursday 21st April – Friday 22nd April 2016

Live Fee: £295.00 + UK VAT
Global online Fee: £195.00

In September-October 2015 almost 30 banks joined together in a project that seeks to upgrade the entire post-trade topic using the technology underlying “crypto currencies”. This will allow for almost instantaneous payments and settlement and replace the complicated processes of existing payment and securities settlement with instantly distributed ledger technology that updates in real-time. This comes after months when some banks had claimed they were thinking to shrink dramatically their derivatives business, considered less and less profitable due to increased regulations and costs.

The growing interest in distributed ledgers should be of considerable interest to traders, quants and structurers, as it has the potential to change the trajectory of the post-crises response to the derivatives market. Historically quantitative researchers until the crisis were committed to making mathematical models for more and more complex derivatives. This world came to an end with the credit crunch, when the flow of new complex products slowed down greatly. Today, quants are insteady busy incorporating into prices more and more XVA adjustments to take into account credit, funding and capital costs.
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