THE CFM-IMPERIAL WORKSHOP
London, 14-15 December 2015
Hosted By Deutsche Bank
1 Great Winchester Street
London EC2N 2DB
Tel: +44 20 754 58000
CONFERENCE DINNER on 14 December 2015 was held in:
London EC2N 4AY
Deutsche Bank is a leading client-centric global universal bank serving 28 million clients worldwide. Deutsche Bank provides commercial and investment banking, retail banking, transaction banking and asset and wealth management products and services to corporations, governments, institutional investors, small and medium-sized businesses, and private individuals. Deutsche Bank is Germany’s leading bank, with a strong position in Europe and a significant presence in the Americas and Asia Pacific. Deutsche Bank comprises five corporate divisions: Corporate Banking & Securities (CB&S), Private & Business Clients (PBC), Global Transaction Banking (GTB), Asset & Wealth Management (AWM) and the Non-Core Operations Unit (NCOU).
The World Federation of Exchanges is the trade association for the operators of regulated exchanges. WFE’s 64 member exchanges cover every geography and time zone, spanning organizations from HKEx, Japan Exchange Group, Shanghai Stock Exchange, Singapore Exchange, Intercontinental Exchange, Nasdaq, CME Group, Deutsche Börse AG, SIX Swiss Exchange, to the Kazakhstan Stock Exchange, the Nigerian Stock Exchange, the Amman Stock Exchange and the Saudi Stock Exchange. WFE member markets are home to more than 44,000 listed companies and the WFE’s statistics database covers more than 350 indicators, incorporating 70 years of data from exchanges worldwide. WFE has been headquartered in the City of London since the start of 2014, before which it had been located in Paris since its establishment in 1961.
CFM is a quantitative, fully systematic investment firm founded in 1991, based in Paris with offices in London, New York and Tokyo. The firm focuses on developing trading strategies based on a global and quantitative approach to financial markets. CFM’s methodology relies on the in-depth statistical analysis of terabytes of financial data for asset allocation, trading decisions and order execution. CFM’s group entities are registered with the CFTC, the SEC, the AMF in France, the Japanese FSA and the UK FCA.
The CFM-Imperial Institute of Quantitative Finance was established in 2014 through a partnership between Imperial College’s Mathematical Finance Group and Capital Fund Management (CFM), with the objective of promoting interdisciplinary research focusing on understanding financial market complexity and quantitative modelling and management of financial risks. The Institute’s interdisciplinary research team aims at exploring innovative solutions to complex problems in the risk management and regulation of financial markets and training the next generation of researchers and risk managers, through a unique collaboration between academics and practitioners.