FISD Tokyo

Jeffrey Bohn

Head - Risk Management Practice, PricewaterhouseCoopers Aarata

Magnus Cattan

Director - Business Development (Asia), Interactive Data Corporation

Magnus Cattan is business development director, Interactive Data (Asia). Based in Hong Kong, he is focused on sales development and strategy for fixed income and structured products, as well as Interactive Data’s pricing and reference data services in Asia.

From 1999, Mr Cattan worked with Interactive Data’s fixed income descriptive data team and in 2000 he was asked to set up an evaluations support team. From 2001 to 2004, Mr Cattan was manager of the European bond support team, working on several long-term projects including the implementation of evaluations for the European and Asian Lehman Indices, European asset-backed securities (ABS) and mortgage-backed securities (MBS).

From April 2005, Magnus Cattan was manager, Fixed Income and Derivatives, responsible for Interactive Data's valuation business in Europe. During this time he helped to build, promote and market several specialist offerings such as a risk and analytical datafeed, pre-payment sensitive European ABS and residential mortgage-backed securities (RMBS) evaluations, credit default swap valuations, interest rate swap valuations and, most recently, valuations for highly complex structured products.

Mr Cattan has also worked as a sales and marketing associate for Gartmore Asset Management's Institutional Fixed Income and Currency Overlay Funds.

Kyoichi Nishibata

Colo and Network Strategy, Japan Exchange Group

Miguel Ortega

Market Data Manager, Deutsche Securities Inc

Started my career in Reuters Mexico in 1995 as an installations, field support and open systems manager in charge of technical operations for the country. Transferred to Reuters NY in 1999 where I worked until 2002 as a senior systems engineer in charge of Reuters and Tibco product integration. From 2002 to 2007 I worked for Barclays Capital in NY as a regional Market Data Technical Services manager in charge of all Market Data infrastructure and distribution platforms. In 2007 and until 2008 I joined STAC research, a performance benchmarking company that specializes in low latency benchmarking for capital markets workloads as a Managing Consultant. From 2008 to now I have been working as a Market Data Manager in Deutsche Bank Japan and Regional Head of Market Data Engineering; designing, implementing and supporting Market Data infrastructure as well as Market Data commercial management.

Jean-Marc Schwob

Senior Product Manager - Credit Risk, SunGard Capital Markets

Jean‐Marc Schwob is product manager for SunGard’s Adaptiv Credit Risk
solution for credit exposure management and control. Based in Sydney,
Australia, Mr. Schwob is globally responsible for the strategic
development of the Adaptiv Credit Risk solution.
Prior to joining SunGard, Mr. Schwob spent 16 years in senior credit risk management at UBS Group,
working in Australia, Hong Kong, the United States, Switzerland and the United Kingdom. He has a
wealth of experience in credit risk management, including policies, systems, credit analysis and ratings,
exposure measurement, and economic and regulatory capital. He also designed the optimal
counterparty selection tool within Adaptiv Credit Risk, which won a Technology Innovation Award from
Credit magazine.
Mr. Schwob holds a Degree in Law from Lausanne University and is a member of the Global Association
of Risk Professionals and the Professional Risk Managers’ International Association.
Commentary
In order to better understand and control credit risk, wholesale banks need to focus on having a realtime
single view of credit, counterparty and issuer exposures across the enterprise. This will help enable
pre‐deal checking of global limits, including “macro” concentration limits, and an efficient processing of
any credit policy breaches.
Recent capital adequacy regulations are compelling banks to upgrade their counterparty exposure
calculation capabilities, notably to cater for the needs of stress testing, back‐testing, wrong‐way risk and
Credit Valuation Adjustments (CVA). CVA, and more generally credit charging in the trading book, will
become an essential tool to properly allocate the cost of counterparty risk to the businesses. Firms will
ultimately include this cost in the pricing of transactions.
In addition, banks should consider integrating their credit risk and market risk infrastructures in order to
leverage common trade data, market data and risk calculation services.

Norimitsu Yasukawa

Information Services, Japan Exchange Group

Norimitsu Yasukawa was Head of Market Data Provision of the Information Services Department at Tokyo Stock Exchange (TSE), responsible for real-time market data feed service. He joined TSE in 1994, and has experience working in key areas of the exchange such as market surveillance and listing examination. He has been in his current position since 2010.