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ISLA Connects & State Street Educational Briefing: Deep Dive into Data

  • 4 December 2024
  • Frankfurt, Germany

Event begins tomorrow

This is a half-day afternoon event held in Frankfurt. All times listed are in CET.

  • Add to Calendar 12/4/2024 08:30 AM 10/25/2024 10:30 AM Europe/Berlin ISLA Connects & State Street Educational Briefing: Deep Dive into Data An ISLA in-person educational briefing in association with State Street on understanding securities lending data. Frankfurt

Wednesday 4th December

08:30 - 09:00

Arrival, Registration & Refreshments

09:00 - 09:10

Welcome Remarks

Speakers

Andrew Dyson Chief Executive Officer ISLA

Cassandra Jones Managing Director, EMEA Head of Financing Solutions Sales and Client Management State Street

09:10 - 09:30

Introduction to Securities Lending Data

This session will provide insight into:

  • How alternative data is used in the financial industry, showing how expansive the world of data is
  • How traders use data to price loans effectively
  • Which data points are the most useful and meaningful

Speaker

Matt Chessum Director Securities Finance S&P Global Market Intelligence

09:30 - 10:00

Deep Dive into Data

During this session, Travis Whitmore will dive into securities lending loan pricing over time, presenting the recently published ‘Sharpe End of Lending’ research. He will cover Mediastats and how media sentiment affects securities lending returns as well as highlights from the ‘Predicting the Squeeze’ research paper which shows how alternative indicators can predict short squeezes and how that feeds into lending demand.

Speaker

Travis Whitmore Head of AI and Trading Analytics, Vice President State Street Associates

10:00 - 10:15

2024 Year in Review & Predictions for 2025

Matt Chessum Director Securities Finance S&P Global Market Intelligence

10:15 - 10:25

Audience Questions

Participants will have the opportunity to put their questions to our expert speakers.

10:25 - 10:30

Closing Remarks

Speaker

Cassandra Jones Managing Director, EMEA Head of Financing Solutions Sales and Client Management State Street

Agenda

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