Global Equity Markets Seminar – GEMS 2009

"GEMS is a unique learning experience as well as an excellent opportunity to engage in an exchange of ideas with other industry leaders." - Reto Francioni, CEO, Deutsche Börse

Dates
Monday, June 8 through Wednesday June 10, 2009,
with an opening reception on Sunday evening, June 7.

Location
The Westbury Hotel
Grafton Street
Grafton 1 & 2
Dublin 2, Ireland

Seminar Organizers
Robert A. Schwartz, Zicklin School of Business, Baruch College, CUNY
Benn Steil, Council on Foreign Relations
Bruce W. Weber, London Business School

Host
Irish Stock Exchange
in cooperation with Zicklin School of Business, Baruch College, CUNY

We are delighted to announce Financial News as media partner to GEMS 2009.  Financial News is the leading provider of news, analysis and comment on the Investment Banking, Securities and Fund Management industry. Visit www.efinancialnews.com today.  For license information email licensing@efinancialnews.com or call +44 (0) 20 7309 7712

Sponsors
Chi-X Europe Limited
Deutsche Börse AG
IBM
NYSE Euronext
Pipeline Financial Group Limited
Quadriserv, Inc.

THE SEMINAR

• The benefits and limitations of different trading structures
• The impact of technology on the development of trading systems and market structure
• The role of dealer intermediaries
• Trading without intermediaries
• The changing needs of institutional investors
• Combining different trading structures to construct a superior trading environment
• The changing governance structure and role of stock exchanges
• The changing requirements for effective market regulation, including an analysis of EU and US regimes
• The effect of cross-border competition and collaboration on European and US trading structures

GEMS features a series of interactive computer simulation sessions designed to provide participants with hands-on experience in making tactical trading decisions, and implementing them in different market environments. The simulation exercises are an invaluable tool for deepening understanding of how the structure of trading influences actual trading behavior.

Participants enter orders into a computer-driven market that generates order flow, responding directly to participants’ orders.  Participants see their results in real-time, and analyze them with the instructors after play.  Continuous order driven and quote driven markets are simulated, along with hybrid market structures that incorporate call auctions and dark liquidity pools.

Fee
The registration fee is US $3000 if received by May 31, 2009. After May 31, the fee will be US $3600. The registration fee covers lunch, dinner and refreshments, as well as course materials.

To Register
Please fax (1-646-312-3530) or email (antoinette.colaninno@baruch.cuny.edu) the registration form (pdf, acrobat file*) to Toni Colaninno.  Please call 1-646-312-3512 with any questions.
*Download the latest version of Adobe Acrobat

Hotel Information
Please fax (+353 1 6797078) the Hotel Reservation Form (pdf, acrobat file*). to the Westbury Hotel. Reservations made by alternate means will not qualify for GEMS rates. THE FINAL CUT-OFF DATE FOR BOOKING IS THE 7th of May 2009.  FOLLOWING THIS DATE ALL BOOKINGS WILL BE SUBJECT TO AVAILABILITY.
*Download the latest version of Adobe Acrobat

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