CBOE RMC Europe 2012 – Thursday Schedule in Dublin

Here’s the agenda for CBOE Risk Management Conference Europe tomorrow at Powerscourt, 8 miles from the outskirts of Dublin, in Enniskerry, County Wicklow.
 
Thursday sessions begin at 8:30am local time tomorrow, 6 September. 
 
8:30am  Keynote Speaker
William J. Brodsky, CBOE Chairman and CEO
CBOE and Options Industry Update
Perspectives on Forthcoming Regulatory Initiatives
 
 
9:15am Keynote Speaker
Dr. David M. Blitzer, Managing Director and Director of the Index Committee, S&P Indices
A Global View from a US Perspective
 
10:45 Tail Risk Protection: A panel discussion on why and how investors might hedge downside risk
Moderator: Ryan McRandel, Portfolio Manager, AXA Investment Managers
Alex Capez, Portfolio Manager, Occitan Capital Partners
Fabio Castaldi, Head of Absolute Return, Amundi Asset Management
Sandy Rattray, Head of Man Systematic Strategies, Man Group
Chris Rodarte, Portfolio Manager, Pine River Capital Management
 
 
1:15 Mapping Cross-Asset Financial Market Stress and Hedging Macro Portfolios
Abhinandan Deb, Head of European Equity Derivatives Research, Bank of America Merrill Lynch
 
 
1:15 Convertible Bond Arbitrage and Listed Options
Chris Wehbe, Partner and Head of Relative Value, Arrowgrass
Paul Sansome, Partner, Ferox Capital
 
 
2:45 Panel on US Options and Volatility Market Structure until 4:00pm
Moderator: Leaf Wade, Head of US Derivatives Sales Europe, UBS
Tim Hendricks, Managing Partner, XFA
Gerald Perez, Managing Director, IB (UK) Limited
Ryan McBride, Index Option Trader, UBS
Hans Pieterse, Member of Global Management Board, Optiver
 
 
2:45 Cross-Asset Relative Value Volatility Arbitrage until 4:00pm 
Alessandro Esposito, Portfolio Manager, BlueBay Asset Management
Kirill llinski, Portfolio Manager, Fusion Asset Management
 
We will blog recaps of all these sessions starting tomorrow morning, Chicago time. CBOE’s Gary Compton is tweeting in real-time from Dublin. Come back tomorrow to your CBOE Community for a recap of these sessions at CBOE RMC Europe.
 
Marty Kearney
Options Institute