Day 3 Wrap Up of the Risk Management Conference

Day 3 of Risk Management had a nice variety of presentations and brought to a close another very insightful and educational conference.

Gerry Fowler who is Global Head of Equity & Derivative Strategy for BNP Paribas got the day started delivering a presentation titled ‘Love Panic’.  Love-Panic is the name he has given a very effective sentiment indicator that his team has developed.

http://www.cboeoptionshub.com/2013/10/02/gerry-fowler-discusses-love-panic-cboe-risk-mangement-conference/

The second session was a discussion forum led by Robert McGlinchey who is Managing Editor of Derivatives Intelligence and Derivatives Week.  Three different buy side clients gave perspectives on volatility as an asset class and educating investors on using volatility in portfolios.

http://www.cboeoptionshub.com/2013/10/02/panel-volatility-asset-class-rmc-europe/

The final session of the day and of the conference was titled Beyond VIX:  Trading Volatility and Variance Across Asset Classes.  Bill Speth from CBOE was joined by Chris Rodarte from Pine River Capital Management to talk about uses of volatility as well as the behavior of different types of volatility.

http://www.cboeoptionshub.com/2013/10/02/beyond-vix-trading-volatility-variance-across-asset-classes/

Today’s sessions close out another successful and through provoking CBOE Risk Management Conference.  Detail about the spring session in the United States will be coming out soon.  Keep an eye on this site for that information.