CBOE Risk Management Conference – RMC Europe in Three Weeks

CBOE’s Risk Management Conference (RMC) Europe is quickly approaching.  As you know, it will be held at the Powerscourt Hotel, County Wicklow, Ireland (near Enniskerry – 20 minutes outside Dublin), from September 3 – 5, 2014.   That’s in three weeks!  We published the first two day’s agendas earlier this week, here is the Day Three Agenda:

7:15am – 8:00am       Buffet Breakfast

 8:00am – 9:00am      Global Equity Derivatives Trading Themes – dislocations and opportunities for a diverse investor base

Pete Clarke, Global Head of Equity Derivatives Strategy, UBS

9:00am – 9:15am          Session Break

9:15am – 10:30am       You have a choice of Two Tracks

Track One

Cross Asset Volatility  Strategies for Tail Hedging and Alpha Generation  

–          Volatility of non-equity asset classes, including interest rate volatility indexes, VXTYN, MOVE and others

–          Determining optimal hedges for macro portfolios

–          Relative value trading ideas

–          In practice: examples and implementation

Yoshiki Obayashi, Founder, Applied Academics, LLC

Anger Serrat, Partner & Chief Strategist, Capula Investment Managementist

Track Two

Management of Asian and Cliquet Option Exposures for Insurance Companies

–          Design of equity linked insurance products

–          How average rate options and forward starting options are priced and traded

–          Hedging exposures with listed and OTC options

–          Implications of regulations on the design and management of equity-linked insurance products

Pin Chung, Chief Financial Officer and CIO, R&V International Business Services, Ltd.

Rachid Lassoued, head of financial Engineering, Bloomberg

 10:30am – 11:00am   Session Break

11:00am – 12:15pm there are also Two Tracks to choose from

Track One

Structured Products & Their Impact on Markets: What You Need to Know

–          Structured products around the world: who and what

–          How the market is evolving: drivers and outlook

–          A significant impact of the traditionalvol/skew relation

–          The other parameters: Repo and dividends

–          Source of Opportunities

Delphine Leblond-Limpalaer, Equity Derivatives Specialist, Societe Generale

Peter Murphy, Founder, P.M. Murphy, Ltd.

Track Two

Correlation and Dispersion: What They Mean and How to Trade Them

–          The role of correlations and dispersion in asset allocation decision and in measuring opportunity

–          Analyzing Opportunities with alternative correlation measures

–          Selective dispersion: creating an affordable long volatility exposure in an equity

–          Practical examples of how trading strategies are implemented and insights into trading implications

Daniel Danon, Senior VP, Portfolio Management & Structuring, Assenagon Asset management

Tim Edwards, Director of Index Investment Strategy, S&P Dow Jones Indices

 12:15pm              End of Conference Sessions

1:00pm                 Golf Tournament

7:00pm                 Dinner and Networking

There is limited space available at CBOE RMC Europe.  For more information about the full agenda, topics, speakers and registration forms, go to http://www.cboermceurope.com/agenda

We will be reporting from each presentation at Powerscourt with updates, Tweets, Blogs, CBOETV, etc. and will be talking to presenters and attendees.   To follow the conference go to cboermceurope.com.

Go raibh maith agat (thank you).gougane-barra-hotel-332x500