RMC Europe Day 2 Preview

The second day is always the most jam packed day at Risk Management and this year’s European stop in Geneva is full of thought provoking presentations.

The day begins with a welcome address from Ed Provost, President and COO of CBOE Holdings.  The welcome address normally touches on new product initiatives and I look forward to finding out what CBOE has in store.  Paul Donovan, the Global Economist from UBS follows the welcoming address delivering a presentation titled, “It may be new but it’s not that normal: global economics in the 21st century”.  The morning series of presentations ends with Kokou Agbo-Bloua from Societe Generale discussing long dated options with a presentation appropriately titled, “More Value to Long-Dated Options than Meets the Eye”.

The afternoon sessions kick off with a panel discussion on Trends in Institutional Options and Volatility Product Usage headed by the Head of Fiduciary Advice from PGGM Institutional Business, Chris Limbach.  For the rest of the afternoon things get split up into two different spaces.  Maneesh Deshpande from Barclays and Scott Maidel from Russell Investments lead a session entitled Vanilla but Not Boring:  Fixed Strike Option Strategies.  Whitle at the same time Tim Edwards from S&P Dow Jones Indices and Chris Rodarte from Pine River Capital Management will discuss Correlations Between Stocks and Between Sectors.  These two sessions I find very interesting and the same can be said for the final pair of presentations as well.  Alex Capez from Credit Suisse will lead a panel discussion on Practical Implementation of Systematic Strategies while Dominic Salvino from Group One will be joined by Spencer Cross from Deutsche Bank to talk about VIX Weeklys.

The second day at RMC is deep and wide with several topics being covered by some of the sharpest derivative minds in the business.  I’ll do my best to keep up and report back on interesting tidbits through the @CBOE twitter handle as well as at www.cboeoptionshub.com

For more information about CBOE’s series of Risk Management Conferences (US, Europe, and Asia) visit www.cboermc.com