London Volatility and Tail Risk Educational Event 2015

Maya A.Z. Rodriguez | Managing Partner, AZR Capital Ltd

Presentation: Welcome remarks

Gerry Fowler | Global Head of Equity & Derivatives Strategy, BNP Paribas

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• Manager 1: Will Bartlet | CEO & Managing Member, Parallax Volatility Advisers
• Manager 2: Richard (Jerry) Haworth | Co-Founder & CIO, 36 South Capital Advisors
• Manager 3: Benjamin Clerget | Head of Equity Derivatives and Volatility Arbitage, BTG Pactual
• Moderator: Chris Watling | CEO & Chief Market Strategist, Longview Economics

Presentation: Managers' views on volatility, risks, returns and what lies ahead

Sibrand Drijver | Senior Manager, Investment Strategy, TKP Investments

Presentation: Risk management - implied or historical volatility?

Harvesting the volatility risk premia

• Investor: Tarik Dalton | Investment Management Division, Department of State Treasurer, North Carolina
• Manager: Pierre De Saab | Head of Investment Team, Dominicé & Co
• Manager: Sarah Dahan | Portfolio Manager, BlueMountain Capital Management
• Consultant: Sibrand Drijver | Senior Manager, Investment Strategy, TKP Investments
• Moderator: Robert McGlinchey | Director, EQDerivatives

Prof. Dr. Thorsten Hens  (Prof. Dr. Hens is Chairman of the Department of Banking and Finance at the University of Zurich and is ranked one of the region’s top 10 Professors of Finance. As a consultant to the Investment Committee of the City of Zurich Pension Fund and President of the Investment Committee at Vita Sammelstiftung, he has first-hand experience of applying his research in practice.)

Presentaton: Understanding volatility

Robert Fisk  (Robert is an English writer and journalist. He has been Middle East correspondent of The Independent for over thirty years and is primarily based in Beirut. Robert holds more British and International Journalism awards than any other foreign correspondent and has been voted International Journalist of the Year seven times. He has published a number of books and reported on several wars and armed conflicts. An Arabic speaker, he is one of few Western journalists to have interviewed Osama bin Laden, which he did on three occasions between 1993 and 1997.)

David Zanutto | Partner, Canadian Director of Strategic Investment Research, Mercer

Presentation: Tail risk hedging: An investment consultant's perspective

• Consultant: David Zanutto | Partner, Canadian Director of Strategic Research, Mercer Investment Research
• Investor: Michael Winchester | Investment Strategist, State Super Financial Services Australia
• Investor: Simon Fox | Senior Investment Specialist, Aberdeen Asset Management PLC
• Manager/Moderator: Andrew Wong | Co-Chief Investment Officer, Fortress Convex Strategies Group, Fortress Investment Group

 Presentation: Risk and convexity education panel

Angel Serrat | Chief Strategist, Partner, Capula Investment Management

Edward Lucas  (Edward Lucas is a senior editor at The Economist, responsible for coverage of energy, commodities and natural resources. He is also a senior vice-president at the Center for European Policy Analysis (CEPA), a Washington DC think-tank. His expertise includes energy, cyber-security, espionage, Russian foreign and security policy and the politics and economics of Eastern Europe.)

Vladimir Putin's opaque and highly personalised rule makes Russia's seeming political stability illusory. Feuds bubble inside the Kremlin and may boil over this year--but repression at home and aggression abroad are baked into the political system. Expect the worst.