Thursday, 13 March 2014
London Volatility and Tail Risk Hedging Educational Event 2014
Venue
The Royal Institution, The Royal Institution of Great Britain 21 Albemarle Street London W1S 4BS
Our agenda
8:30am – 8:55am
Registration and Breakfast
8:55am – 9:00am
Welcome Remarks
Maya A.Z.Rodriguez | Head of Sales & Investor Relations, 36 South Capital Advisors
Presentation: Welcome remarks
9:00am – 9:15am
Presentation: Outlook for volatility in 2014: a big rally or a big bear? Can momentum create its own problems?
Kokou Agbo-Bloua | Head of Equity & Derivative Strategy Europe, BNP Paribas
Risk Disclosure Statement
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9:15am – 9:35am
Manager Panel Discussion Part 1: The current state of tail risk and volatility markets
Panellists:
Pav Sethi | CEO & CIO, Gladius Capital Management
Christopher Cole | Partner, Artemis Capital Management
Pierre De Saab | Head of Investment Team, Dominicé & Co
George Castrounis | CIO, Co-Founder, Maple Leaf CapitalModerator: Kokou Agbo-Bloua | Head of Equity & Derivative Strategy Europe, BNP Paribas
9:35am – 10:00am
Manager Panel Discussion Part 2: Tail Risk Hedging
Panellists:
Richard (Jerry) Haworth | Co-Founder & CIO, 36 South Capital Advisors
Angel Serrat | Partner & Chief Strategist, Capula Investment Management
Youssef Benomar | Founding Partner & Head of Volatility Trading, Argentière Capital AG
Tommaso Sanzin | Director and Head of Volatility Strategies and Solutions, Senior Portfolio Manager, UBPModerator: Kokou Agbo-Bloua | Head of Equity & Derivative Strategy Europe, BNP Paribas
10:05am – 10:20am
Presentation: The Corporation, the Psychopath and Volatility Investing
Anthony Limbrick | Principal, PM, Head of Quantitative Research, 36 South Capital Advisors
Presentation: The Corporation, pyschopathy and volatility investing10:20am – 10:50am
Coffee Break
10:50am – 11:35am
Investor Panel Discussion: Risk vs. Uncertainty, what should we hedge? Managing risk in a more volatile investment world
Panellists:
Andrew McCaffery | Global Head of Hedge Fund, Aberdeen Asset Management
Samuel Lisse | CEO, Vita Collective Foundation
Andrew Rozanov | Managing Director, Permal Investment Management
Haran Arumugam | Alternative Investments Porftolio Management Group, PrudentialModerator:
Paul B. Stephens | Vice President and Department Head, Chicago Board Options Exchange
11:35am – 11:50am
Alternative Viewport: Volatility and Risk - What Matters?
Sally Bridgeland | Chief Executive Officer, BP Pension Trustees Limited
Presentation: Volatility and risk - what matters?
11:50am – 12:35pm
Consultants Panel Discussion: Considerations when allocating to volatility strategies: how to choose, what to choose and why?
Panellists:
Robert Howie | Principal & European Head, the Alternatives Boutique Mercer Investments
Wallace Mathai-Davis | Chairman, Shepherd Kaplan
Claire Smith | Research Analyst & Partner, Albourne
Kathryn Kaminski | Deputy Managing Director of the Institute for Financial Research at the Stockholm School of EconomicsModerator:
Nick Bullman | Founding Partner & Chairman, CheckRisk LLP
Presentation: Simplifying the complexity of investment risk
11:40am – 12:15pm
Guest Presentation: Sir Ranulph Fiennes
“Mad, Bad and Dangerous to Know” by Sir Ranulph Fiennes
Sir Ranulph Fiennes, 'The World's Greatest Living Explorer' (Guinness Book of Records), will be our guest speaker. Sir Ranulph's achievements are truly fantastic and littered with firsts including the first person to visit both the North and South Pole by surface means, the first to completely cross the Antarctic continent unsupported and on foot as well as the first to summit Mount Everest and cross both polar ice caps. On top of this he has published 19 books and raised millions of pounds for charity.
1:05pm – 2:00pm
Lunch and Competition Results
