Thursday, 6 October 2016
Zürich Volatility and Tail Risk Educational Breakfast 2016
Venue
Zunfthaus zur Schmiden, UBS Conference Center Grünenhof, Nüschelerstrasse 9, CH-8001, Zürich
Our agenda
7:45am – 8:00am
Registration & Breakfast
8:00am – 8:05am
Chair Welcome Remarks
Maya A.Z. Rodriguez | Managing Partner, AZR Capital Ltd
8:05am – 8:35pm
Economic Address: The return of political economics - Paul Donovan
Paul Donovan, Global Chief Economist at UBS Wealth Management, discusses the meaning of mediocre growth, why inflation may be back as an issue, policy divergence and policy confusion, as well as politics as a new problem.
Paul Donovan | Global Chief Economist, UBS Wealth Management
8:35am – 9:20am
Panel Discussion on Volatility Arbitrage Strategies: Generating alpha in erratic markets
How has volatility been managed/traded during 2016 between important spikes and ultra-low levels. What are the latest and most efficient ways of trading volatility & harvesting the volatility premia? What structural changes in the volatility space and strategies are favourable in this environment? How has the liquidity of the underlyings changed?
Manager:
Pascal Spielmann | Executive Director & Senior Investment Strategist, LGT Capital
Pierre de Saab | Partner, Dominicé & Co - Asset Management
Investor:
Jerome Berset | Head of Hedge Funds Research, EFG Asset Management
Investor & Moderator:
Benedict Goette | Partner, Crossbow Partners
9:20am – 9:35am
Coffee Break
9:35am – 10:15am
Panel Discussion on Long volatility: Challenges, Opportunities and why should you stay protected?
As markets evolve and Central Banks become ever more involved how has the landscape for Long Volatility strategies changed? What are the latest opportunities and what mistakes have been learnt since the last financial crisis? A quick discussion on latest ideas, counterparty risk, trading volumes, the new volatility regime and asset correlations.
Manager:
Deepak Gulati | CIO, Argentiere Capital
Anthony Limbrick | Principal & Head of Quantitative Research, 36 South Capital Advisors
Investor & Moderator:
Marcel Oldenkott (Portfolio Manager, Pinechip Capital)
10:15am – 10:45am
Guest Speaker: US Presidential Election and what this portends for the future - William M. Daley
With only 1 month to go until the US Presidential Election, William M. Daley, who formerly served as President Obama’s Chief of Staff and as U.S. Secretary of Commerce under President Clinton will discuss the current status of the election campaign and the implications of the outcome for US politics, geopolitics, and global markets.
William M. Daley | Managing Partner, Argentière Capital & Former Chief of Staff to President Obama