New for 2015, Buy-side Risk Europe brings you a two-stream agenda that will address the key risk management challenges currently facing the buy-side community.
Richard Weeks, FINCAD's Quantitative Analyst, will be presenting on Financial modelling of hybrids & advanced structures on April 15 at 11:40am.
Topics to be discussed include:
- The risks of valuing illiquid assets
- Managing multi-asset risk - the CRO perspective
- Tail risk and tail risk hedging - how does your investment strategy look in a deep recession?
- Hedge fund risk: Transparency, correlation and aggregation
- Regulatory challenges, including; EMIR requirements, AIMFD, and Basel III
- Liquidity risk - managing the high requirements and stress testing
In addition, the agenda will feature a keynote presentation from a leading alternative asset manager CEO. Well known pension fund risk professionals, from across Europe, discussing and debating interest rate and inflation risk within ALM. Lastly, prominent CROs will join force to deliberate their main challenges and answer your questions in the closing roundtable discussion.
Confirmed speakers include:
- Elena Ambrosiadou, CEO, IKOS
- Marwan Moubachir, Former Chief Risk Officer, COMAC Capital LLP
- Christopher Gibson, Chief Risk Officer, RBR CAPITAL
- Henrik Westergård, Chief Risk Officer, AP2
- Paolo Zaffaroni, Professor of Econometrics, Head of Finance Department, IMPERIAL COLLEGE
- Richard Weeks, Quantitative Analyst, FINCAD
- Ben Tibbalds, Head of Financial Risk, MAN GROUP
- Francois-Régis Bocqueraz, Global Head of Manager Selection and Due Diligence, AMUNDI ASSET MANAGEMENT
- Patrik Roos, CEO, VANNA CAPITAL
- Dr. Laurence Wormald, COO and Head of Research, APT, SUNGARD
- Mark Versey, Director of Client Solutions, AVIVA INVESTORS
- Erik Vynckier, CIO, ALLIANCE BERNSTEIN
- Prasun Mathur, Deputy Head of Investment Risk & ALM Strategy,
- PHEONIX GROUP
- Jan De Spiegeleer, Head of Risk Management, JABRE CAPITAL PARTNERS
- Antonello Russo, Director - Risk Management, BLACKROCK
- Ian Webster, Managing Director - Europe, AXIOMA
- Wyn Francis, Deputy CIO, BT PENSION SCHEME MANAGEMENT
- Sumit Mehta, Senior Investment Manager, LEGAL AND GENERAL