The final day of the Fourth Annual European Version of CBOE’s Risk Management Conference gets started with a keynote address from Edward Chancellor a noted financial author and historian. Chancellor’s address is titled, “The Consequences of Extraordinary Monetary Policy – An Historical Perspective on the Current Environment”.
After the keynote address the balance of the morning is filled with a wide variety of presentations. Hitendra Varsani from Morgan Stanely and John Moffatt from Capstone team up for a presentation titled “Cross-Region and Cross Asset Volatility Analysis for Investing and Hedging”. Julien Halfon from Mercer and Jean-Francois Bacmann from Man AHL will cover Managing Tail Risks which is always a popular topic, but very applicable in the recent market environment. Another area that is getting a lot of attention in the current market environment is what is going to happen with interest rates. This area will be covered by Maneesh Deshpande from Barclays and David Rogal from BlackRock with a discussion titled Focus on Interest Rate Volatility. Toward the end of the day a presentation I am really looking forward to will be delivered by Stacey Gilbert from Susquehanna where she discusses Extracting Useful Information from Listed Option Prices. The final presentation of the day and the conference will be given by Pravit Chintawongvanich from Macro Risk Advisors and is a discussion of Hedging with the VIX where he will compare SPX Puts with VIX Calls for hedging a portfolio.
In everyone’s job there are things you have to do and things you get to do. For me CBOE’s Risk Management Conferences are the best part of my job. My only regret is that I can’t be in two places at once when two presentations are running at the same time at RMC. The result can be some tough choices.
We will be blogging about every presentation next week at www.cboeoptionshub.com and will also be putting up daily recap blogs. My goal is to give everyone that can’t be there a taste of what they are missing. Finally, you can still sign up for next week’s event, but if you can’t make it there’s the first Asian RMC occurring in just a few weeks in Hong Kong and in the spring of 2016 RMC returns to Florida. Information about all of CBOE’s Risk Management Conferences may be found at www.cboermc.com