London, 13 March 2014
London Volatility and Tail Risk Hedging Educational event

Thank you to those who attended the 5th Volatility and Tail Risk Hedging Educational event in London on 13th March 2014 at the Royal Institution of Great Britain, Mayfair, London. The day was attended by over 200 investors, managers and consultants. We hope you found it informative and had your questions answered.

Presentations and videos are now available on the agenda page so you can catch up on what you missed or watch your favourite sessions again.

If you would like to take part in the panels next year or have any further suggestions please email them to info@volatilityinvesting.co.uk We look forward to seeing you again at next year's event in London and/or our upcoming educational breakfast in Zurich in the autumn.

Please click on an agenda item to download the presentation or watch the video.

Thursday, 13 March 2014

The Royal Institution of Great Britain

Registration & Breakfast

Welcome Remarks

Maya A.Z.Rodriguez (Head of Sales & Investor Relations, 36 South Capital Advisors)

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)

Watch Video

Risk Disclosure Statement

DISCLAIMER - These materials may not be suitable for all audiences. Please click this button to confirm you are accessing these materials on behalf of a Professional Client or Eligible Counterparty; a Major US Institutional Investor; or an equivalent level of professional investor, and that you have read and agree to be bound by this Notice

View the full BNP Paribas Notice

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Manager Panel Discussion Part 1: The current state of tail risk and volatility markets

Panellists: 

Pavandeep 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 Capital)

Moderator: Kokou Agbo-Bloua (Head of Equity & Derivative Strategy Europe, BNP Paribas)

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, UBP)

Moderator: Kokou Agbo-Bloua (Head of Equity & Derivative Strategy Europe, BNP Paribas)

Presentation: The corporation, the psychopath and volatility investing

Anthony Limbrick (Principal, PM, Head of Quantitative Research,  36 South Capital Advisors)

Coffee Break

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, Prudential)

Moderator: Paul B. Stephens (Vice President and Department Head, Chicago Board Options Exchange)

ALTERNATIVE VIEWPOINT: Volatility and Risk - What Matters?

Sally Bridgeland (Chief Executive Officer, BP Pension Trustees Limited)

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 Economics)

Moderator: Nick Bullman (Founding Partner & Chairman, CheckRisk LLP)

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.

Lunch and Competition Results

Our speakers…

Maya Rodriguez
Maya Rodriguez
Managing Partner AZR Capital
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Tommaso Sanzin
Tommaso Sanzin
Director and Head of Volatility Strategies and Solutions Union Bancaire Privée (UBP)
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Youssef Benomar
Youssef Benomar
Founder Partner and Head of Volatility Trading Argentière Capital AG
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Wallace Mathai-Davis
Wallace Mathai-Davis
Chairman Shepherd Kaplan
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Claire Smith
Claire Smith
Research analyst, partner and shareholder Albourne Partners
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Samuel Lisse
Samuel Lisse
CEO Vita Collective Foundation
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Robert Howie
Robert Howie
Principal and European Head of the Alternatives Boutique Mercer Investments
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Sally Bridgeland
Sally Bridgeland
Chief Executive Office BP Pension Trustees Limited
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Sir Ranulph Fiennes
Sir Ranulph Fiennes
Explorer f
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Pierre de Saab
Partner Dominicé & Co - Asset Management
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Nick Bullman
Nick Bullman
Founding Partner & Chairman CheckRisk LLP
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Kokou Agbo-Bloua
Kokou Agbo-Bloua
Head of Equity & Derivative Strategy Europe BNP Paribas
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Pavandeep Sethi
Pavandeep Sethi
Founder and CIO Gladius Capital Management
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George Castrounis
George Castrounis
Chief Investment Officer, Co-Founder Maple Leaf Capital
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Paul B. Stephens
Paul B. Stephens
Vice President and Department Head Chicago Board Options Exchange
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Nadejda Rakovska
Nadejda Rakovska
Founding Partner, Chief Executive Officer Volvar Asset Management
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Will Bartlett
Will Bartlett
CEO and Managing Member Parallax Volatility Advisers, LLC
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Christopher Cole, CFA
Founder & CIO Artemis Capital Management LP
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Andrew Rozanov, CFA, FRM, CAIA, MA
Andrew Rozanov, CFA, FRM, CAIA, MA
Managing Director and Head of Institutional Portfolio Advisory Permal Investment Management
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Andrew McCaffery
Andrew McCaffery
Global Head of Hedge Fund Aberdeen Asset Management
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Kathryn M. Kaminski, PhD
Founding Partner & CIO Alpha K Capital
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Venue

The Royal Institution of Great Britain 21 Albemarle Street London W1S 4BS

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