Zurich, 06 October 2016
Zurich Volatility and Tail Risk Educational Breakfast

Please note that this educational day is aimed at investors and is strictly non-marketing.

Thursday, 6 October 2016

UBS Conference Center Grünenhof

Breakfast and registration

Chair Welcome Remarks

Maya Rodriguez (Managing Partner, AZR Capital Ltd)

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)

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)

Manager: 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) 

Coffee Break

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)

Manager: Anthony Limbrick (Principal & Head of Quantitative Research, 36 South Capital Advisors)

Investor & Moderator: Marcel Oldenkott (Portfolio Manager, Pinechip Capital) 

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)

Our speakers…

William M. Daley
Former Chief of Staff to President Obama & Managing Partner Argentière Capital
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Jerome Berset
Head of Alternatives EFG Asset Management
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Paul Donovan
Managing Director and Global Chief Economist UBS Wealth Management
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Benedict Göette
Partner Crossbow Partners
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Deepak Gulati
Chief Investment Officer Argentière Capital
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Anthony Limbrick
Principal, PM, Head of Quantitative Research 36 South
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Marcel Oldenkott
Senior Portfolio Manager Pinechip Capital
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Maya Rodriguez
Maya Rodriguez
Managing Partner AZR Capital
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Pierre de Saab
Partner Dominicé & Co - Asset Management
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Pascal Spielmann
Executive Director and Senior Investment Strategist LGT Investment Partners Ltd
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Venue

UBS Conference Center Grünenhof, Nüschelerstrasse 9, CH-8001, Zürich

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