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Thursday, 16 April 2015

Maya A.Z. Rodriguez  (Managing Partner, AZR Capital Ltd)

  1. Welcome remarks

Gerry Fowler  (Global Head of Equity & Derivatives Strategy, BNP Paribas)

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  • Manager 1: Will Bartlet  (CEO & Managing Member, Parallax Volatility Advisers)
  • Manager 2: Richard (Jerry) Haworth  (Co-Founder & CIO, 36 South Capital Advisors)
  • Manager 3: Benjamin Clerget  (Head of Equity Derivatives and Volatility Arbitage, BTG Pactual)
  • Moderator: Chris Watling  (CEO & Chief Market Strategist, Longview Economics)
  1. Managers' views on volatility, risks, returns and what lies ahead

Christopher Cole  (Founder and CIO, Artemis Capital Management)

Sibrand Drijver  (Senior Manager, Investment Strategy, TKP Investments)

  1. Risk management - implied or historical volatility?
  • Investor: Tarik Dalton  (Investment Management Division, Department of State Treasurer, North Carolina)
  • Manager: Pierre De Saab  (Head of Investment Team, Dominicé & Co)
  • Manager: Sarah Dahan  (Portfolio Manager, BlueMountain Capital Management)
  • Consultant: Sibrand Drijver  (Senior Manager, Investment Strategy, TKP Investments)
  • Moderator: Robert McGlinchey  (Director, EQDerivatives)  

Prof. Dr. Thorsten Hens  (Prof. Dr. Hens is Chairman of the Department of Banking and Finance at the University of Zurich and is ranked one of the region’s top 10 Professors of Finance. As a consultant to the Investment Committee of the City of Zurich Pension Fund and President of the Investment Committee at Vita Sammelstiftung, he has first-hand experience of applying his research in practice.)

  1. Understanding volatility

Robert Fisk  (Robert is an English writer and journalist. He has been Middle East correspondent of The Independent for over thirty years and is primarily based in Beirut. Robert holds more British and International Journalism awards than any other foreign correspondent and has been voted International Journalist of the Year seven times. He has published a number of books and reported on several wars and armed conflicts. An Arabic speaker, he is one of few Western journalists to have interviewed Osama bin Laden, which he did on three occasions between 1993 and 1997.)

David Zanutto  (Partner, Canadian Director of Strategic Investment Research, Mercer)

  1. Tail risk hedging: An investment consultant's perspective
  • Consultant: David Zanutto  (Partner, Canadian Director of Strategic Research, Mercer Investment Research)
  • Investor: Michael Winchester  (Investment Strategist, State Super Financial Services Australia)
  • Investor: Simon Fox  (Senior Investment Specialist, Aberdeen Asset Management PLC)
  • Manager/Moderator: Andrew Wong (Co-Chief Investment Officer, Fortress Convex Strategies Group, Fortress Investment Group)
  1. Risk and convexity education panel

Angel Serrat  (Chief Strategist, Partner, Capula Investment Management)

Edward Lucas  (Edward Lucas is a senior editor at The Economist, responsible for coverage of energy, commodities and natural resources. He is also a senior vice-president at the Center for European Policy Analysis (CEPA), a Washington DC think-tank. His expertise includes energy, cyber-security, espionage, Russian foreign and security policy and the politics and economics of Eastern Europe.)

Vladimir Putin's opaque and highly personalised rule makes Russia's seeming political stability illusory. Feuds bubble inside the Kremlin and may boil over this year--but repression at home and aggression abroad are baked into the political system. Expect the worst.

Our speakers…

Sibrand Drijver
Sibrand Drijver
Senior Manager, Investment Strategy
TKP Investments
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Gerry Fowler
Gerry Fowler
Global Head of the Equity & Derivative Strategy
BNP Paribas
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Richard (Jerry) Haworth
Richard (Jerry) Haworth
CEO & CIO
36 South Capital Advisers LLP
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Andrew Wong
Andrew Wong
Co-Chief Investment Officer, Convex Strategies Group
Fortress Investment Group
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Angel Serrat, Msc, PhD
Angel Serrat, Msc, PhD
Partner & Chief Strategist
Capula Investment Management
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Robert McGlinchey
Robert McGlinchey
Director, Cross-Asset Volatility Coverage
EQDerivatives
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Chris Watling
Chris Watling
CEO and Chief Market Strategist
Longview Economics
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Paul B. Stephens
Paul B. Stephens
Vice President
Chicago Board Options Exchange
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Christopher Cole, CFA
Christopher Cole, CFA
Founder & CIO
Artemis Capital Management LP
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Will Bartlett
Will Bartlett
CEO and Managing Member
Parallax Volatility Advisers, LLC
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Pierre de Saab
Pierre de Saab
Partner
Dominicé & Co - Asset Management
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Edward Lucas
Edward Lucas
Energy Editor
The Economist
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Prof. Dr. Thorsten Hens
Prof. Dr. Thorsten Hens
Swiss Finance Institute Professor of Financial Economics
University of Zurich
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David Zanutto
David Zanutto
Partner
Mercer Investments
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Benjamin Clerget
Benjamin Clerget
Associate Partner
BTG Pactual
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Tarik Dalton
Tarik Dalton
Advisor to the Chief Investment Officer
North Carolina Department of the Treasurer
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Robert Fisk
Robert Fisk
International journalist and writer
The Independent
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Sarah Dahan
Sarah Dahan
Portfolio Manager
BlueMountain Capital Management, LLC
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Simon Fox
Simon Fox
Senior Investment Specialist
Aberdeen Asset Management PLC
Read Bio