Registration and refreshments


Welcome remarks: Phil Harding, Commercial Editor, RISK.NET


Chair's opening remarks


Institutional Investor Keynote

Details to be confirmed, subject to speaker approval


Presentation: Preparing for risk and responding to change: geopolitical and macroeconomic outlook in an uncertain and highly volatile market

  • Trade wars: incorporating political risk into the investment process on global and local scale
  • Global investment outlook on emerging markets
  • Brexit: where is the market heading?
  • Expecting the unexpected: preparing risk and portfolio managers to adapt to sudden market turns

C-Level panel: Striking the perfect balance between risk teams and portfolio managers

  • Market risk oversight vs portfolio construction resource: how do risk and portfolio managers work together?
  • How far down the value chain should risk management be?
  • How to preserve independence of the market risk team while increasing its efficiency?
  • Talent: what skills make up successful buy-side risk teams?

Coffee break & Networking

Portfolio Analytics, Trade Execution & Investment Strategy


Discussion: Dynamic portfolio construction: gaining a competitive edge

  • As we enter a period of quantitative tightening with higher volatility and less liquidity, how can portfolio managers ensure enough liquidity to gain a competitive edge? 
  • Moving towards higher concentration or more diversification?


Market liquidity for the buy-side in a post quantitative easing era

  • Managing liquidity risk with rising interest rates and market volatility 
  • Measuring liquidation costs
  • Adapting and preparing for the next big market turn 
  • Signposting liquidity deterioration


During this session, delegates are presented with an investment risk scenario and tasked to review the immediate steps they would advise their firm to take. 

Scenario 1: Market shock/interruption

Scenario 2: Topic to be confirmed







Beat the market: Optimising investments with new sources of data and trading technology

  • How new tools and technique can optimise every stage of the investment process
  • How data sets are evolving
  • Multi-period portfolio optimisation and alpha decay
  • How to ensure NLP and other analytics tools complement and augment the work of portfolio managers 



Oxford style debate: The Future of Fixed Income

Details to be confirmed, subject to speaker approval 

Risk Management & Modelling



Discussion: Measuring the risk of illiquid assets

  • Investment risk for alternative private assets
  • Integrating private asset risk into the portfolio
  • Benchmarking private assets and setting illiquidity hurdle rates
  • Managing illiquidity, market-to-market and other risks for long term investors
  • Emerging and strategic risks for asset owners/asset managers
  • Alternative asset classes and the risk of illiquidity

Quantifying the risk: Cybersecurity

Details to be confirmed, subject to speaker approval



During this session, delegates are presented with a risk scenario and tasked to review the immediate steps they would advise their firm to take

Scenario 1: Reputational Risk 

Scenario 2: Strategic Risk




Understanding how to measure stress liquidity

  • How to define and create effective stress tests and scenario analysis relative to key benchmarks 
  • How to implement scenario analysis for each type of portfolio (multi-asset, equity, fixed income, alternative assets)
  • How to align scenario analysis and liquidity stress testing to meet changing regulatory expectations
  • Going beyond the stress test - how to quantify tail risks and create contingency plans with liquidity management tools, including gating funds?

Model techniques for active risk managers: Leveraging predictive power from Big Data and Machine Learning

  • Using alternative data to drive model risk management - handling the obstacles
  • Augmenting intelligence: integrating data to understand and predict emerging risk
  • Unstructured data - the pitfalls and opportunities
  • Quantum computing - a glimpse into the future of risk management

Afternoon tea & coffee break with knowledge cafe

Addressing the event's most contentious issues at table discussion groups to drill down into topics

  • Data science
  • Tech: Blockchain and DLT, will they ever really be of practical benefit?
  • ESG integration and challenges for alternative asset classes
  • The risk of disintermediation
  • Libor to SOFR



Live interview: 

Goodbye LIBOR: What are the implications for buy-side firms?

  • How are you determining your exposure to Libor?
  • What do we know: the transition's implications on futures and derivatives contracts (including hedges and collateral)?
  • Where are we now: alternative risk-free rates and future plans?
  • What are the trading risk free options?
  • What has the buy-side industry done so far to prepare for the shift?

Polling panel with CROs

Spotlight on 2019: Where is the market heading?

Scale vs specialisation: in the face of shrinking margins, increasing costs and tighter regulation, what does this mean for the future of buy-side firms?

  • Strategic risk review
  • Risks of disintermediation
  • Racing for scale & consolidation or specialisation & niche investment propositions 
  • Getting ready for higher interest rates: investment opportunities and risks to consider
  • Active vs passive asset management: the wrong debate?

Discussion and review of survey with live polling


Chair's closing remarks


Champagne networking