Agenda

Agenda

AGENDA

08:00

REGISTRATION AND BREAKFAST

08:30

SG WELCOME ADDRESS

Alexandre Fleury circle
Alexandre Fleury

Head of Equities & Equity Derivatives, Global Markets
Societe Generale

08:35

CHAIR'S OPENING REMARKS

Duncan Wood - circle
Duncan Wood

Editor-in-Chief
RISK.NET

08:45

KEYNOTE ADDRESS: GEO POLITICAL IMPLICATIONS OF BREXIT

Nick Robinson circle
Nick Robinson

Political Journalist and International Broadcaster

09:15

FOUNDER'S INSIGHTS: THE FUTURE OF TREND FOLLOWING AND SYSTEMATIC STRATEGIES

In conversation with:

Dr Ewan Kirk circle
Dr Ewan Kirk

Founder

Cantab Capital Partners, currently part of GAM Systematic

Sushil
Dr Sushil Wadhwani, CBE

Founder and CEO
Wadhwani Asset Management


 


 

Interviewed by:

Margie Lindsay
Margie Lindsey

Hedge Fund Editor
Risk.net

10:00

NETWORKING BREAK

10:30

PANEL DISCUSSION: MANAGING MULTI ASSET PORTFOLIOS AT THE END OF THE BUSINESS CYCLE

Panellists:

John Bilton
John Bilton

Head of Global Multi-Asset Strategy
JP Morgan Asset Management

Sunil Krishnan
Sunil Krishnan

Head of Multi Asset Funds
Aviva Investors

Roderick MacKenzie
Roderick MacKenzie

Multi Asset Strategies
Blackrock

Leo Niemeläinen
Leo Niemelainen

Cross-Asset Portfolio Manager
Ilmarinen

Talib Sheikh
Talib Sheikh

Head of Multi-Asset Strategy
Jupiter Asset Management

Moderator:

Kokou Agbo-Bloua
Kokou Agbo-Bloua

Global Head of Flow Strategy & Solutions, Financial Engineering
Societe Generale

11:15

INTERACTIVE DEEP-DIVE SOLUTION WORKSHOPS

Presented by Societe Generale’s Experts in Derivatives

11:15, session 1

SOLUTIONS TO ACCESS EMERGING MARKETS

11:15

SOLUTIONS TO ACCESS EMERGING MARKETS

Solutions on EM Indices
Solutions using EM FX
Solutions on EM single assets

SPEAKERS:

  • NIKHILESH AGRAWAL
    Emerging Markets Structurer

  • CASSANDRA COX
    Head of FX & EM Sales, Western Europe

  • HARIS CONTAROUDAS
    Head of MARK Sales,  CEEMEA

COST OPTIMISATION OF FINANCING IN A MORE REGULATED WORLD

11:15

COST OPTIMISATION OF FINANCING IN A MORE REGULATED WORLD

SG’s adapted product offering  
The future of financing   

SPEAKERS:

  • XAVIER CHARTRES 
    Global Head of Cross Asset Financing

  • LLOYD MICHAELS
    Head of Prime Services Sales, EMEA

EQUITY TAIL RISK HEDGING

11:15

EQUITY TAIL RISK HEDGING

The three types of bear markets
The art of designing an enhanced collar strategy 
Convexity at no cost; myth or reality? 

  • ALASTAIR BEATTIE
    Head of Equity Derivatives, UK

  • SANDRINE UNGARI 
    Quantitative Strategist

  • GEOFFREY SIMMONS
    Equity Derivatives Engineer

OPPORTUNITIES IN FIC ALTERNATIVE RISK TRANSFER

11:15

OPPORTUNITIES IN FIC ALTERNATIVE RISK TRANSFER

Creating fixed income derivative positions with attractive asymmetry for our institutional clients.
A view on credit, through to longer-dated interest rate vol and yield curve options
Complex modelling, simplicity in rationale, potential payout and risk

SPEAKERS:
 

  • MICHAEL PINTAR
    Senior Financial Engineer

FIXED INCOME RISK PREMIA 2.0

11:15

FIXED INCOME RISK PREMIA 2.0

What are the sources of carry in Fixed Income?
The importance of market neutrality
Examples of Fixed Income Risk Premia

SPEAKERS:

  • MARC PANTIC
    Head of Fixed Income QIS 

IMPLEMENTING TAILORED ESG INVESTMENT STRATEGIES

11:15

IMPLEMENTING TAILORED ESG INVESTMENT STRATEGIES

Why sustainability research is becoming so popular among investors and Asset Owners
Can we demonstrate the materiality of sustainability research?
How to design investment solutions that combine sustainability research with financial outperformance
Which innovative products enable investors to access custom solutions while also supporting positive impact financing?
Latest themes and trends in sustainable investment solutions?

SPEAKERS:

  • ISABELLE MILLAT
    Head of Sustainable Investment Solutions, Global Markets

  • YANNICK OUAKNINE
    Head of Sustainability Research

11:45, session 2

CROSS ASSET VOLATILITY OPPORTUNIES AT THE DUSK OF THE BUSINESS CYCLE

11:45

CROSS ASSET VOLATILITY OPPORTUNIES AT THE DUSK OF THE BUSINESS CYCLE

The current landscape of cross asset volatility: Term structure, skew and implied vol risk premium across US, Europe and Asia. 
How the economic business cycle drives volatility in equity/fx/credit and rates.
How structured products, corporate hedging flows and regulation can trigger dislocations in equity, fx, credit and rates vol.
The importance of cross asset correlation in finding relative value opportunities: Case studies:  Equity vol vs rates vol, equity and fx vol

  • HERVE GUYON
    Flow Strategy & Solutions, Financial Engineering

  • CHARLIE PATEL
    Head of FSS and FIC, Europe

  • DELPHINE LEBLOND LIMPALAER
    Head of Flow Sales, UK

HOW MIFID II HAS CHANGED YOUR MARKET INTERACTIONS

11:45

HOW MIFID II HAS CHANGED YOUR MARKET INTERACTIONS

MiFID II: Implementation so far and impact on OTC
Impact of MiFID II on Equity
MiFID II and data: A new paradigm

SPEAKERS:

  • PHILIPPE DUFAY
    Structured Products Engineer

  • FREDERIC JEANPERRIN
    Head of Regulatory Adaptation & Management, Global Markets

  • ANTONIO BUCCELLATO
    Head of Cash Sales, UK

MACRO HEDGING USING FX DERIVATIVES

11:45

MACRO HEDGING USING FX DERIVATIVES

What is a macro hedge?
Why use FX as a macro hedge?
Comparisons to other asset class hedges
Performance in times of stress
Implementation ideas and trade suggestions


SPEAKERS:

  • MATHIEU JEANDEL
    Head of FX Pricing & Solutions, EMEA

  • CLEMENT GUENNEC
    Cross Asset Financial Engineer/Strategist

  • CASSANDRA COX
    Head of FX & EM Sales, Western Europe

WHY DEDICATED ‘RISK TRANSFER’ FUNDS ARE BOOMING

11:45

WHY DEDICATED ‘RISK TRANSFER’ FUNDS ARE BOOMING

Risk Transfer trades and SG’s retail structured products 
How popular Risk Transfer transactions give risk-off trades, but positive carry
How and why are investors building portfolios of diversified risk transfer trades to generate alpha & lower their volatility of returns?

SPEAKERS:

  • MANVIR NIJHAR
    Head of Equity Derivative Sales

  • PIERRE LUC PAIN
    Exotic Index Trader, Europe

USD RATES: WHERE LONG VOL MEANS POSITIVE CARRY (VRR)

11:45

USD RATES: WHERE LONG VOL MEANS POSITIVE CARRY (VRR)

Why buy fwd vol on US Rates?
Why now?
Why in index form?
Why with SG?

SPEAKERS:

  • MARC PANTIC
    Head of Fixed Income QIS 

  • MIKE BAYLEY
    Multi Asset Sales

THEMATIC BASKETS

11:45

THEMATIC BASKETS

The SG thematic offer: 
Long/Short Term offering solutions
Time to market - immediate/several weeks
How the Theme is initiated

What For? 
Investment
Hedging Solutions
Tailor made solutions

Themes we like
Track record and history
 

  • ROBERT BUTLER,
    Pan European Equity Sales

  • ROLAND KALOYAN
    Head of European Equity Strategy

  • VINCENT MAURY
    Delta One Trader

12:15, session 3

CREDIT INDEX PRODUCTS & TRS

12:15

CREDIT INDEX PRODUCTS & TRS

What are Bond Credit Indices?
ETFs, the most liquid way to invest in Index-linked products 
TRS, the derivative way to trade indices
Case studies

SPEAKERS:

  • SHAWN WEXLER
    Head of UK Credit Sales

  • JEREMIE OUAKI
    Global Head of FIC Index Trading

STRUCTURED INFLATION HEDGING

12:15

STRUCTURED INFLATION HEDGING

Who trades inflation and why?
ZC inflation swaps - the purest way to trade inflation
Why inflation-linked bond markets are key
Alternative ways to trade inflation / extract alpha
SG positioning and offer to clients on inflation

SPEAKERS:

  • NAEEM GHULAMALI
    Fixed Income and Flow Rates Sales

  • VICTOR JEANTET
    Global Head of Inflation

  • JORGE GARAYO 
    Global Head of Inflation Strategy

THE BOOM OF DISPERSION STRATEGIES; RISK OFF, WITH POSITIVE CARRY

12:15

THE BOOM OF DISPERSION STRATEGIES; RISK OFF, WITH POSITIVE CARRY

Why are new UK institutional clients trading dispersion for the first time?
Why do investors consider risk-off strategy as a diversifier to equities and other risk-on trades?
How the strategy has an average return of 10-15% per annum since 2007, even over the past 2-3 years

SPEAKERS:

  • HERVE GUYON
    Flow Strategy & Solutions in Financial Engineering

  • MANVIR NIJHAR
    Head of Equity Derivative Sales 

YIELD ENHANCEMENT STRUCTURED CREDIT

12:15

YIELD ENHANCEMENT STRUCTURED CREDIT

ART axes and Societe Generale’s distribution business  
Why trade equity and superior senior tranches? 
How the Put on Recovery can hedge recovery exposure

SPEAKERS:

  • KATHLEEN IZYGON
    Head of FIC Credit Pricing

  • LAURENCE FONLUPT
    Senior Financial Engineer

  • PETER DELLGREN
    Nordic Cross Asset Sales         

CROSS ASSET TREND FOLLOWING

12:15

CROSS ASSET TREND FOLLOWING

Why trend following is useful in a multi asset portfolio? 
How to design a simple, efficient and competitive trend following strategy
What is the secret of outperformance of one strategy versus another? 
SG offers the flexibility to design a bespoke trend following matching exactly the needs of investors. 
SG’s bespoke trend following design to match the needs of investors. 

SPEAKERS:

  • MEHDI OUSAHLA
    Risk Premia Solutions, Europe

BOND RISK - HOW EQUITY FACTORS CAN HELP YOU SURVIVE THE QE UNWIND

12:15

BOND RISK - HOW EQUITY FACTORS CAN HELP YOU SURVIVE THE QE UNWIND

How equity markets have benefitted unevenly from QE and low bond yields
The risk of QE unwind sending the bond/equity correlation positive (i.e. you lose money on bonds and equities)
A focus on equity factors can help manage this risk
Implementation through factor-specific option strategies

SPEAKERS:

  •  ANDY LAPTHORNE
    Global Head of Quantitative Research

  • GUILLAUME ARNAUD
    Head of QIS

12:45

KEYNOTE ADDRESS: ARE YOU KODAK OR APPLE? STAYING AGILE AND DYNAMIC TO MAINTAIN A LEADING POSITION IN FINANCIAL MARKETS

David Smith circle
David Smith

Futurologist and Chief Executive
Global Futures and Foresight

1:15

CHAIR'S CLOSING REMARKS

Duncan Wood - circle
Duncan Wood

Editor-in-Chief
RISK.NET

1:20

LUNCH AND NETWORKING