Workshop

Workshop

Session 1. 11:15 – 11:40

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Session 1 Conference Room

HERVE GUYON
Head of Flow Strategy and Solutions Equity Derivatives, Europe

CLEMENT GUENNEC
Flow Strategy and Solutions Europe

DELPHINE LEBLOND LIMPALAER
Head of Equity Derivatives Hedge Fund Sales, UK


Cross Asset Relative Value Opportunities:

  • 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

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Session 1 Room 1

Chancal Samadder
Head of Lyxor ETF, Global Product Strategy

Ashkan Daghestani
Lyxor ETF Sales


ETF solutions and strategies

  • ETF Implementation strategies within multi asset portfolios  

  • Accessing equity exposures through ETFs compared to other delta 1 instruments  

  • Lyxor ETFs innovative solutions such as inflation breakeven, yield curve strategies

 

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Session 1 Room 2

NIKHILESH AGRAWAL
Emerging Markets Structurer

PHILIP NAKAJIMA
Emerging Market Sales

NIKOLAOS PREPALAS
Cross Asset Sales Emerging Market


EM Solutions: Investing in Africa:

  • Overview on Africa - market trends, investment opportunities, client feedback

  • Investing in Africa

  • Challenges and risks

  • Opportunities and help in accessing Africa

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Session 1 Room 3

VICTOR JEANTET
Global Head of Inflation

NAEEM GHULAMALI
Fixed Income and Flow Rates Sales

JORGE GARAYO
Global Head of Inflation Strategy


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

 

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Session 1 Room 5

MARC PANTIC
Head of Fixed Income QIS Structuring

DAVID SCHENCK
QIS Structuring

OLIVIER DAVIAUD
Quantitative Strategist


Value Investing in FICC: What goes down must come up:

  • How investors can reap the benefits of value investing in FICC?

  • What would value investing mean in other markets and  is the price of a Big Mac the ultimate equilibrium value for FX? 

  • Are rates levels determined by inflation and growth expectations? 

  • Does knowledge of the commodities market help investors anticipate price?

 

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Session 1 Room 7

GEORGIOS OIKONOMOU
Quantitative Strategist

FREDRIK SLYTA
Head of Global Markets Sales, Nordics

XAVIER DUBOURG
Head of Equity Trading QIS


Implementing tailored ESG investment strategies:

  • Is ESG an equity factor?

  • ESG portfolio exposures to standard equity factors

  • Managing factor exposures can help ESG performance

  • How investing in best-in-class ESG companies yields favourable returns vs the benchmark

 

Session 2. 11:45 – 12:10

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Session 2 Conference Room

LIONEL THOULY
Equity Trading, Europe

MANVIR NIJHAR
Head of Equity Derivatives & FIC Institutional Sales, UK

HADRIEN BOITEAU
Hedge Fund Pricing Europe, Structuring for Products & Solutions


The rise of risk transfer funds:

  • Why risk transfer funds and strategies are prospering, while diversified risk premia portfolios continue to endure tougher times

  • How “risk-off”, yet generating positive carry, is working for clients

  • Popular and combination strategies being used by investors to create diversified portfolios

  • Generating yield and diversification benefits

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Session 2 Room 1

MIKE BAYLEY
Head of UK Institutional Sales Equity Derivatives

EDOUARD MIDY
Head of Prime Equity & Delta One Trading

FOUED JAZIRI
Structuring for Product and Solutions


Outsourced execution:

  • Asset managers’ cost pressures at a time of rising regulatory costs and bespoke needs

  • An ecosystem for strategy back-testing, incubation and outsourced execution as a cost effective flexible solution

  • Enabling asset managers to facilitate smaller bespoke client mandates and ease multi jurisdiction launches

  • Significantly reduce operational burdens and employ outsourced execution as a powerful business development tool

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Session 2 Room 2

GEOFF SIMMONS
Head of Equity Derivatives QIS Structuring, Europe

PHILIPPE DUMONT
Head of QIS Trading


Intraday trend following:

  • Benefit from intraday patterns; an entire world of new signals to enhance your portfolios

  • Leverage Societe Generale’s trading infrastructure

  • An efficient and innovative defensive strategy

  • Estimate the gamma of the market

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Session 2 Room 3

MICHAEL HAIGH
Global Head of Commodities Research

ALEXIS KATALAN-CARON
Cross Asset Sales


Commodity carry:

  • What is carry in commodities

  • Contango/backwardation regimes and market cycles, what is normal contango or backwardation? 

  • Performances on various market cycle, decorrelation vs other asset classes, added value in a cross-asset portfolio

  • How to implement carry strategies? 

 

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Session 2 Room 5

GEOFF SIMMONS
Head of Equity Derivatives QIS Structuring

SANDRINE UNGARI
Deputy Head of Quantitative Research


Tail Risk Hedging:

  • Risks are mounting, hedges are not a luxury…

  • Goldilocks and the three bear markets 

  • The fine art of call overwriting and other option strategies 

  • The convexity conundrum

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Session 2 Room 7

MANISH MEHTA
Structured Finance

LLOYD MICHAELS
Head Cross Asset Financing Sales, EMEA

Chasing yield in the money markets:

  • New regulatory costs of doing business makes us design clever solutions

  • Societe Generale’s adapted product offering 

  • The future of financing     

  • CET1 / RWA in focus

Session 3. 12:15 – 12:40

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Session 3 Conference Room

MIKE BAYLEY
Head of UK Institutional Sales, Equity Derivatives

STUART LEGG
Head of UK Rates Sales

ADNANE ASFALOU
Head of Rates & EM Structuring


USD Rates: Where long vol means positive carry:

  • USD rates vol at the epicenter of the intensifying US monetary and fiscal policy debate

  • The unusually flat or backwardated term structure for a low volatility market

  • Societe Generale’s flagship rates vol strategy – VRR. A systematic and transparent USD rates forward volatility strategy

 

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Session 3 Room 1

KATHLEEN IZYGON
Head of Credit Pricing

FAYCAL RHAZAL
Head of Structured Credit

SHAWN WEXLER
Head of Credit Sales, UK


Bespoke and structured credit trade opportunities:

  • Distribution of CLNs to retail and private banks. How Societe Generale’s leading position can help clients

  • Trading super senior and/or mezzanine tranches to reduce regulatory capital costs associated with distribution business flows 

  • The digital put on recovery. An innovative product to hedge the recovery exposure

  • Tranches on bespoke portfolios and the expanded credit offer 

 

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Session 3 Room 2

CHARLIE PATEL
Head of Flow Strategy and Solutions FIC, Europe

DAVID MACAUDIERE
Head of Rates Options Trading, Europe

AMAL EL YACOUBI
Structuring for Product and Solutions


Rates trade ideas as Europe turns Japanese :

  • How to navigate low yields for longer

  • Diversifying Risk :  How the yield curve slope can be utilized as a diversifying asset class

  • Navigating Volatility : Using OTC Bond Options as an alternative to swaptions to express macro views 

  • Structured Notes for Yield Enhancement : Tarns and Variations on Tarns 

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Session 3 Room 3

VINCENT CASSOT
Head of Equity Derivatives Strategy

ADAM KURPIEL
Head of Rates Strategy

OLIVER KORBER
FX Option Strategist


Cross Asset Vol Outlook:

  • The volatility drivers across equities, commodities, FX and rates and how it moves across the economic cycle

  • Sequencing in the transition to a higher volatility regime and relative value vol opportunities

  • How the expected central bank dovishness will impact the classic vol sequencing and the cross-asset correlations

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Session 3 Room 5

ANDY LAPTHORNE
Global Head of Quantitative Research

ALASTAIR BEATTIE
Cross Asset Sales


The weak vs strong balance sheet: using equities to short credit:

  • US corporate as a key risk going forward with leverage ratios at historical highs

  • Shorting credit is notoriously expensive. An innovative alternative using the equity of US Smallcaps

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Session 3 Room 7

HERVE GUYON
Head of Flow Strategy & Solutions Equity Derivatives, Europe

MANVIR NIJHAR
Head of Equity Derivatives & FIC Institutional Sales, UK


Dispersion strategies – risk off, with positive carry:

  • How can dispersion strategies diversify investors’ portfolios and enhance returns?

  • What are the drivers of dispersion strategies?

  • What are the different ways to structure dispersion strategies?

* Selected workshops maybe intended exclusively for subscribers to SG research and clients outside of the scope of the provisions on payment for investment research in Commission Delegated Directive (EU) 2017/593 of 7th April 2016 (the “MIFID II Delegated Directive”). By attending such sessions you confirm that you meet these criteria or agree to pay £100 to SG upon receipt of invoice, which will cover the cost of attending all workshops where SG Research are presenting at this derivatives themed conference.