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Analysing Sovereign Risk for Portfolio Management Decisions Seminar, London, 12-13 June, 2012
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Asset Management
EDHEC-Risk Days Europe 2012
27-29 March, 2012 - The Brewery, London, United Kingdom
Bringing Research Insights to
Institutional Investment Professionals
Overview
After the success of the latest EDHEC-Risk Institutional Days and EDHEC-Risk Alternative Investment Days, which gathered together more than 800 investors and investment professionals from all over Europe and beyond, and in order to better satisfy the requirements of institutional investors, EDHEC-Risk Institute has decided to merge its two annual conferences into a unique three-day event in Europe, the EDHEC-Risk Days Europe, which will take place at the Brewery in London on March 27-29, 2012.
Programme
Day OneTuesday, 27 March 2012: 08:30-18:00 Indexation and Passive Investment Conference
ETFs in Institutional Investment—EDHEC-Risk European ETF Survey:
Unveiling the results of an exclusive survey of European institutional investors
• New trends in ETF usage
• Perceived benefits and drawbacks of ETFs by asset classes
• Perceived investment risk for asset owners using ETFs
ETFs Roundtable: Perceived Risks and Benefits of ETFs Investments and Regulators’ Considerations: Towards More Regulation for ETFs?:
• Differences between ETFs and other exchange-traded products
• Risks of synthetic replication versus physical replication of ETFs
• Are ETFs increasing systemic risk?
• Potential consequences on regulation
Afternoon workshops
• Advances in Dynamic Risk Control
• ETFs, Ideal Tools for Smart Asset Allocation Strategies
Afternoon stream sessions:
• Dynamic Allocation Strategies with Exchange-Traded Funds
• Building New Benchmarks Suitable for Institutional Investors: The Case of Equity Indices with Low Sovereign Risk
• Passive Investment: Considerations when Including SRI Factors
• Beyond 1/N
• Liquidity in ETF Markets
Investing in New Forms of Equity Indices:
• Representativeness versus efficiency: optimality conditions of the different forms of equity indices
• Diversification of new forms of indices
• How to manage investment risk within the new weighting scheme? |
Day TwoWednesday, 28 March 2012: 08:15-17:30 Global Institutional Investment Conference
Pension Fund Roundtable - Pensions at Risk: How to Protect Investors from Pension Fund Risk?:
• How to ensure protection of investors from the default risk of a pension fund or its sponsor
• Is prudential regulation sufficient to cope with pension fund default risk?
• How to protect the assets of a corporate pension fund when the sponsor defaults
• Which insurance strategy for pensioners?
Morning stream sessions:
• The Case of Hybrid Pension Schemes in Europe
• Dynamic Investment Strategies for Corporate Pension Funds in the Presence of Sponsor Risks
• PhD Forum:
> Monetary Policy and Portfolio Choice over the Life Cycle
Afternoon workshop
• Diversification: It’s all about Quality, not Quantity
Afternoon stream sessions:
• What are the Preferred Options of the Fund Management Industry Regarding Non-financial Risk Management?
• The Benefits of Sovereign, Municipal and Corporate Inflation-Linked Bonds in Long-Term Investment Decisions
• PhD Forum:
> Cash-Flow Risk and World Consumption: Role and Relevance for the Cross-Section of International Equity Returns
> Risk Management of Corporate Liabilities Under Stochastic Recovery Time
Solvency II Benchmarks:
• How to limit the capital cost of equity investment with dynamic asset management of budget risks
• Conceptual principal of Solvency II benchmarks
• Solvency II benchmarks as part of an internal model for equity investing |
Day ThreeThursday, 29 March 2012: 08:15-17:30 Alternative Investment Conference
Hedge Fund Roundtable: Is the AIFM Directive Really Guaranteeing Better Protection for Investors?:
• Do the new rules in terms of depositary responsibility actually take into account the lessons of recent hedge fund failures?
• Are the new obligations in terms of transparency and reporting on risk sufficient to guarantee the information and protection of investors?
• Is the AIFM directive truly structuring a competitive market and securing alternative investment funds in Europe or is it obsolete given the development of Newcits?
Morning stream sessions:
• The Impact of Long-Short Commodity Investing on Risk Management and Regulation
• Idiosyncratic Volatility Hedging for Better Management of Portfolio Volatility
• Non-parametric Hedge Fund Modelling and Implications for Hedge Fund
Performance Evaluation and Asset Allocation Decisions
Afternoon workshops
• What Investors Should Consider Before Investing in Hedge Funds
• Essential Strategies for Managing Tail Risk
Afternoon stream sessions:
• Idiosyncratic-Risk-Based Commodity Strategy
• High Frequency Trading: Consequences and Recent Developments
• Skewness as an Asset Class
• Intelligent Commodity Investing and Trading
• Determinants of Private Equity Investments’ Returns
• Why Hedge Funds Disappointed and Will Continue to Disappoint |
Registration & Payment
Registration fees:
| Delegate Category | Delegate Fee | VAT at UK Rate (20%) | Delegate Fee VAT Included |
Special rate until January 20, 2012 for three day attendance
| €900 | €180 | €1080 |
Standard rate for three day attendance
| €1400 | €280 | €1680 |
Standard rate for attendance on March 27 and March 28
| €1000 | €200 | €1200 |
Standard rate for attendance on March 29
| €500 | €100 | €600 |
Investor rate: pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), single family offices and financial executives from non-financial companies should contact: eridays2012@edhec-risk.com or +33 493 187 855.
| FREE |
Cancellation Policy: Given the moderate conference fee, we do not accept cancellations; invoiced sums will remain payable in full. If a registered delegate is unable to attend, a substitute delegate from the same organisation is welcome at no extra charge.
- The registration fee includes buffet lunch, refreshments and full conference documentation. Delegates may be refused admission if payment is not received prior to the conference.
- In order to encourage a high level of interaction, plenary sessions at the EDHEC-Risk Days Europe 2012 conference are complemented by limited enrolment streams and workshops that allow for an in-depth exploration of special themes. Since enrolment in workshops and stream sessions is limited, attendees for whom no selection information is available will be given access subject to availability.
- Programme changes: Please note that while speakers and topics were confirmed at the time of publishing, circumstances beyond the control of EDHEC-Risk Institute may necessitate substitutions, alterations or cancellations of speakers and/or topics.
- Conference documentation designed by EDHEC Business School will be made available online to all delegates.
- Confidentiality: All information and training materials supplied are confidential and for delegate use only. Such information may not be copied, transmitted, recorded, distributed or conveyed in any way to any third party for any purpose or duplicated by the delegate for the purpose of internal training.
- Sharing of Information: Delegates confirm that they authorise EDHEC-Risk Institute to retain their information in the Institute's database to be used by the Institute to assist in communicating details of products and services that may be of interest to the delegate. This information will also be made available to the conference sponsors and endorsers associated with the conference for one-time communication. If the delegate does not wish to receive such information, they should inform the Institute. If the delegate objects to their contact details being made available to conference partners for one-time usage, they should inform the Institute so that they may be removed from the list.
Register on-line for three-day attendance:For other options, please contact eridays2012@edhec-risk.com.
Payment:
Payment is required before the date of the conference. Registration will be confirmed once payment has been received.
- Payment by credit card:
Payment can be made by credit card by registering on-line. Please note that credit card payments will be debited in euros.
Partners
Global Event Partners:
Gold Sponsors:
Silver Sponsors:
Exhibitors:
Media Partners:
Contact
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| FTSE EDHEC-Risk Efficient Indexes: April 2012
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| EDHEC-Risk Alternative Indexes: Apr 2012 (Estimates)
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| EDHEC-Risk IEIF Commercial Property: April 2012
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