EDHEC-Risk - EDHEC-Risk Days Europe 2013

Asset Management EDHEC-Risk Days Europe 2013 26-27 March, 2013 - London, United Kingdom

Bringing Research Insights to
Institutional Investment Professionals

Programme

Registration

FAQ

Partners

Sponsorship

Overview

Organised by an academic research centre for the benefit of professionals, EDHEC-Risk Days Europe presents the research conducted by EDHEC-Risk Institute and discusses it with the institutional investor and fund manager communities.

As such, the Institute wishes to enable participants at EDHEC-Risk Days Europe 2013 to have access to the latest in financial theory and research and to debate and discuss these issues with researchers who not only have cutting-edge knowledge of analytical and research methods in finance but are also fully aware of the consequences of these methods for the financial industry.

The event is structured to appeal to institutional investors, traditional and alternative investment managers and policy-makers. The conference includes two major events that will allow professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to research advances.

Programme

On the first day, the Indexation and Passive Investment Conference will focus on exploring enhanced index and optimal benchmark construction and look at new forms of indices and benchmarks not only for equities, but also in the fixed-income and commodities universes. The conference will also be the occasion to evaluate the use of passive investment vehicles and their impact on the market. Results of an exclusive survey of European asset owners will highlight the latest trends in ETF usage. The roundtable will address questions about regulation and governance linked to the development of new indices.

On the second day, the Global Institutional Investment Conference will present the results of EDHEC-Risk research on themes of great interest to institutional investors, including risk and regulation in European pension funds, the construction of new liability-hedging portfolios for institutional investors, Solvency II, the convergence between long-only investment and hedge funds, new research on infrastructure investing, liability-hedging portfolios and risk allocation. It will bring together institutional investors, pension protection organisations and regulators for a debate on regulatory developments and their implications for the management of pension funds.

Day One

Tuesday 26 March, 2013: 08:00-18:30

Indexation and Passive Investment Conference

Roundtable: Governance and Transparency of Indices
• Understanding regulation: the accuracy of track records; the transparency and governance of indices
• What level of transparency do investors expect?
• What is needed, in terms of regulation, to improve the quality of indices?
• Presentation of a survey carried out by EDHEC-Risk Institute

The Development of Passive Investment in Europe
• EDHEC-Risk European ETF Survey 2012
• How do investors perceive the innovations in the ETF market?

Morning stream sessions
• Choose Your Beta: How to Appreciate the Performance and Risks of New Forms of Equity Benchmarks
• Liquidity in ETFs: What Really Matters
• Can Track Records of Indices be Trusted?

Afternoon workshops
Sponsor led sessions presenting technical innovations in the use of passive investment
• Volatility Harvesting: Why Does Diversifying and Rebalancing Create Portfolio
Growth?, organised by Eaton Vance Management (International) Ltd.
• How to Measure the Performance of an ETF?, organised by Lyxor Asset Management
• Smart Beta 2.0, organised by ERI Scientific Beta
• Making the Most of ETFs in Asset Allocation, organised by Amundi ETF

Afternoon stream sessions
• Low Sovereign Risk Benchmarks
• What are the New Methods of Investing Passively in Commodities?
• Investing in Low Volatility Strategies

New Frontiers in Passive Investment: From Asset Allocation to Risk Allocation
• From asset allocation to risk allocation: Beyond risk parity and equal risk contribution
• Measuring the effective number of bets
• Managing diversification to risk factors

Day Two

Wednesday 27 March, 2013: 08:00-18:30

Global Institutional Investment Conference

Pension Fund Roundtable: How Should Pension Fund Management be Reformed in Europe? Beyond the New IORP Directive
• European pension regulatory developments and their implications for the management of pension funds

Hedging Long-Term Inflation-Linked Liabilities without Inflation-Linked Instruments
• Inflation risk versus liability risk: Measuring the true impact of inflation risk within liability risk
• Expected inflation risk versus realised inflation risk
• Diversifying versus hedging expected inflation risk in nominal bond portfolios

Morning workshops
Sponsor led sessions presenting best practices into the key themes of institutional asset management
• The ESG and Hedge Funds: A Perfect Match?, organised by Rothschild HDF Investment Solutions
• Solvency II Efficient Risk Transfer, organised by Koris International
• Smart Beta and Active Management, organised by ERI Scientific Beta
• From Asset Allocation to Risk Allocation, organised by THEAM

Afternoon stream sessions
• Infrastructure Debt for Institutional Investors
• The Convergence Between Long-Only Investment and Hedge Funds
• What if the Regulation of Long-Term Investors Were Not as Costly as They Think? Reconciling Long-Term Optimal Investing Strategies with Short-Term Funding Risk Constraints
• PhD Forum:
  > Multi-country Study of Yield Curve Dynamics in a Monetary Policy Framework -      An Open Economy Perspective
  > Optimal Portfolio Strategies in the Presence of Regimes in Asset Returns
  > Conditional Performance Evaluation of Asset Allocation Funds
• The Interaction Between CDS and Sovereign Bond Markets
• Solvency II and Fixed-Income Investment
• How to Manage Non-Financial Risks: the True UCITS Reform
• Infrastructure Equity: Long-Term Investment and Time Consistency

Beyond the Separation Theorem in ALM: How to Evaluate the Contribution of Corporate Bonds to the Performance and Risk of Global Asset Allocation?
• From fund separation to fund interaction theorems
• Corporate bonds as substitutes for sovereign bonds
• Benefits of corporate bonds in performance-seeking portfolios
• Benefits of corporate bonds in liability-hedging

View
detailed
programme

Registration & Payment

Registration fees:

Delegate Category	Delegate Fee	VAT at UK Rate (20%)	Delegate Fee VAT Included
Early bird rate delegate fee (until 31 January, 2013)	€350	€70	€420
Standard rate two days delegate fee	€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: eridayseurope2013@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 2013 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 two day attendance:

www.regonline.co.uk/eridayseurope2013

For enquiries, please contact eridayseurope2013@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.

Frequently asked questions.

Partners

Global Event Partners:

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Gold Sponsor:

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Exhibitors:

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Media Partners:

Sponsorship

The EDHEC-Risk Institute is one of the leading academic financial research centres in Europe; its mission is to build bridges between the academic and professional communities by informing the industry of the latest research in asset management and by exchanging views on all the relevant topics of the day. In order to do this, EDHEC-Risk Institute organises a flagship annual conference in Europe, the EDHEC-Risk Days.

This conference brings together European institutional investors and investment management professionals to discuss the results of EDHEC-Risk Institute’s latest research both in the traditional and alternative investment fields.

The conference has now settled in London and is organised annually in the largest European asset management centre.

The conference offers a programme of great added value put together around two main events: the Indexation and Passive Investment Conference and the Global Institutional Investment Conference.

The programme format of the event provides a mix of plenary sessions, stream sessions and workshops presented by our sponsors. The conference presents the latest research results for both the traditional and alternative investment fields.

Audience

EDHEC-Risk Days Europe 2013 is the must-attend annual conference for industry professionals within the institutional investor and fund manager communities.

EDHEC-Risk Days Europe 2012 attracted over 800 high ranking industry professionals, including institutional investors, private bankers, family offices and institutional money managers.

Delegate activities

Delegate positions

Contact

For further information concerning sponsorship of the event, please contact:

Joanne Finlay
Conference Manager
E-mail: joanne.finlay@edhec-risk.com
Tel.: +33 (0)4 93 18 78 37


	Event Details
	When		Between 26/03/2013 08:00 AM and 27/03/2013 06:30 PM
	Where		The Brewery, 52 Chiswell Street, London EC1Y 4SD, United Kingdom

	Contact Details
	Name		Joanne Finlay
	E-mail		joanne.finlay@edhec-risk.com
	Phone		+33 (0)4 93 18 78 37

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