EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Features Interviews Indexes and Benchmarking FTSE EDHEC-Risk Efficient Index Series FTSE EDHEC-Risk ERAFP SRI Index EDHEC-Risk Alternative Indexes EDHEC IEIF Quarterly Commercial Property Index (France) Hedge Fund Index Research Equity Index Research Amundi "ETF, Indexing and Smart Beta Investment Strategies" Research Chair Rothschild & Cie "Active Allocation to Smart Factor Indices" Research Chair Index Regulation and Transparency ERI Scientific Beta Performance and Risk Reporting Hedge Fund Performance Performance Measurement for Traditional Investment CACEIS "New Frontiers in Risk Assessment and Performance Reporting" Research Chair Asset Allocation and Alternative Diversification Real Assets Meridiam Infrastructure/Campbell Lutyens "Infrastructure Equity Investment Management and Benchmarking" Research Chair Natixis "Investment and Governance Characteristics of Infrastructure Debt Instruments" Research Chair Société Générale Prime Services (Newedge) "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project Asset Allocation and Derivative Instruments Volatility Research Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project SGCIB "Structured Investment Strategies" Research ALM and Asset Allocation Solutions ALM and Private Wealth Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Lyxor "Risk Allocation Solutions" Research Chair Merrill Lynch Wealth Management "Risk Allocation Framework for Goal-Driven Investing Strategies" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Non-Financial Risks, Regulation and Innovations Risk and Regulation in the European Fund Management Industry Index Regulation and Transparency Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks FBF "Innovations and Regulations in Investment Banking" Research Chair EDHEC-Risk Publications All EDHEC-Risk Publications EDHEC-Risk Position Papers IPE EDHEC-Risk Institute Research Insights AsianInvestor EDHEC-Risk Institute Research Insights P&I EDHEC-Risk Institute Research for Institutional Money Management Books EDHEC-Risk Newsletter Events Events organised by EDHEC-Risk Institute EDHEC-Risk Smart Beta Day Amsterdam 2017, Amsterdam, 21 November, 2017 EDHEC-Risk Smart Beta Day North America 2017, New York, 6 December, 2017 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic and Private Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Risk Institute-Asia EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Advances in Asset Allocation Blended Learning Programme 2017-2018 Yale School of Management - EDHEC-Risk Institute Certificate in Risk and Investment Management Yale SOM-EDHEC-Risk Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar, New Haven, 5-7 February, 2018 Investment Management Seminars Contact EDHEC-Risk Executive Education Contact Us ERI Scientific Beta EDHEC PhD in Finance
Risk Management Quant Congress Europe 9-10 October, 2012 - London, United Kingdom
Risk magazine is once again delighted to host its Quant Congress Europe, showcasing the latest innovations in derivatives pricing and quantitative risk management and practical approaches to portfolio construction and trading strategies.

This year's event will feature a well balanced programme with cutting-edge academic research and practical insights and solutions from practitioners in the financial industry. A combination of keynotes, plenary discussions, panel sessions, case studies and master class presentations during three days, make Quant Congress Europe the must attend event of the year.

Quant Congress Europe will provide
  • Unrivalled networking opportunities with the most highly respected and leading authorities from global Quant communities
  • Latest developments in credit risk management and measurement
  • A platform to share and discuss the latest innovations and research
  • New and practical techniques that can be implemented in day-to-day strategies
  • Analysis of trading and modeling challenges
  • Tools for derivatives pricing and trading
Bernd Scherer, CIO, FTC Capital, and Affiliate Professor of Finance at EDHEC Business School, will be conducting a presentation at the event entitled, "Market risks in asset management companies", in which he will cover the following topics:
  • Measuring market risks
  • A sample of US asset management companies
  • Cases for and against hedging
  • Tail risk dependence with banking revenues
About Bernd Scherer

Previously Bernd Scherer was Professor of Finance at EDHEC Business School and Managing Director at Morgan Stanley, London. Bernd has published more than 50 papers in academic journals such as the Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, Journal of Economics and Statistics, and Quantitative Finance, as well as in practitioner journals such as the Journal of Applied Corporate Finance, Financial Analysts Journal, Journal of Portfolio Management, and Risk.
Event Details
  When   Between 09/10/2012 08:00 AM and 10/10/2012 05:30 PM
Where   Sofitel St James, 6 Waterloo Place, London, SW1Y 4AN, United Kingdom
Web  
 
Contact Details
  Name   Customer Services, UK
E-mail   conforders@incisivemedia.com
Phone   +44 (0) 870 240 8859