Announcements
Posted: 1/31/17
New Agenda Now Available 
View Agenda
Posted: 1/31/17
Hotel rooms still available. Book your room now before they’re gone!
Book Your Room
THE 33rd Annual

Cboe® Risk Management Conference Europe

The premier educational forum for users of equity derivatives, options and volatility products.

x
Announcements!
Posted: 1/31/17
Agenda Now Available
View Agenda
Posted: 1/31/17
The Hotel room block may be full. Go to the "Hotel and Travel" page for more information
Book Your Room
Hotel RESERVATIONS

9-11 September 2019
Andaz Munich Schwabinger
Munich, Germany

Save the date for
2018 Europe
12-14 Sept 2018
Powerscourt Hotel, IRE
See the agenda NOW

Learn the latest trading and risk management strategies.

REGISTER Now!
registration is closed

Cboe RMC Europe
9-11 September 2019
Andaz Munich Schwabinger

Get an Edge on Managing Risk

Now in its 35th year in the U.S. and going into the 8th year in Europe, the annual Cboe® Risk Management Conference (RMC) is the foremost financial industry conference designed for institutional users of equity derivatives and volatility products. 

Hosted by Cboe Global Markets, RMC is an educational forum dedicated to exploring the latest products, trading strategies and tactics used to manage risk exposure and enhance yields. 

About conference
2019 Location

The 2019 RMC Europe will be held in Munich, Germany at the newly opened Andaz Hotel.

Cboe is excited to announce a new location for the 8th Annual Cboe RMC Europe. Not only a new host city for the conference, but a brand new hotel, Andaz Munich. Opened this year, Andaz is Hyatt's luxury lifestyle brand. Deeply rooted in the local culture and history, Andaz Munich is truly connected to the heart and soul of Munich, but offers an upscale, high-tech experience.

Located in the stylish Schwabinger neighborhood, just north of the old city center, Andaz is convenient to both the airport, downtown and local attractions.

Be sure to book your room early at Andaz Munich Schwabinger Tor to maximize your conference experience during this very busy season in Munich.

About the location
See the 2019 Agenda
Previous DayNext Day

11:00 - 6:30pm
11:00 - 11:30am

Conference Registration opens
Light, stand up lunch

11:30 - 12:15pm

New Benchmark Indexes and Why

S&P Dow Jones Indices

12:15 - 12:30pm

Session Break

12:30 - 1:30pm

How 40-Act Funds are Using Options to Achieve Better Outcomes

Chris Hausman, Portfolio Manager and Managing Director-Risk, Swan Global Management

Dunn Capital, Speaker name TBA

1:30 - 1:45pm

Session Break

1:45 - 2:45pm

Different Approaches for Options Pricing

Moderator: Andy Kent, Portfolio Manager Capstone, London

Panelists from:

Societe Generale, JP Morgan and UBS

2:45 - 3:15pm

Coffee Break

3:15 - 4:15pm

Active Systematic Investing

  • Using experience from cross asset volatility programmes
  • How strategies need to adapt over time
  • PM's role in active selection and deployment

Arne Staal, Head of Macro Systematic Strategies and Risk, Aberdeen Standard Investments

4:15 - 4:30pm

Session Break

4:30 - 5:30pm

Session To Be Announced

5:30 - 6:30pm

Volatility Drivers of Rates Policy and Yield Curve: How it Feeds into VIX

Paul Winter, Head of Quantitative Research, UBS

6:45 - 8:30pm

Welcome Reception: Cocktails and Dinner

8:00 - 9:00am

Breakfast (breakfast is included in the Group room rate at Andaz Hotel. Plan to join us there)

9:00 - 9:15am

Welcome and Cboe Update

Edward Tilly, Chairman, Chief Executive Officer and President, Cboe Global Markets

9:15 - 10:15am

Keynote Speech, TBA

10:15 - 10:45am

Coffee Break

10:45 - 11:45am

Equity Volatility in Multi-Asset Portfolios: Past, Present and Future

Moderator: Kokou Agbo-Bloua, Managing Director, Global Head of Flow Strategy Solutions, Societe Generale

Panelists:

Patrick Bartholet, Portfolio Manager, Multi-Asset Strategist, Aviva

Adam Rudd, Investment Director and Portfolio Manager, Aberdeen Standard Investment

Jason Byrom, Portfolio Manager, Blackrock

11:45 - 1:00pm

Lunch and networking, The Lonely Broccoli

1:00 - 1:45pm

Changes in Margin and Capital Requirements that Will Affect You

  • Options Clearing Corporation ("OCC") update on key enhancements
  • Understanding the new Renaissance system

John P. Davidson, Chief Executive Officer, OCC

1:45 - 2:00pm

Session Break

2:00 - 3:00pm

Not all Short Volatility Strategies are the Same

  • Examining the different types of short volatility strategies
  • What's the same and what makes them different
  • Short volatility delta hedged trades Vs. short skew

Mark Richardson, PhD., Portfolio Manager, Diversified Alternatives, Janus Henderson

3:00 - 3:30pm

Coffee Break

3:30 - 4:30pm

Systematic Options Strategies: A discussion on Portfolio Fit, Benchmarking, and the Evolution of Institutional Adoption

  • Advantages of an allocation to options-based strategies for Institutions
  • Addressing barriers to acceptance by institutional investors
  • Pros and Cons of leverage vs fully-funded vs. overlay strategies
  • Where does an options-based stragegy fit within an institutional portfolio
  • Positioning in various asset classes - equity/hedge fund replacement/absolute return
  • Using benchmarks and measuring a manager's value-add, performance evaluation and strategy modeling

Alex Zwebber, CFA, Senior Portfolio Manager, Parametric

Panelists to be confirmed

4:30 - 4:45pm

Session Break

4:45 - 5:45pm

Risk Recycling: How does Risk Transfer Work

  • What are the opportunities for counterparties and beyond

Antoine Garaialde, Executive Director, Equity Derivative Structuring, JP Morgan Chase

Additional panelists TBC

5:45 - 7:00pm

Cocktail reception, M'UNIQO, 12th floor

8:00 - 9:00am

Breakfast (breakfast is included in the Group room rate at Andaz Hotel. Plan to join us there)

9:00 – 9:30am

Sourcing Liquidity and Tailoring Your Strategies

George Harrington, CFA, Managing Director, Global Head of Futures and Options, MSCI Inc.

9:30 - 9:45am

Session Break

9:45 - 10:45am

Quantitative Investment Strategies, Equity Fund Strategies and Volatility Strategies - Tractable, Agent-based Models

Maneesh Deshpande, Managing Director, Head of U.S. Equity Strategy & Global Derivatives Strategy Research, Barclays

Hari P. Krishnan, Portfolio Manager, Doherty Advisors

10:45 - 11:00am

Coffee Break

11:00 - 12:00pm

The Role of Short Volatility Strategies in Institutional Portfolios

  • Why short volatility and is it right for you? Underpinnings of the strategy
  • Products/offerings from Exchanges, banks and asset managers
  • Role of short volatility in alternative risk premia portfolios
  • Risks and diversification - is short volatility just an equity substitute?
  • Investor expectations and governance issues

Antti Suhonon, Professor of Practice in Finance, Aalto University School of Business, Helsinki

Martin Luehrmann, Head of Systematic Volatility Strategies, Goldman Sachs

12:00 - 1:00pm

Small Cap Index Constitution and Use Cases

  • Russell 2000 focus - fundamental knowledge, unique characteristics
  • Performance vs other benchmarks
  • RUT volatility compared, arbitrage and trade ideas
  • Cross-asset opportunities

Rolf Agather, Managing Director, North American Research, FTSE Russell Indexes

Derek Devens, CFA, Managing Director and Senior Portfolio Manager, Neuberger Berman

1:00pm

End of Conference Sessions

KEYNOTE speaker
Edward O. Thorp
Math Professor, Inventor, Best-Selling Author and Hedge Fund Manager
2019 RMC Europe Featured Sponsors
A special thank-you to our sponsors who help make the Cboe Risk Management Conference possible
Gold Sponsors
Silver Sponsors
General Sponsors
Exhibitors
MEDIA SPONSORS