Complimentary Seminar - One Year Later: Risk Management Then and Now
21 October 2009One Year Later: Risk Managment Then and Now
Renewed Focus on Qualitative and
Fat-tailed Quantitative Techniques
Join Us in Geneva
Wednesday, October 21, 2009 4:00 - 6:45pm
- Post-crisis Due Diligence - Real World Approaches
- Minding the Gap - Tracking Fat-tailed versus Normal VaR Spreads
- The New Risk Culture - Bridging Risk Mgmt. & Portfolio Mgmt. with Fat-tailed Risk Budgeting
- Seeking Diversification - Post-Modern Methods for Adding Value & Performance
- A Deeper Look - Optional Quant Session: Fat-tailed Risk Budgeting - Theory and Application
Venue: Swissôtel Métropole Genève,34 Quai du Général Guisan
CH-1211 Genève 3
Agenda:
4:00 – 4:15PM Registration & Demos
4:15 – 5:45PM Presentations
5:45 – 6:15PM Optional Quant Session - Fat-tailed Risk Budgeting
5:45 – 6:45PM Networking & Cocktails
Professor Svetlozar (Zari) Rachev, Chief-Scientist, FinAnalytica
- Chair Professor of Econometrics,Statistics & Mathematical Finance,University of Karlsruhe
- Dept. of Statistics & Applied Probability, University of California
Derik Schupbach, Risk Manager, Lombard Odier Darier Hentsch & Cie
Svetoslav Delev, Head of European Client Services, FinAnalytica
Dr. Stoyan Stoyanov, Head of Quantitative Research, FinAnalytica
Who should attend?
Fund and asset management professionals including portfolio managers, risk officers, quantitative analysts, investment strategists, institutional investors and consultants from:
- Funds of Hedge Funds
- Multi-Manager Funds
- Hedge Funds
- Asset Managers
- Endowments & Foundations
- Family Wealth Offices
- Pension Funds
RSVP: Register Now or for further information please contact:
Marc Gross at +44 (0) 1442 242171 or
Markus Rasche at +44 (0) 20 7956 2778
(If the Register link above is not working, please fill out our online contact form here.)
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