DAY 2

UK local times stated

09:00

09:05

CHAIR'S WELCOME

Duncan Wood, Global Editorial Director, Risk.net

09:05

09:25

KEYNOTE ADDRESS: The Ice Age is about to take its final bow. How deep will it be?

Albert Edwards, Head of Global Strategy, Societe Generale

PANEL DISCUSSION

QIS POST COVID: Lessons learned, liquidity and risk management

Panellists:

09:30

10:20

Mathieu Guillemet

Portfolio Manager 

HSBC Global Asset Management

Dmytro Sheludchenko

Portfolio Manager and Quantitative Analyst 

Första AP-fonden (AP1)

Moderator:

Martin Athanassiou

Head of QIS

Origination and Marketing

Societe Generale

Clément Leturgie

Client Portfolio Manager

Lombard Odier

PANEL DISCUSSION

DERIVATIVES INVESTING: New World - New Approach?

15:45

16:35

Panellists:

Marc-André Soublière

Senior Vice-President

Fixed Income and Derivatives

Trans-Canada Capital Inc

Jason Goldberg

Senior Portfolio Manager

Capstone

Moderator:

Delphine Leblond Limpalaer

 Head of UK Flow Hedge Fund EQD Sales

Societe Generale

Owain Johnson

Global Head of Research and Product Development 

CME Group

Fergus Taylor

Senior Portfolio Manager 

Capula

16:35

17:00

FIRESIDE CHAT: What’s next in the evolution of derivatives?

Myron Scholes, Nobel Laureate in Economic Sciences, Chief Investment Strategist, Janus Henderson Investors

17:05

17:25

DERIVATIVE SOLUTIONS WORKSHOPS – Session 1 

Presented by Societe Generale’s and CME Group’s experts.

A choice of one workshop per session.

**Africa – Accessing Yield and Diversification Opportunities
**Cross Asset Vol Opportunities
**Innovation Solutions for Inflation Hedging
Managing Volatility, UMR Risk & ESG with New Listed Derivative Instruments
The Art of Equity Repo
Managing Volatility, UMR Risk & ESG with New Listed Derivative Instruments
  • Nasdaq-100 Volatility Index (VolQ) futures

  • Brand new AIR Total Return futures

  • S&P 500 ESG index changes

  • Soon to be launched Nasdaq-100 Volatility Index (VolQ) futures.


Tim McCourt

Global Head of Equity Index and Alternative 

Investment Products,

CME Group

17:30

17:50

DERIVATIVE SOLUTIONS WORKSHOPS – Session 2 

Presented by Societe Generale’s and CME Group’s experts.

A choice of one workshop per session.

Secured Overnight Financing Rate (SOFR) Futures & Options Market Developments
Fund Solutions for Insurers – Partnering with Asset Managers
**Thematic Baskets: High Conviction, Bespoke and Scalable Investments
ESG Derivatives: A New Frontier of ESG Innovation
FX Futures or Forward
Managing Volatility, UMR Risk & ESG with New Listed Derivative Instruments
  • Nasdaq-100 Volatility Index (VolQ) futures

  • Brand new AIR Total Return futures

  • S&P 500 ESG index changes

  • Soon to be launched Nasdaq-100 Volatility Index (VolQ) futures.


Tim McCourt

Global Head of Equity Index and Alternative 

Investment Products,

CME Group

17:50

17:55

CLOSING REMARKS

Duncan Wood, Global Editorial Director, Risk.net

17:55

END OF CONFERENCE

** Selected workshops and presentations maybe intended exclusively for subscribers to SG research and clients outside of the scope of the provisions on payment for investment research in Commission Delegated Directive (EU) 2017/593 of 7th April 2016 (the “MIFID II Delegated Directive”). By attending such sessions you confirm that you meet these criteria or agree to pay £100 to SG upon receipt of invoice, which will cover the cost of attending all workshops where SG Research are presenting at this derivatives themed conference.