MAIN PROGRAMME. Supercharging investment and risk decision-making through powerful data analytics and financial technology

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26 th June 2018 Grange Tower Bridge Hotel, London MAIN PROGRAMME Supercharging investment and risk decision-making through powerful data analytics and financial technology 08.

1 26 th June 2018 Grange Tower Bridge Hotel, London MAIN PROGRAMME Supercharging investment and risk decision-making through powerful data analytics and financial technology Registration and refreshments Welcome remarks Chair s opening remarks Erik Vynckier, Board Member, FORESTERS FRIENDLY SOCIETY Keynote address: Title TBC Kasper Ahrndt Lorenzen, Executive VP CIO, ATP C-Level panel: Breaking boundaries what does the growing alignment of investment strategy and risk management mean for buy-side firms business models? What impact is the increasingly prominent role of risk management having on business? What role can risk manager s play in supporting investment strategy? How successful have strategic risk review units and risk mitigating strategies been in ensuring strong investments? Simon Gadd, Chief Risk Officer, LEGAL AND GENERAL Roger Dix, Chief Risk Officer, WESLEYAN Manish Nagar, Global Head of Investment Risk, VANGUARD Coffee break and networking STREAM 1 Portfolio Analytics Panel: End of an era finding yields after a period of low interest rates Can active trading do anything to improve returns on investments? Should AMs diversify into private assets in order to gain yield? Is there a risk that AMs will become too illiquid if they focus on alternative assets? STREAM 2 Risk Management Panel: Margin debt and algotrading managing liquidity risk in 2018 Examining the dangers of a lack of liquidity when moving from relatively benign period to a more volatile one How can those working in risk and investment work together to reduce risks that may arise in STREAM 3 Data Science Panel: Modelling and Machine learning what can improvements in learning algorithms do for buy-side firms? Can large-scale models of derivatives and securities predict market behavior? Are overreaction and underreaction in markets

2 Allocating funds into new asset classes Daniel Blamont, Head of Investment Strategy, PHOENIX GROUP Iain Forrester, Head of Insurance Investment Strategy, AVIVA INVESTORS Louis Gargour, Chief Investment Officer, LNG CAPITAL a period of low liquidity? What effect does algo-trading have on liquidity Managing client behavior in order to optimize liquidity risk exposure Dealing with an increasing volume of margin debt Enrico Massignani, Head of Risk Management, GENERALI INVESTMENTS EUROPE Trevor Leydon, Head of Investment Risk and Portfolio Construction, AVIVA INVESTORS predictable? How can the benefits of models be made comprehensible to senior management without risking oversimplification? Should models be broad (eg. focusing on larger market trends) or narrow (eg. focusing on specific asset classes) Chris Donnan, Chief Technology Officer, Tyler Capital Graeme Smith, EMEA Lead Risk Manager for Trading and Liquidity Strategies, BLACKROCK 5 min intermission allowing participants to change streams Emilio Llorente-Cano, Head of Systematic Asset Solutions, ABERDEEN ASSET MANAGEMENT

3 11.20 Panel/ Fire-side chat: What makes politics tick? Understanding political risk in markets and asset allocation Incorporating political risk into the investment process Investment risks from populism in Europe How President Trump is changing the global investment environment Stephanie Kelly, Political Economist Multi-Asset Investing, STANDARD LIFE INVESTMENTS Potential sponsor: CountryRisk Presentation: How can risk management add value for the business? 1. Tackling challenges within the business How is technology impacting Risk Management? Coping with resource drain from regulatory requirements. 2. What can we do to ensure that risk is treated as a valuable opportunity by all? Alain Robert-Dautun, Head of Risk Management, SYCOMORE ASSET MANAGEMENT Presentation/ Panel: The future of trading what impact is algorithmic trading having on buy-side businesses? Does algo-trading increase flash crashes or shortterm disruption to the markets? What are the key risk linked to algotrading? To what extent have recent jumps in volatility been influenced by algotrading? What balance should be struck between algorithmic and manual trading? Speaker TBC: Torres Trevik, Senior Advisor and Developer, KLP Lunch Advice sharing and networking tables over lunch: Have a seat at a table to share your experiences with fellow peers and give advice on everything from the investment allocation strategies to recruiting millennials Sponsor presentation: TBC The big debate: Passive investment and active strategies: what will the future look like for investment managers? What is the interaction between absolute return approaches, active strategies, factor-based investment, indexbased and passive investment? How has the growth of index strategies changed the Spotlight on: Managing the portfolio looking at risks arising from specific asset classes and investment types Moving from linear risk management strategy to strategies for non-linear portfolios Best methodology when assessing the risks associated with specific asset classes Finding common definitions for asset Panel/ Fire-side chat: Privacy by design what will GDPR mean for the buy-side industry? What steps are firms taking to ensure their provisions for data protection are commensurate with GDPR requirements? What examples or guidelines can firms benchmark

4 opportunity-set for active investors and long-term allocators? How complementary can passive and active investment styles be? How will smart beta, alpha-seeking index investing and active strategies coexist? Antonello Russo, EMEA head of risk and quantitative analysis for Index strategies, BLACKROCK Hyttinen Pasi, Head of Fixed Income and PM, VANGUARD Julien Cuisinier, Head of Portfolio Risk & Analytics, JANUS HENDERSON INVESTORS classes and building risk management procedures accordingly Examining risks associated with passive investing, such as the potential overpricing asset Ashan Ramakrishnan, Head of Investment Risk and SIRO, BNY MELLON INVESTMENT MANAGEMENT themselves against What impact will GDPR have on data analytics processes? Defining what a data breach is under the terms of the legislation Potential sponsor: CountryRisk Presentation: Fundamental change or a challenge to be met? Examining the impact of ETFs and futures on the buyside industry / Presentation FACTSET Can AMs and HFs attempt to re-capture some of the retail market that ETFs have taken? Are ETFs creating a fundamental, longterm change to the industry? What are the alternatives to ETFs and how do they differ? The temporal nature of futures: a challenge or an opportunity? 5 min intermission allowing participants to change streams Presentation: Fincad Topic and speaker TBC Presentation: Machine Learning and risk management / Presentation FACTSET Using machines learning techniques to meet regulatory requirements and maintain profitability Ensuring reports and models are comprehensible to clients, regulators and senior management Developing early warning systems for assets at risk Coffee break and networking

5 15.30 War games PART I: SCENARIO DISSECTION AND STRATEGIZING In each scenario, participants are introduced to an investment/ risk scenario which is still unfolding and asked to consider the immediate steps they would advise their firm to take based on the information available at each stage PART II: HARVEST SESSION Each host will summarise their POA of the discussion and present it back to the table participants with comments Panel: How futures and options can safeguard returns in your equity portfolios Cash equity market product Vs equity index futures: addressing different levels of exposures When derivatives become dangerous: the importance of having a solid risk management structure What are the derivatives available and how can you choose the right one for your investment strategy Reporting and transparency: is MiFID II making derivatives less attractive? Chair s closing remarks End of day one and networking drinks

MORNING KEYNOTE RISK & PERFORMANCE FORUM

MORNING KEYNOTE RISK & PERFORMANCE FORUM MORNING KEYNOTE For the opening keynote, you will be in the company of all TSAM London attendees. This includes all participants from Technology & Operational Strategy, Client Reporting & Communications