GLOBAL VOLATILITY SUMMIT II
March 15th, 2011

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The 2011 Global Volatility Summit took place on March 15 at 7 World Trade Center in New York City. The theme focused on various epic tail events throughout history and their impact on the financial market. The daylong event featured seven panels with representatives from the twelve sponsoring hedge fund managers in the volatility and tail hedging spaces. Additionally, there were three keynote speeches from Donald Kohn (Vice Chairman of the Federal Reserve, 2006 – 2010), Professor Robert Engle (Nobel Memorial Prize Winner in Economic Sciences) and Larry Leibowitz (COO, NYSE Euronext).

The 2011 Global Volatility Summit: Agenda

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Agenda

Morning session

8am-8.45am
Breakfast

Breakfast sponsored by Nomura

8.45am-9am
Opening Address – Paul Britton, CEO
  • Paul Britton Chief Executive Officer,  Capstone Investment Advisors
9am-9.45am
The Economy: Where We Stand and What Is Ahead
Key Note Speaker:
9.45am-10.30am
Panel 1 – “The Hedge Fund Managers’ Volatility Outlook for 2011”
Panelists:
10.30am-11.15am
Panel 2 - Presentations from Four of the World's Largest Pension Funds
Panelists: Moderator:
11.15am-11.45am
Coffee Break and Opportunity to visit Managers’ Bungalows
11.45am–12.30pm
Panel 3 – “Different types of Volatility Trading/Strategies”

Hedge Fund Managers and moderator

Panelists:
  • Jason Adler Chief Executive Officer,  Saiers Capital, LLC
  • Will Bartlett Chief Executive Officer,  Parallax Volatility Advisers
  • Sandy Rattray Co-Portfolio Manager of TailProtect and Head of Man Systematic Strategies,  Man Group
  • Greg Tournant Managing Director, Portfolio Manager,  Allianz Global Investors
Moderator:
  • Terry Travis Global Co-head of Global Securities Services Risk, Global Head of Goldman Sachs Execution & Clearing Risk,  Goldman Sachs
12.30pm-1.15pm
Panel 4 – “Consulting and advising clients on hedging portfolios”
Panelists: Moderator:
1.15pm-2pm
Lunch sponsored by Deutsche Bank

Afternoon session

2.45pm-3.30pm
Panel 5 – “Tail Hedging” – Hedge Fund Managers and moderator
Panelists: Moderator:
  • Greg Kuppenheimer Managing Director, Head of Americas Equity Derivative Structured Sales and Co-Head of Americas Equity Derivative Structuring,  Deutsche Bank
3.30pm-4.15pm
Panel 6 – “What will work in 2011”: CTC Consulting, LLC
Panelists: Moderator:
  • James Crystal Managing Director and Senior Portfolio Manager,  Rockefeller Capital Partners
4.15pm-4.45pm
Coffee break sponsored by NYSE Euronext, Opportunity to visit Managers' Bungalows
4.45pm-5.30pm
Panel 7 – “Institutions currently investing in tail hedging”
Panelists:
  • Brett Barth Founding Partner of BBR Partners, Director in BBR’s Investment Management Group,  BBR Partners
  • Ryan McRandal Portfolio Manager of AXA Alternative Tail Hedge,  AXA Investment Managers
  • Robert Moore Director,  FRM
Moderator:
  • Paul Stephens Head of Institutional and International Marketing,  Chicago Board Options Exchange
6pm – 9pm
Cocktail Reception sponsored by Goldman Sachs