GLOBAL VOLATILITY SUMMIT VI
March 16th, 2016

About

The 7th Annual GVS was held on March 16th, 2016. Joined by the other event sponsors, including banks and exchanges, ten volatility and tail hedge managers hosted a crowd of 350 attendees including senior investment representatives from the largest global pensions, sovereign wealth funds, endowments, foundations, and insurance companies. Through a series of panel discussions, trade idea presentations, idea sharing, as well as thoughtful and creative imagery, the 2016 Summit portrayed the primary theme of educating investors on the uses of volatility strategies in institutional portfolios, as well as to present and analyze the current landscape for volatility across “global markets”. Key note speakers Barney Frank and Marcus Luttrell each added a unique and profound perspective to the day. Thank you to all of our event partners who helped make it a tremendous success.

Agenda

Morning session

Morning Master of Ceremonies
  • Talbot Stark Head of Institutional Flow Sales, Global Markets,  BNP Paribas
8:00AM – 9:00AM
The Market is Open!

Registration and Breakfast Sponsored by Concise Media

9:00AM – 9:30AM
Opening Remarks
  • Paul Britton Chief Executive Officer,  Capstone Investment Advisors
9:30AM – 10:15AM
Get them while they’re hot: 2016 most volatile asset classes and catalysts for future volatility
Participants Moderator
10:15AM – 11:00AM
From Supermarket to supermetric: Effects of systematic strategies on markets
Bank Expert Derivatives Researchers Panel
Panelists
  • Maneesh Deshpande Managing Director, Head of Equity Derivatives Strategy,  Barclays
  • Krag (Buzz) Gregory Managing Director, Global Investment Research,  Goldman Sachs
  • Edward Tom Managing Director and Global Head of the Equity Derivatives and Trading Strategy Group,  Credit Suisse
  • Ramon Verastegui Managing Director, Head of Flow Strategy & Solutions, Americas,  Societe Generale
  • Matthew Yandle Global Head of Structuring,  BNP Paribas
Moderator
11:00AM – 11:30AM
Clean up on Aisle 7: Coffee Grinds!

Coffee Break & Manager Bungalow Sessions Sponsored by Optiver

11:30AM – 12:30PM
Keynote Speaker
Barney Frank, Former U.S. Congressman and Chairman, House Financial Services Committee
12:30PM – 1:30PM
Now Open: GVS Farm-to-Market Café

Lunch Sponsored by Macro Risk Advisors

Afternoon session

Afternoon Master of Ceremonies
  • Jim Radecki Managing Director, Global Co-Head of Goldman Sachs Prime Services Clearing, & Midwest Regional Sales Manager for GS Prime Services,  Goldman Sachs
1:30PM – 2:30PM
Manager Special: Most noteworthy trades and opportunities in 2016
8-Minute single slide presentations
Participants Moderator
  • Chris Moore Senior Vice President and Chief Investment Officer,  Summit Strategies Group
2:30PM – 3:15PM
Product Recall! Recent changes in derivatives usage within the insurance industry
Participants Moderator
  • Phil Prince Managing Director and Head of Insurance Solutions,  J.P. Morgan
3:15PM – 3:45PM
Good Afternoon Shoppers: Time for a Coffee Break

Coffee Break & Manager Bungalow Sessions Sponsored by TBD

3:45PM – 4:30PM
What’s on your shopping list? Institutional investors’ views on volatility and the use of derivatives to hedge risk or enhance portfolio returns
Panelists
  • Pete McConnon Portfolio Manager, Investment Partnerships,  Canada Pension Plan Investment Board
  • Eric Pedde Director, External Fund Management,  Alberta Investment Management Corp.
  • Mathieu St-Jean Absolute Return,  CN Investment Division
  • Matthew Werner Director of Public Investments,  University of Richmond (Spider Management Company)
Moderator
4:30PM – 5:30PM
Guest Speaker
Marcus Luttrell, Decorated Navy Seal & Best-Selling Author, Lone Survivor

Lone Survivor: A Tribute to Courage, Honor and Patriotism

5:30PM
Please Return Shopping Carts: Time for Cocktails!

Networking Cocktail Hour Sponsored by Dyal Capital Partners