March 6th, 2012


The 2012 Global Volatility Summit took place on March 6 at Skylight Soho in New York City. The theme of the event was The Year that Was: An exhibition of the volatile market events of the past year, as viewed through various methods of communication throughout history. The event featured four panels featuring representatives from the fifteen sponsoring hedge fund managers in the volatility and tail hedging spaces. General Stan McChrystal (Former Commander of the U.S. and International Forces in Afghanistan) delivered a keynote speech on worldwide volatility and political instability. In addition, Rahm Emanual (Mayor of Chicago) was interviewed by Charlie Rose, and Mike Edleson (Chief Risk Officer, University of Chicago) lead a discussion on tail hedging.

The 2012 Global Volatility Summit: Agenda

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Morning Session

8:00 AM - 9:15 AM
Registration, breakfast & opportunity to visit manager bungalows
Master of Ceremonies:
9:30 AM - 10:15 AM
Panel 1: 2012 Volatility Outlook
Panelists: Moderator:
10:45 AM - 11:15 AM
Endowment Risk Management and Tail Protection
12:15 PM - 1:15 PM

Afternoon Session

Master of Ceremonies:
2:00 PM - 3:00 PM
How Much Volatility Can We Expect From the Middle East?
Key Note Speaker:
3:30 PM - 4:15 PM
Panel 3: Which volatility strategies worked in 2011 and what do you expect to perform in 2012?
  • Andrew Wong Co-Chief Investment Officer, Member of the Fortress Liquid Markets Risk Committee,  Fortress Convex Strategies Group
  • Gilbert Keskin Co-head of Volatility, Arbitrages and Convertible Bonds, Portfolio Manager,  Amundi Asset Management
  • J. David Rogers Founder/Managing Member,  JD Capital Management LLC
  • Nelson Saiers Chief Investment Officer,  Saiers Capital
  • Paul Stephens Head of Institutional and International Marketing,  Chicago Board Options Exchange
05:00 PM
Cocktail Reception