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Attention ! Cette conférence est réservée aux :
- économistes des banques
- compagnies d'assurance (pour la gestion du risque)
- gestionnaires de Fonds de Pension
How to surf overlay risks with a machine-learning board
We invite you to join us for lunch, hosted by ETS, on the 10th October 2017 at the Cercle Royal Gaulois, Brussels. This event gives you the opportunity to hear from highly recognized experts in the industry about how overlay management in different asset classes can improve your portfolio or business.
11:30 - Registration and refreshments
12:00 - Presentation & Conferences
13:30 - Lunch
14:15/14:30 - Panel discussion
Investment managers are normally (and quite rightly) very focused on their own strategies. Often, overlay risks are managed passively or considered a side issue. But they’re definitely not. Currency fluctuation can be as big as your entire business' cash flow.When things go wrong, unprotected equity, fixed income and commodities portfolios can also suffer considerable losses.
We will discuss how to face this real risk with rigor, transparency and objectivity . Because an efficient overlay management is not only a protective shield for your portfolio and business, but also a potential generator of alpha.
CEO of ETS
Overlays: An inconvenient truth.
What are overlay risks? What are the real impacts? Why may a passive approach actually complicate your investing life?
Marta Rivera, PhD
Data Scientist, ETS
Artificial Intelligence: From Neuroscience to Risk Overlay
How to constantly improve hedging solutions to adapt to new market conditions and take advantage of new technological and scientific developments.
Global Head of Overlay Management, EdRAM
Overlay Solutions, ETS
Tried and Tested on the Battlefield: Implementing Overlay Solutions
Let's explore a range of real cases about quantitative overlay strategies and their implementation: how to select an appropriate benchmark and the hedging mechanics.
BNPParibas Fortis, EdRAM Suisse/Lux/France, FWU en Allemagne ou Mutuactivos en Espagne