Market Risk: Shooting the Rapids

Market volatility has resurfaced in the last year affecting all market sectors either directly or indirectly. We will examine the macroeconomic landscape and explore the inherent risks in the equity markets and credit markets along with their relationship to the changing demographics.

Location:

The conference will be located on the 8th floor of the DePaul Center, in room 8005. The lunch and reception will be in the 8th floor Conference Center Atrium.

Agenda:

11:15 am Registration

11:30 am Lunch Buffet

12:15 am Macroeconomics Overview & The Business Cycle

(Michele Gambera: Head of Quantitative Analysis, UBS Asset Management)

1:15 pm Break

1:30 pm Demographics and Investments: Pension Risk & Life Cycle

(Richard Hokenson: Hokenson & Company)

2:30 pm Break

2:45 pm Breakout Sessions

Breakout Session Topics

A. The Financial Crisis 10 years On

B. Equity Risk Premium Past and Future

(Manan Mehta: Senior Research Analyst for Quantitative Strategies Team, Northern Trust Asset Management)

C. Volatility Index, VIX

(Rich Mackey: President Bakkt Clearing; Steven Ivey: Rosenthal Collins Group)

1. Foreign Currency

2. Energy

3:45 pm Break

4:00 pm Interest Rates: Alternative Short Term Reference Rates

(Conference Keynote Speaker Dr. Richard Sandor: Chairman, American Financial Exchange)

5:00 pm Closing Remarks

5:15 pm Reception