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THE 33rd Annual

Cboe Risk Management Conference Asia

The premier educational forum for users of equity derivatives, options and volatility products.

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Announcements!
Posted: 1/31/17
Agenda Now Available
View Agenda
Posted: 1/31/17
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Learn the latest trading and risk management strategies

AGENDA 

4th Annual RMC Asia
Monday, 3 December and  Tuesday, 4 December, 2018

REGISTER NOW

Located at
CONRAD Hong Kong

HOTEL RESERVATIONS

Get an Edge Managing Risk

Now in its 35th year in the U.S. and 4th year in Asia, the annual Cboe Risk Management Conference (RMC) is the foremost financial industry conference designed for institutional users of equity derivatives and volatility products. 

Cboe is one of the world's largest options exchanges and a leader in providing trading and investment solutions for globally minded investors. As one of its most exclusive educational offerings, Cboe RMC is dedicated to exploring the latest products and trading strategies to mitigate risk exposure and enhance yields.

About conference
HIGhlights

From Last Year's Event

2018 Location

Conrad Hong Kong

Situated in the prestigious business and shopping complex Pacific Place, Conrad Hong Kong offers luxurious rooms with unparalleled views of Victoria Harbour, Victoria Peak or the incredible city skyline out every picture window.

Today's travelers agree that stays are memorable at Conrad Hong Kong. Soaring 61 stories over the city, this luxury hotel offers sleek guest rooms, a perfect blend of home-like comforts and high-tech amenities, award-winning dining at six restaurants and lounges, accompanied by five-star service. Conrad Hong Kong offers the ultimate in luxury in a business-oriented hotel with easy access to explore all the best that Hong Kong has to offer—shopping, nightlife and excitement!

The hotel is situated close to all your destinations. The tram, bus, railway and ferry are nearby, or walk to Pacific Place's designer shops, restaurants, businesses and entertainment.

About the location
2018 Agenda
Previous DayNext Day
Mon DEC 3
Tues DEC 4

11:30am – 12:30pm

Registration, Light Buffet Lunch and Networking

  • Grand Ballroom Foyer, Lower Level

12:30 – 1:45pm

Options/Volatility Fundamentals Part One: Synthetic Option Strategies

  • There’s more than one way to get long or short
  • Arbitrage relationships
  • Use of option risk measures (the “Greeks”)
  • What are professional options market makers thinking
Sheldon Natenberg, Former Co-Director of Education, Chicago Trading Company and Author of "Option Volatility & Pricing"                                             
Timothy Weithers, Former Co-Director of Education, Chicago Trading Company
       

1:45 – 2:00pm

Coffee Break

2:00 – 3:15pm

Options/Volatility Fundamentals Part Two: Volatility Trading

  • Interpreting volatility data
  • Volatility characteristics
  • The role of volatility in strategy selection
  • Volatility in the real world
Sheldon Natenberg, Former Co-Director of Education, Chicago Trading Company and Author of "Option Volatility & Pricing"                                             
Timothy Weithers, Former Co-Director of Education, Chicago Trading Company

3:15 – 3:30pm  

Coffee Break

3:30 – 4:45pm         

Options/Volatility Fundamentals Part Three: Using VIX Futures and Options to Trade Volatility

  • Traditional approaches to trading volatility
  •  VIX methodology
  • ‍Buying and selling VIX products
  • The term structure of volatility and volatility of volatility
Sheldon Natenberg, Former Co-Director of Education, Chicago Trading Company and Author of "Option Volatility & Pricing"                                             
Timothy Weithers, Former Co-Director of Education, Chicago Trading Company

5:00 – 8:00pm

Welcome Reception: Cocktails and Dinner

  • Garden Café Terrace

8:30 – 9:00am

Welcome and Cboe Update

Edward Tilly, Chairman and Chief Executive Officer, Cboe Global Markets

9:00 – 10:00am

Keynote Speech: After the Deluge: Deleveraging and the Challenge of Cleaning up China's Debt

Dinny McMahon, Fellow at The Paulson Institute and Author of, 'China's Great Wall of Debt: Shadow Banks, Ghost Cities, Massive Loans, and the End of the Chinese Miracle'  

10:00 – 10:30am

Coffee Break

10:30am – 11:30am

Interpreting Volatility-Related Indicators & Determining Courses of Action

  • Understanding signals from skew, correlation, and vol-of-vol dynamics, especially in the context of Feb and Oct market moves
  • Determining which measures fit what investor needs and market conditions
  • How to structure trades based on these indicators
Mandy Xu, Chief Equity Derivatives Strategist, Credit Suisse

11:30am – 1:00pm

Lunch and Networking

1:00 – 1:45pm

Case Studies in Institutional Portfolio Construction, and How Derivatives Help

  • Comparisons of Canadian pension models, the Yale endowment model and recent experiences with the Employees’ Retirement System of the State of Hawaii
  • What are the problems that Institutional investors face, and how do problems vary by Institution type?
  • Solutions in the real world
Vijoy P. Chattergy, Founder & President, VMLH, LLC, former CIO, Employees’ Retirement System of the State of Hawaii 

1:45 – 2:30pm

I Feel Safer Already - Using Options for Downside Protection

  • Options protect  - but can be costly to implement and hold
  • Are their effective alternatives?  What are the trade-offs on cost & protection
  • Sizing, operational and liquidity considerations of hedging strategies
Josh Lisser, Head of Index Strategies, AllianceBernstein

2:30 – 3:00pm

Coffee Break

3:00 – 3:45pm

The Evolving Role of Macro Effects in Risk and Volatility

  • From “Risk on/ Risk off” to “Winners and Losers”
  • The dynamic evolution of market, sector, country and single stock risks as the fiscal cycle turns
  • Volatility and correlation structures in U.S. sectors and benchmarks
  • Country versus Sector from risk and performance perspectives in European and Asian markets
Tim Edwards, Ph.D., Managing Director of Index Strategy, S&P Dow Jones Indices

3:45 – 4:45pm

Panel Discussion: The Future of Equity Derivative Markets

  • How market dynamics have changed this year
  • Strategies for navigating volatility
Moderator: Eric Frait, Senior Vice President, Options Advancement and Strategy, Cboe Global Markets
Panelists:
Eddie Lau, Chief Investment Officer, Rongtong Global Investment
Bharat Sachanandani, Head of APAC Flow Strategy & Solutions, Société Générale
Laurence Scofield, Fund Manager, MacroValue Investors Limited

End of Conference Sessions

2018 Agenda (pdf)
KEYNOTE speaker
Edward O. Thorp
Math Professor, Inventor, Best-Selling Author and Hedge Fund Manager
View edward's bioview all Speakers
FEATURED SPONSORS
A special thank-you to our sponsors who have helped make this year's CBOE Risk Management Conference possible
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RMC is an educational event for qualified institutional users of equity derivatives (such as institutional money managers, pension fund managers and consultants, insurance company professionals, or other financial industry professionals). The conference is not intended or suitable for individual investors. Attendance is limited to qualified, approved registrants.Registration and sponsorship may be restricted and may be approved at the discretion of the conference organizers. Cboe does not hold an Australian financial services license or an Australian markets license.  The content of the materials available at Cboe RMC are for education and information purposes only.  Cancellation Policy: If you are unable to attend the Cboe Risk Management Conference, another individual from your firm may attend in your place or we will provide a refund, less a $250 processing fee, if your cancellation is received in writing prior to November 2, 2018. There will be no refunds for cancellations received after November 2, 2018.