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Posted: 1/31/17
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Posted: 1/31/17
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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
The Hotel room block may be full. Go to the "Hotel and Travel" page for more information
Book Your Room

Learn the latest trading and risk management strategies

AGENDA COMING SOON

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

Located at
CONRAD Hong Kong

REGISTER NOW

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
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 coming soon! for reference see the 2017 agenda below.
Cboe RMC Asia 2017 was held Tuesday, December 5 through Wednesday, December 6, 2017. The upcoming event will be Monday, Dec 3 and Tuesday, Dec. 4, 2018. For planning purposes, the schedule will be the same as 2017, however topics and speakers will be new and focused on current interests and concerns. Don't Miss It!
Previous DayNext Day

11:30am – 12:30pm

Registration, Light Buffet Lunch and Networking

  • Grand Ballroom Foyer, Lower Level

12:30 – 1:45pm

Options Strategies and Options-Based Strategy Benchmarks

  • A review of fundamental options strategies; covered calls, short puts, straddles and condors
  • A discussion of volatility risk premia
  • Empirical evidence on the performance of options-based benchmark indexes and the utility of such benchmarks for institutional investors
Matthew Moran, Vice President, Product Advancement, Global Derivatives, Cboe Global Markets
Matthew Moran Presentation                                                     
Russell Rhoads, Director, Product Advancement, Global Derivatives, Cboe Global Markets
Russell Rhoads Presentation         

1:45 – 2:00pm

Coffee Break

2:00 – 3:15pm

Interpreting and Navigating Volatility-Based Benchmarks and Indicators

  • Using benchmarks and indicators as trading signals in systematic investment strategies
  • A comparison of the Cboe Russell 2000 BuyWrite Index (BXR) and the Cboe Russell 2000 PutWrite Index (PUTR)
  • Structural and supply/demand-based drivers of VIX and related instruments
  • Tail risks, SKEW and correlation dynamics
  • Portfolio applications of long and short VIX positions to equity factors and credit
Tim Edwards, Ph. D., Senior Director of Index Investment Strategy, S&P Dow Jones Indices
John Hiatt, Director, Research/Quantitative Market Support, Cboe Global Markets

John Hiatt Presentation

3:15 – 3:30pm  

Coffee Break

3:30 – 4:45pm         

Sourcing Liquidity in Index Options

  • Options market structures
  •  Volume trends by product, order types, client types
  • How do, and how should, traders tap liquidity?
Eric Frait, Vice President, Product Advancement and Strategy, Global Derivatives, Cboe Global Markets
Eric Frait Presentation    

Kristin Boyd, Director, Credit Suisse

5:00 – 8:00pm

Welcome Reception: Cocktails and Dinner

  • Garden Café Terrace (weather permitting, otherwise Grandville Ballroom, Lower Level)

8:30 – 9:00am

Andrew Lowenthal, Senior Vice President, Head of Global Derivatives, Cboe Global Markets

9:00 – 10:00am

Keynote Speech: Market Movers: The Structure and the Cycle in 2018

Louis-Vincent Gave, Founding Partner & Chief Executive Officer of Gavekal  

10:00 – 10:30am

Coffee Break

10:30am – 11:30am

Keynote Speech: Digital Assets and the Future of Finance

Cameron and Tyler Winklevoss, Co-founders of Gemini

11:30am – 1:00pm

Lunch and Networking

1:00 – 2:15pm

Sell Low, Buy Lower? Volatility Premia Harvesting in Low Volatility Regimes

  • Trade-offs of making vol risk premium strategies smarter
  • Sizing, mean reversion and more
  • How long in the tooth is this regime?
William Chan, Equity Derivatives Strategist, Bank of America Merrill Lynch
Eddie Lau, Portfolio Manager, Harmony Advisors

2:15 – 2:30pm

Session Break

2:30 – 3:30pm

Volatility Drivers & Flow Dynamics

  • Supply/demand drivers of the Asia derivatives markets
  • Comparisons of Asia markets to U.S. and European markets
  • Japan volatility supply
  • Potential catalysts for volatility regime shifts
Jason S. Lui, Head of Equity & Derivatives Strategy, APAC, BNP Paribas
Paul H. Yoo, Senior Portfolio Manager, MAPS Capital Management Ltd

3:30 – 3:45pm

Coffee Break

3:45 – 5:00pm

Tail Risk Hedging

  • Fundamental and flow drivers of current volatility regimes
  • Gauging China’s potential impact on global market portfolios
  • Cross-border correlation risks in stress environments
  • What can drive volatility higher? 
Lars Naeckter, Equity Derivative Strategist, Deutsche Bank
David Dredge, CIO, Convex Strategies, City Financial Investment Company Pte

End of Conference Sessions

2017 Agenda (pdf)
KEYNOTE speaker
Edward O. Thorp
Math Professor, Inventor, Best-Selling Author and Hedge Fund Manager
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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