The Convergence of Risk Management and Portfolio Construction - A Buy Side Approach - May 14, 2008 - Denmark

Date & Time:
Wednesday 14th May 2008 @ 9 a.m.

Venue:
HOTEL SKT PETRI
Krystalgade 22
1172 Copenhagen K
Denmark

Algorithmics invites you to join us at a breakfast briefing at the Hotel Skt Petri on Wednesday 14th May from 09.00am. Thomas Martin, Senior Manager, Algo Risk Service (EMEA) and Dr Nidal Shamroukh, Vice President from Algorithmics will highlight the new advances in portfolio construction techniques that go beyond traditional parametric approaches by leveraging the state-of-the art risk methodologies now common place in best practice risk management. We will also be addressing advanced enterprise wide asset and liability risk management and economic capital.

This session will appeal to investment managers and risk professionals within the asset management, hedge fund, pension fund and insurance industries and will focus on risk and portfolio modelling challenges including,

  • Index tracking
  • 130/30 portfolio construction
  • Portfolio screening
  • Liability replication and liability driven investing
  • Market consistent valuation and calculation of risk capital under Solvency II
  • Solving portfolio optimization problems

Diminishing returns coupled with increasing market volatility has led Buy-Side institutions to pursue more varied investment strategies in their quest for superior yield. This trend towards complexity, combined with mandates to track performance against a range of index and liability benchmarks has driven a convergence in the disciplines of portfolio construction and risk measurement.

During the presentation we will be giving an Algo Risk overview and update, launching our Algo Risk Service Standard Edition with a bundled data offering. Break out Algo solutions demonstrations will also be provided to cover Best Practice Risk Management, Market Liquidity Risk, Inflation and Interest Rate Hedging, Liability Driven investing, Portfolio Replication techniques and Economic and Regulatory Capital Calculation.

For more information:
Contact: Seb Chamberlain
Marketing Coordinator
Phone: +44 207 392 5876

Email: events@algorithmics.com