Chairman's Introduction Juan Ignacio Crespo, Media Manager, Continental Europe, Thomson Reuters
9:20am
Hedge funds market: A Country Perspective in light of recent market developments José Manuel Pomarón, Vice-Secretary General, Inverco
9:45am
Hedge Fund Investing Analysis: A Quantitative Approach in Selecting Investment Opportunities in a Challenging Environment Aureliano Gentilini, Global Head of Hedge Fund Research, Lipper
10:25am
NYSE Euronext - The new environment, Miguel Geraldes, Head of Markets
(Cash & Listing), NYSE-Euronext
10:45am
The New Context for Alternative Investments and Some Keys to Face it Alvaro Soldevilla,Product Specialist, CAAM Alternative Investments
11:05am
Coffee break
11:35am
Roundtable Discussion on the Credit Crisis: Causes, Effects, and Lessons
a) Leverage, Due Diligence, and Risk Management
b) Are CDO and credit derivative markets efficient?
c) Did mark-to-market accounting practice boost the effect of the crisis?
d) Financial Risk Underpricing
e) Innovation in Central Banks' Liquidity Policy
f) Altering the Credit Cycle
g) Basel II: A Story of a Failure? Effects Arising from Adjustments in Benchmark Capital and/or Margin Requirements Jean-Marie Dumas, Credit & High Yield Portfolio Manager and Representative of the Managed Structured Products, CASAM Daniel Phillipson, CFA, Vice President and Product Manager, PIMCO Iván Yáńez Velasco, Partner,Valorica Chair: Aureliano Gentilini, Global Head of Hedge Fund Research, Lipper
12:35pm
Roundtable Discussion on Emerging Markets: Alpha- vs. Beta-driven returns
a) Are Emerging Market Benefits Valuable in a Hedge Fund Portfolio?
b) Superior Performance vs. Capital Inflows: Incentive to Managers
c) Is the Recent Prolonged Upward Trend in Emerging Market Strategy Performance Sustainable in Light of Recent Markets Crisis?
d) Niche Markets: Trend in Alpha
e) Emerging Markets Hedge Funds for Institutional Portfolios Pedro Lau, Deputy Director, EM Fixed Income Trading, BANIF Investment Bank Richard Stevenson, Managing Partner, Marcuard Spectrum Carlos Dexeus, Managing Partner , Altex Partners Chair: Juan Manuel Vicente Casadevall, Head of Research Iberia, Lipper
Active and Institutional Commodity Management: Passive vs. Active Commodity Management, Momentum and Term-structures in Commodity Futures Trading, Value Investing in Commodities, Risk Management. Umberto Loschi, T4T
10:50am
Coffee break
11:20am
Roundtable Discussion on the Credit Crisis: Causes, Effects, and Lessons
a) Leverage, Due Diligence, and Risk Management
b) Are CDO and credit derivative markets efficient?
c) Did mark-to-market accounting practice boost the effect of the crisis?
d) Financial Risk Underpricing
e) Innovation in Central Banks' Liquidity Policy
f) Altering the Credit Cycle
g) Basel II: A Story of a Failure? Effects Arising from Adjustments in Benchmark Capital and/or Margin Requirements Cédric Kohler, CEO of LODH Multi-manager Fund of Hedge Funds Unit Daniel Phillipson , CFA, Vice President and Product Manager, PIMCO Ferenc Sanderson, COO, Cranwood Capital Management, LLC Daniel von Allmen, Managing Partner, Progressive Capital Partners Ltd.
Chair: Martin de Sa'Pinto, Senior financial correspondent, Thomson Reuters
12:25pm
Roundtable Discussion on Emerging Markets: Alpha- vs. Beta-driven returns
a) Are Emerging Market Benefits Valuable in a Hedge Fund Portfolio?
b) Superior Performance vs. Capital Inflows: Incentive to Managers
c) Is the Recent Prolonged Upward Trend in Emerging Market Strategy Performance Sustainable in Light of Recent Markets Crisis?
d) Niche Markets: Trend in Alpha
e) Emerging Markets Hedge Funds for Institutional Portfolios
Pascal Buschor, CAIA, Executive Director, Ansher Fund Management Tushar Patel, Managing Director, HFIM Richard Stevenson, Director, Marcuard Spectrum
Chair: Martin de Sa'Pinto, Senior financial correspondent, Thomson Reuters
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