Now in its 35th year in the US and 6th year in Europe, the CBOE Risk Management Conference (RMC) is due to be held at the Grove Hotel, resort and golf club, near London, from Monday, 11 September to Wednesday, 13 September.
Hosted by the Chicago Board Options Exchange (CBOE), RMC is an educational forum dedicated to exploring the latest equity derivatives trading strategies, products and tactics used to manage risk exposure and enhance yields.
As CBOE is the creator of the CBOE Volatility Index (VIX) and home of VIX options and futures trading, it is no surprise that many of the sessions are focused on trading volatility and related products and the latest trading strategies used by top volatility traders around the globe. CBOE enlists many of the leading practitioners from the top firms to present at this elite event, challenging attendees to think differently about how they manage port folios, employ hedging techniques, utilize equity derivatives, and model and trade volatility. Day one kicks off with a discussion titled New Developments in Options and Volatility, followed by Timing Considerations for Short Volatility Strategies, and finishing with Implementing Volatility Strategies within Institutional Portfolios.
Zanny Minton Beddoes, Editor-in-Chief of The Economist, will deliver the day two keynote address– a talk titled “What’s Next? Making Sense of a Global Economy.” The balance of the second day is filled with sessions discussing topics such as the current volatility environment, protection for volatility risk premium strategies, designing dispersion trades, and the evolving dynamics of VIX futures.
The final day begins with a panel on long and relative value volatility trading and tail risk. Over the balance of day three there will be discussions about volatility ETPs (both European and US based), a panel on sourcing liquidity in the index option markets, and harvesting volatility risk premia in low volatility environments. As always, there are plenty of opportunities to network, an informal golf tournament and a closing night dinner.
The three RMC events CBOE hosts each year are considered to be among the top educational and networking events offered in the industry. For details and to register to attend, visit the CBOE RMC Europe website.