FX Invest Europe 2010 Agenda

8:20 Registration and breakfast


8:45 Welcome address: Saima Farooqi, Editor, FX WEEK

8.50 Chairperson's opening remarks:

Momtchil Pojarliev, Director and Senior Portfolio Manager, HATHERSAGE CAPITAL MANAGEMENT LLC.


9:00 *Keynote address*: Looking at how central banks have shaped the FX landscape

Michael Cross, Head of Foreign Exchange and Reserve Management, BANK OF ENGLAND
Martin Schlegal, Head of Foreign Exchange and Gold, SWISS NATIONAL BANK


9:50 Panel discussion: FX and the evolving market landscape

  • The drivers behind the changing market
  • The new liquidity environment and how your priorities changed
  • The impact of the lack of credit availability
  • Managing settlement risk
  • How has FX performed during the recession and what is likely to happen post-crisis?

Moderator: Momtchil Pojarliev, Director and Senior Portfolio Manager, HATHERSAGE CAPITAL MANAGEMENT LLC.
Jean-Marc Guillot, Senior Vice President, Head of Foreign Exchange Overlays Asset Management, UNION BANCAIRE PRIVEE
Geoff Kendrick
, Director, FX Strategy, UBS
Paul Lambert, Director of Macro Strategies, POLAR CAPITAL LLP
Bill Muysken, Fund Manager, THAMES RIVER CAPITAL LLP
Ian Stannard, Head of G10 Currency Strategy, BNP PARIBAS


10.40 Morning break


11:10 Presentation: The art of Global Tactical Asset Allocation and how it relates to FX

  • How FX fits in with the world of asset allocation
  • Fundamental changes in asset allocation
  • Managing cross-asset class risk
  • Dealing with increasing currency volatility
  • Global macro versus FX only funds

Gulamabbas Lakha, Chief Executive Officer and Chief Investment Officer, PROVIDENTIA CAPITAL


11:40 Panel discussion: Using algorithms to exploit FX opportunities

  • Integrating algorithms into your trading strategy
  • The emerging trend for cross-asset algorithms
  • Exploring how the events of 2009 has helped the development of algos that perform during stressed environments
  • What does high frequency trading mean for the buy-side?
  • Identifying the hurdles of trade automation in the FX market

Moderator: Alexandre Dupuis, Head of Quantitative Research, OLSEN LTD
Daniel Conte, Director, Head of Bloomberg Tradebook EMEA, BLOOMBERG TRADEBOOK
Anne Sanciaume, Founding Partner, BLACKTREE INVESTMENT PARTNERS
Ben Weinberg, Vice President, Advanced Execution Services Sales for FX, CREDIT SUISSE


12:30 Lunch and opportunity to network


13:30 Panel discussion: Optimal trading -Implementing flexible strategies that adapt to the changing FX environment

  • Technical versus fundamental analysis
  • Evaluating strategies: Range, trend and carry
  • Achieving alpha with active currency management
  • Preparing for the long-run: Ensuring a flexible strategy

Moderator: Anders Lindell, Deputy Chief Executive Officer, INFORMED PORTFOLIO MANAGEMENT
Monica Fan, Senior Currency Product Engineer, STATE STREET GLOBAL ADVISORS
Peter Higgs, Chief Executive Officer, TACTICAL GLOBAL MANAGEMENT
Thanos Papasavvas, Head of Currency Management, INVESTEC ASSET MANAGEMENT
Martin Armitage-Smith, Senior Fund Manager, EMERGENT ASSET MANAGEMENT


14:20 Presentation: Exploring opportunities in emerging markets

  • Performance of non-G10 currencies during the global slowdown
  • Carry trades in emerging markets currency pairs: How have they performed?
  • Managing FX risk in emerging markets

Anthony Chung, Senior Quantitative Research Analyst, ALLIANCE BERNSTEIN


14:50 Afternoon Break


15:20 Presentation: Adopting a currency overlay strategy

  • Passive versus active
  • How has overlay management changed in the past year?
  • Overlay management tools
  • Successfully hedging your exposure
  • Ensuring overlay strategies meet your risk return expectations

Charles Goodman, Head of Institutional Sales, LA COMPAGNIE BENJAMIN DE ROTHSCHILD SA


15:40 Presentation: Building a robust portfolio in today’s market

  • The role of FX in an investment portfolio
  • Understanding cross-asset class correlations
  • Using FX to achieve returns that fit your risk appetite

Patrik Safvenblad, Investment Partner, HARMONIC CAPITAL PARTNERS LLP


16:10 *CIO roundtable*: Exploring the FX outlook for 2010 and beyond

  • New strategies for 2010: Applying flexible and opportunistic tools
  • Looking at the impact and viability of a central clearing house for trade in OTC FX
  • 2009’s unprecedented levels of volatility: What’s in store for 2010?

Moderator: David Poole, Chief Operating Officer and Principal, CLIENTKNOWLEDGE
Felix L. Adam, Chief Executive Officer, ACT CURRENCY PARTNERS AG
Paul Chappell, Chief Investment Officer, C-VIEW
Gareth Fielding, Chief Executive Officer, QUANTUM GLOBAL WEALTH MANAGEMENT AG
Bob Noyen, Chief Investment Officer, RECORD CURRENCY MANAGEMENT
Mikkel Thorup, Founding Partner and Chief Investment Officer, CAPRICORN ASSET MANAGEMENT


17:00 Chairman's closing remarks

Momtchil Pojarliev, Director and Senior Portfolio Manager, HATHERSAGE CAPITAL MANAGEMENT LLC.


17:10 Drinks Reception

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