February 5, 2019
The Journal of Portfolio Management Research Summit 2019
IPR Journals is pleased to announce the launch of the inaugural The Journal of Portfolio Management Research Summit. Taking place on February 5 in New York City, the summit offers attendees a unique chance to engage with some of today’s most influential minds from the investment management community.
Our leading panel of experts will offer personal insights into the current trends affecting the financial markets, as well as more in-depth analysis around their own work. They will highlight the practical applications that can be drawn from their research and offer actionable conclusions which can be implemented into business.
Pricing: – starting at US$1,627.68
February 7, 2019
|When:||Thursday, February 7, 2019
5:30pm – 7:30pm
|Where:||Niall’s on 52nd
218 E 52nd St
New York, New York 10022
Please join us for an informal networking happy hour at Niall’s on 52nd. We hope to make this a regular event. Please note that it will be cash bar.
February 11, 2019
|When:||Monday, February 11, 2019
7:00 – 8:30 AM
|Where:||Inside ETFs Conference
Diplomat Beach Resort
3555 South Ocean Drive
Hollywood, Florida 33019
Please save the date to attend the 6th Annual Women in ETFs breakfast at the 2019 Inside ETFs Conference, on Monday, February 11, 2019 at 7:00AM.
Our panel will focus on Career Evolution in a Dynamic Marketplace and we have three distinguished women leaders exploring the topic. Join Jodie Gunzberg, Head of US Equities at S&P Down Jones Indices, Anu Jayanti, Global Head of Relationship Management of Citi’s Global Institutional Client Group and Linda Riefler, Member Board of Directors, CSX Corporation and MSCI Inc.; former Chairman of Global Research and Chief Talent Officer, Morgan Stanley for a lively discussion on the topic.
We look forward to seeing you in February!
February 12, 2019
Semiparametric Estimation of a Credit Rating Model
5:45 PM Registration
6:00 PM Seminar Begins
7:30 PM Reception
This paper develops a semiparametric, ordered-response model of credit rating in which ratings are equilibrium outcomes of a stylized cheap-talk game. The proposed model allows the assigned rating probability to be an unknown function of multiple indices permitting flexible interaction, non-monotonicity, and non-linearity in marginal effects. Based on Moody’s rating data, I use the estimated model to examine credit rating agencies’ (CRAs) incentive to bias ratings when the CRA’s shareholders invest in bond issuers. I find the degree of Moody’s rating bias varies significantly for both rating categories as well as the institutional cross-ownership between Moody’s and the bond issuer. To obtain the statistical significance of these results, I prove a U-statistics equivalence result that is important for showing asymptotic normality for a large class of semiparametric models.
February 26, 2019
Don’t Get Carried Away: Uncovering Macro Characteristics in Carry Portfolios
|When:||Tuesday, February 26, 2019
Summary: Carry is one the most popular and well-studied cross-asset risk premia strategies.We know from prior research that carry strategies are affected by macroeconomic factors such as the business cycle, liquidity, and volatility. However, these direct links have not been clearly established. Together with her co-author, Marco Aiolfi, Dr. Tokat-Acikel contributes to this line of research by providing direct measures of the macroeconomic characteristics of carry factor portfolios, namely real economic growth and inflation exposures. By pairing methodologies commonly used to derive the fundamental characteristics of equity portfolios, they identify macro linkages that have not been previously made evident.Their holdings-based and factor-mimicking portfolio analyses provide insights into the behavior of carry strategies across various asset classes. This approach can help investors build better carry portfolios by anticipating the payoff in different economic scenarios.
February 28, 2019
Quandl Data Conference 2019
Where: New York, United States
The third annual Quandl Data Conference is the industry-leading event for data-driven investing.
The shift towards systematic investing is pushing the industry to rethink everything through the lens of data – alternative and otherwise. You’ll learn about new alternative data products and strategies that drive superior performance, and how to structure your organization for success in a data-driven world.
We are pleased to welcome 450 attendees from the world’s top hedge funds, asset managers, and investment banks. This year’s event will be by invitation only.
March 14, 2019
6th XVA, Risk, Clearing and Collateral Congress
|9:00am – 5:00pm||Presentations|
|Speakers include representatives of for example (full list will be provided soon):
BayernLB, Bayer, Commerzbank, Erste Group, DZ Bank, Intesa Sanpaolo, LCH, Nord/LB, Yields IO
We discuss the INNOVATIONS and changes in the OTC, clearing, risk and infrastructure trends and regulations which impacts all financial institutions (asset managers, banks, and insurer) as well as corporates.
More than 14 local and international experts (from organizations across Europe) will provide insights to the hot topic of the industry.
We answer the hot questions of the community that are:
• Brexit – status and impacts
• Benchmark reform – impact on pricing
• Machine learning and AI – real case studies
• Exposure management with real world scenarios
• Trends and developments in the client clearing and OTC clearing in Europe
• MVA and bilateral margining
• Smart Contacts – Status and opportunities
• What are the latest trends in XVA?
• What is my counterparty risk modelling impacted?
• What is the future of OTC business?
• What are legal changes and consequences?
• Approaches when unwinding (client) trades
• Lesson learnt from IFRS 9
March 19, 2019
AI and Data Science in Trading 2019
Where: Metropolitan Pavilion
New York, NY 10022
Finding alpha has always required asset managers to ‘raise the bar’ in terms of technology. Today, the combination of endless new data sources, cheap computing and new AI techniques is powering fundamental change. Being the first to deploy a winning strategy from a particular data set (or group of data sets) requires asset managers to have learnt new skills, built new teams and mastered the latest computing techniques.
Artificial Intelligence and Data Science in Trading is the event for senior management from hedge funds and investment banks to discover how to maximize this opportunity.
You will learn from 50 world-class speakers, from leading asset management companies, academia and technology providers. In addition to the individual speaker sessions and panel debates, the many networking opportunities allows you to meet with peers and international experts who’s focus and challenge are completely aligned with yours.
• Risk Management & Regulation
• Quant for Fundamentals
• Quantitative Methods
• Use of Alternative Data
• Artificial Intelligence
• Technology, Infrastructure & Innovation
The potential presented to investment banking is both a profit opportunity (via increased flexibility and speed) as well as a cost reduction play (reduced headcount via automation). Either way, technology is a critical competitive differentiator and attending AI & Data Science in Trading will allow you to benchmark your business and create a winning strategy.
March 21, 2019
1345 Avenue of the Americas New York, NY 10105
Stay Tuned for More Information!
Member – $495
Student/Transitional Member – $250
Non-Member – $595
Non-Member Affiliate – $545
Early Bird – Register By February 21st and receive $100 discount!
April 3, 2019
543 Howard St, Ground Floor
San Francisco, CA 94105
Innovation & Business Model Risk Summit for Bank Execs, FinTechs, and VCs. Bridge the gap between your business and the FinTech ecosystem. Understand the real business model threats and how to stay ahead of the curve in this rapidly evolving space. Find the right vendors and partners for your future product releases, risk analytics and RegTech initiatives. Learn how to use alternative data for better credit and investment decisions. Join us for this immersive experience at the intersection of Financial Services, FinTech and Risk Management.
- Hear directly from disruptive FinTechs about their vision for consumer and commercial banking
- Understand the new dimensions in Risk Management, RegTech and Risk Infrastructure
- Discover new business opportunities from emerging technologies for your bank’s strategy
- High Impact networking with other Financial Services executives, innovators and investors in Sillicon Valley
- Rebalance your innovation roadmap to match the rapidly changing reality of Blockchain, Alternative Data, AI & ML and Product Innovations
April 8, 2019
Americas Trading Briefing 2019–New York
Description: Building on the success of the last Americas Trading Briefings in New York in the past several years, this half-day briefing will provide a series of panel sessions with an interactive program that addresses market needs, providing impartial, high quality content and the knowledge and experience of industry leading speakers. There are ample networking opportunities throughout the event and into the evening at the post-event cocktail party.
Over 300 market participants attended the half day event in April 2018 hosted by Goldman Sachs
Senior decision makers from the buy-side, sell-side, vendor and exchanges/ECN community attend
Agenda created by industry experts to ensure it addresses the issues impacting the region’s trading community
20+ speakers participate in the panel discussions
Great learning and networking opportunities
April 9, 2019
Buy-Side Risk USA 2019
Description: Bringing together: the leading conference for risk professionals and investment strategists from across the buy-side industry (institutional investors, investment and asset management firms, hedge funds, pension funds, insurance firms).
Hear from and engage with: senior professionals and heads of the largest and most innovative buy side firms. Against a backdrop of political uncertainty and volatile markets, industry leads share best practice and solutions to overcome current industry challenges.
Stay ahead and beat the market: The prospect of quantitative tightening and market liquidity is top of everyone’s agenda and, in an era of digital transformation and technological disruption, buy side firms need to remain reactive and one step ahead of the rest. This conference addresses the key industry challenges from model risk techniques, liquidity stress testing and scenario analysis through to waving farewell to Libor, to better understand the complexities of market risk and improve investment decisions. By hearing first hand practical industry advice from leading financial firms who are responding to a volatile market and preparing for the future, this is a must attend conference for any investment and risk professional.
May 17, 2019
9th Annual FMA Applied Finance Conference
The Ninth Annual FMA Applied Finance Conference will be hosted at St. John’s University’s Manhattan campus located in the heart of one of New York City’s most vibrant neighborhoods. The Conference is much smaller and more focused than the FMA’s traditional meetings and includes a relatively small number of papers to provide ample opportunity for presentations and discussion by participants.