THE 3RD ANNUAL

Cboe Risk ManagementConference Asia

December 5-6 – Conrad Hong Kong

www.CboeRMCAsia.com

Conference AgendaTuesday, December 5, 2017

Conrad Hong Kong, Lower Level

11:30am – 12:30pm

1:45 – 2:00pm

2:00 – 3:15pm

Registration, Light Bu�et Lunch and Networking – Grand Ballroom Foyer/Grandville

Options Strategies and Options-Based Strategy Benchmarks • A review of fundamental options strategies; covered calls, short puts, straddles and condors• A discussion of volatility risk premia• Empirical evidence on the performance of options-based benchmark indexes and the utility of such benchmarks for institutional investors

Matthew Moran, Vice President, Product Advancement, Global Derivatives, Cboe Global Markets Russell Rhoads, Director, Product Advancement, Global Derivatives, Cboe Global Markets

Co�ee Break

Interpreting and Navigating Volatility-Based Benchmarks and Indicators • Using benchmarks and indicators as trading signals in systematic investment strategies• A comparison of the Cboe Russell 2000 BuyWrite Index (BXR) and the Cboe Russell 2000 PutWrite Index (PUTR)• Structural and supply/demand-based drivers of VIX and related instruments• Tail risks, SKEW and correlation dynamics• Portfolio applications of long and short VIX positions to equity factors and credit

Tim Edwards, Ph. D., Senior Director of Index Investment Strategy, S&P Dow Jones Indices John Hiatt, Director, Research/Quantitative Market Support, Cboe Global Markets

12:30 – 1:45pm

2017 Cboe Risk Management Conference Asia 1

3:15 – 3:30pm

5:00 – 8:00pm

Co�ee Break

Sourcing Liquidity in Index Options • Options market structures• Volume trends by product, order types, client types• How do, and how should, traders tap liquidity?

Eric Frait, Vice President, Product Advancement and Strategy, Global Derivatives, Cboe Global Markets Kristin Boyd, Director, Credit Suisse

Welcome Reception: Cocktails and Dinner – Garden Café Terrace(weather permitting, otherwise Grandville Room, Lower Level)

3:30 – 4:45pm

Wednesday, December 6, 2017

Harcourt & Nathan Room, Lower Level

8:30 – 9:00am Welcome and Cboe Update

Andrew Lowenthal, Senior Vice President, Head of Global Derivatives, Cboe Global Markets

Keynote Speech: Market Movers: The Structure and the Cycle in 2018

Louis-Vincent Gave, Founding Partner & Chief Executive O�icer of Gavekal

Co�ee Break

Keynote Speech: Digital Assets and the Future of Finance

Cameron and Tyler Winklevoss, Co-founders of Gemini

Lunch and Networking

9:00 – 10:00am

10:00 – 10:30am

10:30 – 11:30am

11:30am – 1:00pm

2017 Cboe Risk Management Conference Asia 2

1:00 – 2:15pm

2:30 – 3:45pm

Sell Low, Buy Lower? Volatility Premia Harvesting in Low Volatility Regimes • Trade-o�s of making vol risk premium strategies smarter• Sizing, mean reversion and more• How long in the tooth is this regime?

William Chan, Equity Derivatives Strategist, Bank of America Merrill Lynch Eddie Lau, Portfolio Manager, Harmony Advisors

Co�ee Break

Volatility Drivers & Flow Dynamics • Supply/demand drivers of the Asia derivatives markets• Comparisons of Asia markets to U.S. and European markets• Japan volatility supply• Potential catalysts for volatility regime shi�s

Jason S. Lui, Head of Equity & Derivatives Strategy, APAC, BNP Paribas Paul H. Yoo, Senior Portfolio Manager, MAPS Capital Management Ltd

Co�ee Break

Tail Risk Hedging • Fundamental and flow drivers of current volatility regimes• Gauging China’s potential impact on global market portfolios• Cross-border correlation risks in stress environments• What can drive volatility higher?

Lars Naeckter, Equity Derivative Strategist, Deutsche Bank David Dredge, CIO, Convex Strategies, City Financial Investment Company Pte

2:15 – 2:30pm

3:45 – 4:00pm

4:00 – 5:15pm

2017 Cboe Risk Management Conference Asia 3