Review of Global Derivatives & Risk Management 2009 that took place in April 2009


What Made Global Derivatives & Risk Management The Must-Attend Derivatives Conference Of 2009

Global Derivatives & Risk Management 2009 once again proved to be the one stop-shop derivatives conference in terms of coverage of derivatives and networking. There was more take-away learning than any other derivatives conference including over 40 hours of derivatives-focused sessions. Here are just some of the successful highlights of the 2009 event.

  • The Global Derivatives 2009 Taskforce discussed to what extent derivatives are weapons of mass destruction and how models have fared in the current market. This extended keynote discussion attracted many audience questions and was a key debating point for the industry. Derivatives regulation and modelling to market realities were key themes of concern and focus with a wish to see how the debate will evolve for the 2010 event
  • The Quantitative Problem Solving Working Groups proved to be a highly successful new feature at the event. They gave the audience the opportunity to work on key modelling and risk management issues in credit, equity & interest rates with top practitioner speakers. The session enabled attendees to go back to their desk with some tangible take-away learning
  • The New Quick-Fire Model Showcase featured a couple of new approaches to derivatives modelling from the audience. This dynamic session gave the audience the opportunity to present their work to the most prestigious derivatives audience. Look out for your chance to present your work next year!
  • The Volatility & Correlation Summit featured the keynote discussion on volatility trading in today's dynamic market. An appraise of new products and approaches was appreciated by the audience as well as the opportunity to discuss the issues raised during the practical strategy lab format where attendees could discuss the key issues in smaller roundtable groups
  • Early risers enjoyed two breakfast research briefings on the latest work in CMS products and on dependence modelling. Croissants and equations seemed to go well together!
  • The new Lunchtime research session proved immensely popular with Mark Broadie's work on golf strategy and performance a real hit!

Some Of The 90+ Practitioner Speakers Included:

Jim Gatheral
Jim Gatheral Managing Director MERRILL LYNCH
Bruno Dupire
Bruno Dupire Quantitative Research BLOOMBERG
Alex Lipton
Alex Lipton Global Head of Credit Analytics MERRILL LYNCH
Leif Andersen
Leif Andersen Global Head GCIB Quantitative Research BANC OF AMERICA SECURITIES
Riccardo Rebonato
Riccardo Rebonato Global Hd of Market Risk & Quant Analysis, GBM ROYAL BANK OF SCOTLAND
Peter Carr
Peter Carr Head of Quantitative Financial Research BLOOMBERG
Vladimir Piterbarg
Vladimir Piterbarg Global Head of Quantitative Analysis BARCLAYS CAPITAL
Michael Hintze
Michael Hintze CEO & Senior Investment Officer CQS (UK) LLP

The Largest Derivatives & Risk Management Conference

Global Derivatives & Risk Management 2009 was met with critical acclaim. With 250+ attendees, the event was alive with debate and discussion on the latest market news and thoughts on where the industry was headed.

The new formats such as the "Working Groups" and "Model Showcase" were particularly well reviewed and attended as they enabled attendees to work through some of the practical problems faced in everyday quantitative life and also learn more about what new models and ideas are being used. We received fantastic feedback with many requests for the 2010 dates already! Just some of the comments about the 2009 event include:

“The Global Derivatives conference 2009 struck the perfect balance between technical presentations, top-level discussions and industry networking time” - Vladimir Piterbarg, Barclays Capital

"Congratulations on a successful 2009 conference. There were a lot of interesting presentations and discussions and it was especially useful in the current climate"  - Faisal Yousaf, HSBC

"Global Derivatives was excellent, as always, and the sessions were top class" -
Wim Schoutens, Catholic University of Leuven

"It was great to be a part of the 2009 event – it is a must-attend event and especially so in the current climate" - Jay Caauwe, CBOE

"The perfect event to catch up with the cutting-edge developments and to witness the seeds of future trends in derivatives and risk management" - Bruno Dupire, Bloomberg

"Congratulations to the Global Derivatives team: The attendance was very strong in spite of the difficult market conditions" - Marcelo Labre, Standard Bank

"Global Derivatives was the best event in the field of quantitative finance this year and the one that was able to put the crisis at its core. The level of the speakers allowed the conference to become the place for the most interesting discussion I have heard. The speakers were really informed on all aspects of what has happened in the financial markets." - Massimo Morini, Banca IMI

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