The premier educational forum for users of equity derivatives, options and volatility products.
Learn the latest trading and
risk management strategies
36th Annual RMC US will be
Monday, Mar 2, through
Wednesday, Mar 4, 2020
Hyatt Regency Coconut Point,
Bonita Springs, Florida
Going into its 36th year in the U.S., the annual Cboe Risk Management Conference (RMC) is the foremost financial industry conference designed for institutional users of equity derivatives and volatility products.
Hosted by Cboe Global Markets, RMC is an educational forum dedicated to exploring the latest products, trading strategies and tactics used to manage risk exposure and enhance yields.
We were delighted with our March 2017 stay at the Monarch Beach Resort in Dana Point, California. For 2018 we are happy to be returning to the Hyatt Regency Coconut Point near Ft. Myers, Florida. Always a favorite destination for RMC attendees, we appreciate the great food, outstanding service and casual elegance of this plantation style resort. Check back later for details-- but plan to join us there March 7 through March 9, 2018!
About Monarch Beach Resort
Nestled in the golden hillsides of Orange County, Monarch Beach offers deluxe amenities for guests to unwind.
Play a round of golf on the award-winning Monarch Beach Links course complete with stunning views of the Pacific Ocean.
Or, if you’re looking to indulge in the ultimate spa experience, visit the Miraval Life in Balance Spa. There, you can spoil yourself with a massage, facial and many other spa services.
And of course, when it comes to food, a wide array of options are available to you from casual dining to an upscale culinary experience. No matter what you choose, you’ll experience the bright flavors southern California has to offer.
11:00am
Conference Registration opens
11:20am – 12:10pm
Light, stand-up lunch - Calusa prefunction
12:10pm – 12:15pm
Welcome
Rob Hocking, Senior Vice President, Cboe Global Markets
12:15pm – 1:15pm
Harnessing Small-Cap Volatility
Rolf Agather , Managing Director of Research, FTSE Russell
Rolf Agather Presentation
Derek Devens, Senior Portfolio Manager, Neuberger Berman
Derek Devens Presentation
Jeff Foley, Head of Business Operations, Wilshire Analytics
Jeff Foley Presentation
1:15pm – 1:45pm
Session Break
1:45pm – 2:45pm
Defined Outcomes: Under the Hood of Buffer ETFs
Bruce Bond, Founder, Innovator Capital Management LLC
Graham Day, Vice President, Product & Research, Innovator Capital Management LLC
Bruce Bond and Graham Day Presentation
2:45pm – 3:15pm
Coffee Break
3:15pm – 4:00pm
Managing Equity Volatility...Without Giving up on Equities
Craig Robbins, Director of Investments, Children's Hospitals and Clinics of Minnesota
Craig Stapleton, Senior Vice President and Portfolio Manager, Securian Asset Management
Robbins and Stapleton Presentation
4:00pm – 4:15pm
Session Break
4:15pm – 5:00pm
Hedging in a Low-Expected Return Environment
Rocky Fishman, CFA, Equity Derivatives Strategist, Goldman Sachs
5:00pm – 5:40pm
Cocktail Break
5:40pm – 6:40pm
The Cocktail Hour Between Dog and Wolf
Keynote Speaker: John Coates - Derivatives Trader turned Behavioural Neuroscientist and Author of "The Hour Between Dog and Wolf: How Risk Taking Transforms Us, Body and Mind"
6:45pm – 7:30pm
Cocktail Hour and Networking Continues (Waterfall pool deck)
7:30pm – 9:00pm
Welcome Reception dinner, Waterfall Terrace (outdoors, weather permitting)
7:00am – 7:30am
Group Run/Walk with Brian Schell, Cboe CFO
7:30am – 7:45am
Dynamic Stretching
7:45am – 8:45am
Buffet Breakfast, Tarpon Bay Restaurant
9:00am – 9:15am
Welcome and Cboe Update
Edward Tilly, Chairman of the Board, President and Chief Executive Officer, Cboe Global Markets
9:15am – 10:15am
Keynote Speech: How to Make Smarter & Faster Decisions
Annie Duke, Decision Strategist. Former Professional Poker Player. Author of "Thinking in Bets: Making Smarter Decisions When You Don’t Have All the Facts"
10:15am – 10:30am
Coffee Break
10:30am – 11:10am
Battling Bias: Taking the Other Side
Stacey Gilbert, Portfolio Manager, Derivatives, Glenmede Investment Management LP
11:10am – 11:30am
Session Break
11:30am – 12:30pm
Expecting the Unexpected: Super Tuesday and Beyond
Benn Eifert, Managing Member and CIO, QVR Advisors
Vishnu Kurella, Senior Portfolio Manager, Macro Strategies, Citadel
12:30pm – 1:45pm
Lunch and Networking (outside on the patio)
1:45pm – 2:30pm
The Strategic Use of Derivatives in Pension Plans and Endowments
James Walton, Investment Advisor, River and Mercantile
James Walton Presentation
2:35pm – 3:00pm
3:00pm – 3:30pm
Coffee Break
3:30pm – 4:15pm
Mitigating Tail Risk in a Crowded Short Volatility Trade
James Koutoulas, CEO, Typhon Capital Management
James Koutoulas Presentation
Is the Short Volatility Trade Too Crowded? The Evolution of Volatility Risk Premium
Scott Phillips, Founder and Chief Investment Officer, Lavaca Capital LLC
4:15pm – 4:45pm
Session Break with cocktails
4:45pm – 5:30pm
Customizable Solutions & Innovations in the Insurance Space
Sheryl J. Moore, Chief Storyteller, Moore Market Intelligence
5:30pm – 7:00pm
Cocktail Reception - Calusa prefunction
7:30am – 8:45am
Breakfast - Calusa Ballroom prefunction
9:00am – 9:45am
The Morning After: Analysis of Super Tuesday Results and What It Means for November
David Bockorny, Executive Chairman and CEO, Bockorny Group, Inc. Washington DC
9:45am – 10:00am
Coffee Break
10:00 – 10:45am
Capital Efficiency: Understanding the Benefits of Customer Portfolio Margin
John Hiatt, Vice President, Research, Cboe Global Markets
Mauricio Izurieta, Director - Equities Asset Management Services, Bank of America Merrill Lynch Financing & Clearing
Lisa Shemie, Associate General Counsel, Cboe Global Markets
Lisa Shemie Presentation
Scot Warren, Executive Vice President and Chief Operating Officer, OCC
10:45am – 11:00am
Coffee Break
11:00am – 11:45am
Beyond VIX: Data-Driven Market Implied Risk
Jeff Greco, Senior Director, Milliman
Jeff Greco Presentation
11:45am – 12:00pm
Session Break
12:00pm – 12:45pm
Modernizing Credit: A New Toolkit for Today's Market
Joyce Choi, Director, Fixed Income Product Strategy, BlackRock
Nick Godec, Index Product Manager, IHS Markit
Philip (Felipe) Toews, CEO, Toews Corporation
Philip (Felipe) Toews Presentation
12:45pm - 1:00pm
Closing Remarks
