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Posted: 1/31/17
New Agenda Now Available 
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Posted: 1/31/17
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THE 33rd Annual

Cboe Risk Management Conference

The premier educational forum for users of equity derivatives, options and volatility products.

x
Announcements!
Posted: 1/31/17
Agenda Now Available
View Agenda
Posted: 1/31/17
The Hotel room block may be full. Go to the "Hotel and Travel" page for more information
Book Your Room
AGENDA

Learn the latest trading and
risk management strategies

ReGISTer NOW

36th Annual RMC US will be
Monday, Mar 2, through
Wednesday, Mar 4, 2020

Hotel RESERVATIONS

Hyatt Regency Coconut Point,
Bonita Springs, Florida

Get an Edge on Managing Risk

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. 

About conference
HIGhlights

From Last Year's Event

The location

Monarch Beach Resort

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.

About the location
Keynote Speaker
Edward O. Thorp
Math Professor, Inventor, Best-Selling Author and Hedge Fund Manager
2017 Featured Sponsors
A special thank-you to our sponsors who have helped make the 2017 Cboe Risk Management Conference U.S. possible.
Platinum Sponsor
Gold Sponsors
Silver Sponsors
General Sponsors
Exhibitors
Media Sponsors
Each year Cboe RMC delivers unparalleled content and education for institutional portfolio managers. This year is no exception. Check out the 2020 Agenda and see the changes we have made to make your experience even more enriching.
2020 AGENDA (PDF)
Previous DayNext Day

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                          

Derek Devens, Senior Portfolio Manager,  Neuberger Berman

Jeff Foley, Head of Business Operations, Wilshire

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

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

Craig Stapleton, Senior Vice President and Portfolio Manager, Securian Asset Management                        

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

  • Discussion on the impact of common behavioral biases on option prices.
  • How fear and greed drive inefficiencies.
  • Overconfidence and overfitting.

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


2:35pm – 3:00pm

Using FLEX Options In Packaged Products

Karan Sood, CEO & Managing Director, Head of Product Development, Cboe Vest


3:00pm – 3:30pm

Coffee Break

3:30pm – 4:15pm

Private Equity Replication Strategies

Nick Leeper, Managing Partner, RJA Asset Management

Abhishek Rane, FRM, Senior Analyst- Strategy & Risk Management, Ascension Investment Management

    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 – 8:00am

    Breakfast - Calusa Ballroom prefunction

    8:00am – 9:00am

    Mitigating Tail Risk in a Crowded Short Volatility Trade

    James Koutoulas, CEO, Typhon Capital Management                                             

    Is the Short Volatility Trade Too Crowded? The Evolution of Volatility Risk Premium

    Scott Phillips, Founder and Chief Investment Officer, Lavaca Capital LLC

    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                                           

    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

    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  

    Phil Toews, CEO, Toews Corporation                                                                                                                          

    Flow, Speaker TBD                                                                                                                                                              

    12:45pm - 1:00pm

    Closing Remarks