Please join us for the MSCI Global Investing and Risk Management Conference and Workshops to be held in London on May 15-16, 2018.

The 2018 conference builds on the agenda from 2017 as we continue to examine key trends affecting risk and investment decisions in financial markets today. The agenda will include targeted presentations delivered by MSCI’s expert researchers, in addition to panel discussions with industry peers. Sessions will cover a range of topics that will enable you to make better-informed decisions about investment strategy across multiple asset classes and improve your view of risk and return.

In addition to the main conference taking place on May 15, MSCI will conduct a series of workshops the following day, which will focus on practical applications of MSCI research to investment and risk management challenges. Participants may register for the main conference day, our workshop day, or both conference days.

PLEASE NOTE REGISTRATIONS FOR THE CONFERENCE AND WORKSHOPS HAS NOW CLOSED AS WE HAVE REACHED MAXIMUM CAPACITY.
Please email Event_Inquiry@msci.com to be added to the wait-hold list.

 

ACCREDITATIONS

We are a member of The CPD certification Service, our training activities are currently being certified and once confirmed you will be able to count these towards your CPD requirement.

 

May 15 - 16, 2018

|London


Time

Conference - May 15, 2018:
8:00 a.m. - 5:00 p.m. followed by drinks reception

Workshop - May 16, 2018:
8:00 a.m. - 12:30 p.m. followed by light lunch

Location

Conference:
Jumeirah Carlton Tower
One Cadogan Place
Knightsbridge
London
SW1X 9PY
Website

Agenda

Conference: May 15, 2018
TIME DETAILS
8:00 a.m. REGISTRATIONS AND REFRESHMENTS
8:50 a.m. WELCOME AND OPENING REMARKS
Laurent Seyer, Managing Director, Chief Client Officer and Chief Operating Officer, MSCI
9:00 a.m.

KEYNOTE SPEAKER
John Authers, Senior Investment Columnist, Financial Times

9:45 a.m.

THE FUTURE OF ACTIVE MANAGEMENT
Peter Zangari, Managing Director, Global Head of Research and Product Development, MSCI

10:15 A.M. REFRESHMENT BREAK
10:35 a.m.

INVESTMENT REVOLUTION - IS BIG DATA AND MACHINE LEARNING LEADING TO CONVERGENCE OF QUANTATIVE AND FUNDAMENTAL INVESTING? 

Moderator:  John Authers, Chief Investment Columnist, Financial Times


Panellists:

Peter Ferket, Head of Investments - Member of Executive Committee, Robeco

Luba Nikulina, Global Head of Manager Research, Willis Towers Watson

Marcel Prins, COO, APG Asset Management

 

11:35 a.m.

INVESTMENT EVOLUTION – ESG AND ITS IMPACT ON THE RETURN AND RISK EQUATION

Moderator:  James Kynge, Emerging Markets Editor, Financial Times


Panellists:                  

Remy Briand, Managing Director and Head of ESG, MSCI

Mark Ferguson, Partner & CO-CIO of Global Equity and Growth Equity strategies, Generation Investment Management

Ronald van Dijk, Managing Director Capital Markets Investments, APG Asset Management

Meaghan Muldoon, Managing Director, Head of Sustainable Investing EMEA, BlackRock

12:20 p.m. LUNCH
1:20 p.m.

STREAM 1
THE FUTURE OF FACTOR INVESTING
Dimitris Melas, Managing Director and Global Head of Core Equity Research, MSCI

STREAM 2
THE FOUNDATIONS OF ESG INVESTING
Linda-Eling Lee, Managing Director and Global Head of ESG Research, MSCI

2:05 p.m.

STREAM 1
DISRUPTIVE TECHNOLOGIES IN FINANCE
Peter Shepard, Managing Director and Head of Fixed Income, Multi-Asset Class and Real Estate Research, MSCI

STREAM 2
CHINA AND EMERGING MARKETS
Sebastien Lieblich, Managing Director and Global Head of Equity Solutions, MSCI

2:45 p.m. REFRESHMENT BREAK
3:15 p.m.

INVESTMENT HORIZONS - TAKING THE LONG VIEW – THE CHALLENGE OF INVESTING THROUGH THE CYCLES.

Interviewer: John Authers, Senior Investment Columnist, Financial Times

Henry Fernandez,
Chairman and Chief Executive Officer, MSCI

4:00 p.m.

INVESTMENT DISRUPTIONS - HOW INVESTMENT FIRMS ARE ADAPTING TO THE NEWER TECHNOLOGIES AND INCREASING USE OF DATA AND ANALYTICS

Moderator: Alvise Munari, Managing Director and Head of Client Coverage EMEA, MSCI


Panellists:

Paul Flavier, Chief Risk Officer, AXA IM

Thomas Heinzl, Chief Operating Officer, UBS Asset Management

John Marsland, Chief Operating Officer, InvestmentSchroder Investment Management

Trent Walker
, Global Head of Development and Strategic Platform Managing Director, MSCI

4:55 p.m. CLOSING REMARKS
Alvise Munari, Managing Director and Head of Client Coverage, EMEA,  MSCI
5:00 p.m. Networking Reception
Workshops: May 16, 2018
TIME DETAILS
8:00 a.m. REGISTRATION AND BREAKFAST
8:45 a.m. INTRODUCTION - MSCI PLANS AND ROADMAPS
9:00 a.m.

STREAM 1
MSCI’s NEXT GENERATION FIXED INCOME MODELS IN THE FRONT OFFICE
• Latest developments in What-if and Position Adjustment workflows
• Custom and statistical benchmarks handling
• Alignment of Risk and Performance Attribution models
Presenters:
Nick Sharp, Executive Director, MSCI
Domenico Manieri, Senior Associate, MSCI
Miguel Leboreiro,
Senior Associate, MSCI 

 

STREAM 2
LOOKING AT THE EQUITY MUTUAL FUND INDUSTRY THROUGH A FACTOR LENS
• Categorizing mutual funds using MSCI FACS
• Evaluating Asset Allocation using MSCI FACS
• Impact of Manager Selection using MSCI FACS
Presenters:
Jenny  Lim, Vice President, MSCI
Jean Maurice Ladure, Executive Director, MSCI
 

9:45 a.m.

STREAM 1

PREDICTIVE STRESS TESTING: SEPARATING SIGNAL FROM NOISE
• Prediction accuracy and why it can go wrong
• A new user dashboard for improving scenario design
• Practical case study demonstration
Presenter:
Thomas Verbraken, Executive Director, MSCI

 

STREAM 2
ALPHA MODEL INVESTIGATION
• Alpha Models: theory and practice
• Considerations for running Multiway Fundamental Sorts
• Check-list for Investability of Alpha Signal
• Alpha Model Test implementation
Presenter:
Yuliya Plyakha, Vice President, MSCI

10:30 a.m REFRESHMENT AND NETWORKING BREAK
11:00 a.m.

STREAM 1
FAT TAILS REVISITED: IMPROVED RISK FORECASTING
• Fat-tailed distribution for modeling extreme returns
• Normal and fat-tailed Monte-Carlo models
• Comparison of forecast performances through VaR backtests
Presenters:
Balazs Szekely, Vice President, MSCI 
 

STREAM 2
INTEGRATING ESG IN YOUR INVESTMENT PROCESS

Risk and Performance Attribution: from a standalone view to an integrated approach. 
Portfolio construction: from exclusion to optimization based on ESG constraints

Presenters:
Jerome Parzy, Executive Director, MSCI
Juan Carlos Calderón Castro, Vice President, MSCI

11:45 a.m. THE UNIFICATION OF MSCI’S APPLICATIONS
• Platform vs Content
• The Platform Vision
• An Open Platform for All Analytics
• A Demo of the Platform
Presenter:
Trent Walker, Managing Director, Global Head of Development and Strategic Platform, MSCI
12:30 p.m. CLOSE OF WORKSHOPS

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Event Speakers

John Authers

Senior Investment Columnist | Financial Times

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Remy Briand

Managing Director and Head of ESG | MSCI

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Juan Carlos Calderón Castro

Vice President | MSCI

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Mark Ferguson

Partner & CO-CIO of Global Equity and Growth Equity strategies | Generation Investment Management

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Peter Ferket

Head of Investments and Member of Executive Committee | Robeco

Read Bio »

Henry Fernandez

Chairman and Chief Executive Officer | MSCI

Read Bio »

Paul Flavier

Chief Risk Officer | AXA IM

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Thomas Heinzl

Chief Operating Officer | UBS Asset Management

Read Bio »

James Kynge

Emerging Markets Editor | Financial Times

Read Bio »

Jean-Maurice Ladure

Executive Director and Head of Equity Applied Research, EMEA | MSCI

Read Bio »

Miguel Leboreiro

Senior Associate | MSCI

Read Bio »

Linda-Eling Lee

Managing Director and Global Head of ESG Research | MSCI

Read Bio »

Sebastian Lieblich

Managing Director and Global Head of Equity Solutions | MSCI

Read Bio »

Jenny Lim

Vice President, RMA Technical Sales | MSCI

Read Bio »

Domenico Manieri

Senior Associate | MSCI

Read Bio »

John Marsland

Chief Operating Officer, investment | Schroder Investment Management

Read Bio »

Dimitris Melas

Managing Director and Global Head of Core Equity Research | MSCI

Read Bio »

Meaghan Muldoon

Managing Director, Head of Sustainable Investing | BlackRock

Read Bio »

Alvise Munari

Managing Director and Head of Client Coverage EMEA | MSCI

Read Bio »

Luba Nikulina

Global Head of Manager Research | Willis Towers Watson

Read Bio »

Jerome Parzy

Executive Director, Client Coverage | MSCI

Read Bio »

Yuliya Plyakha

Vice President, Analytics Consultant | MSCI

Read Bio »

Marcel Prins

COO | APG Asset Management

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Laurent Seyer

Managing Director, Chief Client Officer and Chief Operating Officer | MSCI

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Nick Sharp

Executive Director and Product Manager, Performance Analytics | MSCI

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Peter Shepard

Managing Director and Head of Fixed Income, Multi-Asset Class and Real Estate Research | MSCI

Read Bio »

Balazs Szekely

Vice President, Risk Management Research | MSCI

Read Bio »

Ronald van Dijk

Managing Director, Capital Markets Investments | APG Asset Management

Read Bio »

Thomas Verbraken

Executive Director, Risk Management Reseach | MSCI

Read Bio »

Trent Walker

Managing Director, Global Head of Development and Strategic Platform | MSCI

Read Bio »

Peter Zangari

Managing Director, Global Head of Research and Product Development | MSCI

Read Bio »