In the presentations we will show how risk and return management may assist in defining strategies better suited for the current challenging market conditions. The required capabilities include methods for assessment of tail risks and integrated monitoring of both risk and return for the different steps of the Investment Decision Process. 

We have two topics on the agenda we hope you find interesting:

• Ex-post measurement of tail risks for a multi currency multi asset class portfolio
  Elske van de Burgt, Managing Director Ortec Finance

In this presentation Elske will give examples of monitoring of the ex-post decisions from return and risk perspective. These examples include decomposition of various risks such as tracking error to the decisions made in a multi-currency multi-asset class portfolio. The risk measures analyzed include more standard measures like volatility as well as tail risk measures such as Conditional Value at Risk.

• Monitoring of risk and return and incorporation in the risk management process
  Dr. Stefan Illmer, Managing Director Illmer Investment Performance Consulting AG
  Risk Management 

Stefan will provide examples of the best practices in the monitoring of risk and return. In the current market environment it is crucial to provide full transparency of the sources of added value. This requires reporting in line with the investment decisions that are taken in the portfolio. Additional advantage of such process is that it enables better accountability of the created added value.

Zürich
On Thursday 9 February, the conference will take place at the Savoy Baur en Ville, Poststrasse 12 in Zürich.

We will welcome you with coffee and tea at 14.30 hrs. The program will start at 15:00 hrs and will be finished at 17.00 hrs, followed by an apéro.
 
Should you have any questions, please do not hesitate to contact Manja Horn.

We hope to see you in February.