Programme

08:30 Registration
09:00 Opening remarks: Structured Products magazine
09:05 Chairman’s opening remarks

09:10
Keynote address: The development of ETF usage throughout Europe
-Growth in ETF usage over the past few years
-The effect of ETF usage on portfolio efficiency and performance
- Projections on ETF usage for the future
Prof. Dr. Andreas Hackethal, Professor of Finance, House of Finance, GOETHE UNIVERSITY, FRANKFURT AM MAIN

09:40
ETF Mechanism: The added value of the index asset manager
- How do you assess the quality of an ETF?
- Index asset management techniques applied to ETFs
- Not "one" ideal replication method
Guido Stucchi, Head of EasyETF Fund Management, BNP PARIBAS ASSET MANAGEMENT

10:10 Using index funds in private client wealth management
- From crystal balls to TVs- how to build a better client experience
- Portfolio engineering: the appliance of science and discipline
- The future: what will investors want and what will we be able to provide?
Richard Stott, Partner, CONNECTUM FAMILY WEALTH MANAGEMENT

10:40 Morning break

11:00
Expanding the Frontiers of Indexing: From Beta to Alpha
-Beta: Innovations/Developments in traditional benchmark designs from the front lines
-Beta Replication: Efficient access to beta through tradable products and replication strategies
-Enhanced Beta/Alpha Generation through rules-based index products
-Putting it all together: A portfolio management perspective
Waqas Samad, Head of Index, Portfolio and Risk Solutions, BARCLAYS CAPITAL

11.30
The evolution of indices and index providers and their role in the investment process
-Reasons behind the continuous growth in number of indices
-The need for further index concepts for the financial markets
-The value added by index providers
Konrad Sippel, Global Product Development and Sales, STOXX

12:00 Risk-based portfolio management with ETFs
- Why strict rule based risk- and portfolio management with ETFs?
- Which definition of “risk” makes sense from an investor’s point of view?
Thomas Uhlmann, Managing Partner, AVANA INVEST

12.30 Lunch

13:30 Investable hedge fund indexes
-Avoiding due diligence required when investing in single strategy hedge funds
-Low-cost transparent access to investable hedge funds
-Can hedge fund indexes provide investors with useful tools for performance measurement?
Caelim Parkes, Managing Director, MAG CONSULTANCY

14:00
Dynamic asset allocation with ETFs
- Dynamic asset allocation using ETFs in a fund of funds concept
- Market selection comes first, ETF selection comes second
- Check-up - parameters to select the appropriate ETFs
- Trading strategies in practice
Thorsten Winkler, Senior Portfolio Manager, VERITAS INVESTMENT TRUST

14.30
The increasing importance of active bond management
-Demand for fixed income in 2010
-What will be more important – beta or alpha?
-The outlook for Fixed income indices
-Case studies
Mitesh Sheth, Deputy Head of Fixed Income, HENDERSON GLOBAL INVESTORS

15:00 Afternoon break

15.30 Short and leveraged ETFs – a guide for investors
- History and recent trends in short and leveraged ETFs
- Appropriate uses of these products in investment portfolios
- The future for short and leveraged ETFs
James Chu, Managing Director and Chief Investment Officer, BLUE SKY ASSET MANAGEMENT

16.00 How have ETFs transformed the investment landscape?
-How can ETFs be used as a means of controlling risk and return in portfolios?
-Allowing investors of all sizes to implement the concept of risk budgeting
-Assessing collateral costs and counterparty risk exposure
-How to create and maintain a diversified or concentrated portfolio
- How to integrate investment strategies’ principles and practices with ETFs
Ronan O’Houlihan, Head of Asset Allocation, DAVY

16:30 Champagne roundtable: The future of ETFs and indexing in Europe
-Which ETFs and indices will survive in the long run?
- Challenges within ETF trading
- Do current markets favour active or passive managers?
-The future of the concept: which products are the most sustainable?
Harald Egger, Global Chief Investment Officer, ERSTE ASSET MANAGEMENT
Thorsten Winkler, Senior Portfolio Manager, VERITAS INVESTMENT TRUST GMBH
Ronan O’Houlihan, Head of Asset Allocation, DAVY
Laurent Kssis, Head of ETF Market Making Advisory and ETF Sales Trading Specialist, LABRANCHE STRUCTURED PRODUCTS EUROPE
Nick Gendron, Managing Director, Head of Benchmark Index Marketing, BARCLAYS CAPITAL

17.10 Chairman’s closing address
17.20 Closing remarks- Structured Products Magazine
17:30 End of conference and cocktail reception