The November QWAFAFEW meeting brings together experts and leaders in risk management to discuss unique perspectives and approaches in the industry dealing with tail risk. Still vivid in our memory is the Credit Crisis of 2008 when most portfolios suffered extreme losses, and correlation among risky assets increased. Conventional methods failed to model the tail risk in the real world. Speakers will present leading edge risk management and articulate their views on downside protection.
The meeting will be held Thursday, November 13, at Charles Schwab, 10th floor of 150 S. Wacker Drive in Chicago. The room will be announced. Doors will open at 5pm. The meeting will start at 5:30 and will officially end by 7pm.
The two panelists are:
Peter Carl, Portfolio Manager of Hedge Fund Strategies at William Blair & Company, and
Doug Leonhardt, Director of Quantitative Risk Management at OCC.
Topics to be covered include:
Are tail-risk events forecastable?
Are the models indicating we are in a tail-risk scenario now?
How should we manage portfolios during uncertain times?
Admission is $15 in advance (or $20 at the door) ($10 students) with light food and drinks provided.