L’AGEFI Day : Indexing, ETF & Smart Beta Summit

L’AGEFI Day : Indexing, ETF & Smart Beta Summit

8 June, 2017

Overview

L’AGEFI Day: Indexing, ETF & Smart Beta Summit is a unique opportunity to gain deep insight in the latest techniques and trends that are reshaping the investment management industry.

The conference is dedicated to institutional investors, multi-managers, private bankers and family officers, and will focus on the key aspects of modern investment approaches, including indexing, single and multi-factor portfolios and smart beta solutions.

Our aim is to help delegates to better understand the details of how modern benchmarks are built and how they should be analyzed and used.

This conference will also offer unique insight into the investment vehicles providing access to those benchmarks, and shed light on how you can select the most efficient funds available on the market to benefit from the liquidity offered by secondary markets through listed ETFs.

This conference will help you make sense of the current revolution in the industry and make better investments.

With a programme including plenary sessions, workshops, a keynote and an exhibition area, L’AGEFI Day is the chief event to allow professionals to:

  • Review regulation work in progress and major industry challenges
  • Explore state-of-the-art investment techniques, benchmark practices, and advances in research
  • Benefit from expert feedback and experience in best practices in the industry
  • Network with the major players in the industry

Programme

09h00 Pleanary session « Investor perceptions about ETFs and smart beta strategies »

Presentation of the results of the 10th EDHEC European ETF and Smart Beta Survey

  • How has investors' use of ETFs evolved over time?
  • What are the current best practices for smart beta and factor investing?
  • Which challenges do investors face when evaluating smart beta and factor investing strategies?

CHAIR:

Laurent TROTTIER, Global head of ETF, Indexing & Smart Beta Management - AMUNDI ETF, INDEXING & SMART BETA

SPEAKER: 

Felix GOLTZ, Head of applied research - EDHEC-RISK INSTITUTE & Ph.D., Research Director - ERI SCIENTIFIC BETA

10h00 Workshop 1 « Practical implementation of smart beta exposures »

  • Not all smart beta indices are created equal. How to choose the right ones?
  • Performance of factors over the business cycle
  • Combining smart beta indices into a multi-factor exposure

SPEAKER: 

Dr Pawel JANUS, Head passive & ETF investment analytics - UBS ASSET MANAGEMENT

10h00 Workshop 2 « Profiting from uncertainty: ETFs for hedging and protection »

  • Investors face a problem – when global risks are high, what should I do with my money?
  • It is important to look at the balance between reducing volatility and missing opportunities
  • Where and how ETFs, particularly smart beta, can be used to meet objectives.

SPEAKER:

Chanchal SAMADDER, Head of ETFs, UK and Ireland - LYXOR ETF

11h00 Plenary session « Navigating the index and ETF revolutions »

  • Facts & figures – beyond the growth of assets under management
  • When innovation becomes revolution in uses and practices
  • Are you ready for an ecosystem turned upside down?

MODERATOR: Anuj GANGAHAR, European investing editor - THE WALL STREET JOURNAL

SPEAKERS:

  • Jean-René GIRAUD, Co-founder & CEO - TRACKINSIGHT
  • Jaime PEREZ MAURA, Business development & Sales planning - ALLFUNDS BANK SA
  • Richard FLAX, CIO - MONEYFARM  
  • Eric PINN, Managing director and Head of UK distribution - BARCLAYS WIM

12h00 Session 1 « Smart beta & factor investing: rational expectations, mis-pricing and implications for investors »

  • Why multiple factors in the first place?
  • Issues and risks: empirical evidence and implications
  • Toward dynamic multi-factor portfolios

MODERATOR: Robin POWELL, Director - EMBER TELEVISION & REGIS MEDIA

SPEAKERS:

  • Maxime BONELLI, Head of research & development - KORIS INTERNATIONAL
  • Olivier ROUSSEAU, Executive director - FONDS DE RESERVE DES RETRAITES
  • Laurent TROTTIER, Global head of ETF, Indexing & Smart Beta Management - AMUNDI ETF, INDEXING & SMART BETA

12h00 Session 2 « Fixed Income ETFs »

  • Understanding Fixed Income benchmark construction and ETF replication strategies
  • The difficult choice between active and passive exposure to Fixed Income
  • Fixed Income ETF trading: premium, discount and market liquidity

SPEAKERS:

  • Allan LANE, Managing partner – TWENTY20 INVESTMENTS
  • Jose GARCIA ZARATE, Associate director of Passive Fund Research - MORNINGSTAR
  • Slawomir RZESOTKO, ‎ETF Business development - JANE STREET

02h15 Plenary session « Smart beta in fixed-income »

  • What is fixed-income smart beta, and why is it different?
  • Cross-sectional versus time-series risk premia: empirical findings
  • The problem with proxies: how to ensure robustness and repeatability

SPEAKER : 

Riccardo REBONATO, Professor of Finance - EDHEC BUSINESS SCHOOL & Member - EDHEC-RISK INSTITUTE

03h15 Workshop 3 « Easy diversification: smart beta multi asset ETFs »

  • Introduction & the need to diversify
  • Diversification through multi asset investing
  • Smart diversification through smart beta multi asset investing
  • Commerzbank global multi asset Risk control index
  • On the shelf product: ETF

SPEAKERS:

  • Robert ROE, Derivatives structurer - COMMERZBANK
  • Abdelilah EL HADFAOUI, Portfolio manager & quantitative analyst - OSSIAM ETFS

04h15 Keynote speaker « Institutional investing in ETFs: best practices in selection, due-diligence & monitoring »

  • Understanding what an index brings to your portfolio.
  • Quantitative ETF selection, understanding the criteria that matter.
  • How conduct an efficient qualitative ETF due diligence and organize the execution.

SPEAKER:

Julien SCATENA, Client solutions & Platform specialist - TRACKINSIGHT

Social Media

Delegate fee

€ net of VAT € VAT included

Preferential category

Pension schemes, charities, endowments, foundations, insurance companies, single family offices, financial executives from non-financial companies, private banks, investment banks, multi-management companies)

0 0

Non preferential category

All other delegates

800 € net of VAT 960 € VAT included

Registration

Registration closed

Pictures

Vidéos

LYXOR

Voici le lien de la vidéo Lyxor :
Investor perceptions about ETFs and smart beta strategies - Presentation of the results of the 10th EDHEC European ETF and Smart Beta Survey
Investor perceptions about ETFs and smart beta strategies - Presentation of the results of the 10th EDHEC European ETF and Smart Beta Survey

Laurent TROTTIER, Global head of ETF, Indexing & Smart Beta Management - AMUNDI / Felix GOLTZ, Head of applied research - EDHEC-RISK INSTITUTE & Ph.D., Research director - ERI SCIENTIFIC BETA

Investor perceptions about ETFs and smart beta strategies - Presentation of the results of the 10th EDHEC European ETF and Smart Beta Survey

Laurent TROTTIER, Global head of ETF, Indexing & Smart Beta Management - AMUNDI / Felix GOLTZ, Head of applied research - EDHEC-RISK INSTITUTE & Ph.D., Research director - ERI SCIENTIFIC BETA
Practical implementation of smart beta exposures
Practical implementation of smart beta exposures

Dr. Pawel JANUS, Head Passive & ETF Investment Analytics - UBS ASSET MANAGEMENT / Andrew WALSH , UK market head - UBS ASSET MANAGEMENT

Practical implementation of smart beta exposures

Dr. Pawel JANUS, Head Passive & ETF Investment Analytics - UBS ASSET MANAGEMENT / Andrew WALSH , UK market head - UBS ASSET MANAGEMENT
Navigating the index and ETF revolutions
Navigating the index and ETF revolutions

Moderator: Anuj GANGAHAR, European investing editor - THE WALL STREET JOURNAL / Speakers: Jean-René GIRAUD, Co-founder & CEO - TRACKINSIGHT / Jaime PEREZ MAURA, Business development & Sales planning - ALLFUNDS BANK SA / Richard FLAX, CIO - MONEYFARM / Eric PINN, Managing director and Head of UK distribution - BARCLAYS WIM

Navigating the index and ETF revolutions

Moderator: Anuj GANGAHAR, European investing editor - THE WALL STREET JOURNAL / Speakers: Jean-René GIRAUD, Co-founder & CEO - TRACKINSIGHT / Jaime PEREZ MAURA, Business development & Sales planning - ALLFUNDS BANK SA / Richard FLAX, CIO - MONEYFARM / Eric PINN, Managing director and Head of UK distribution - BARCLAYS WIM
Smart Beta & factor investing: rational expectations, mis-pricing and implications for investors
Smart Beta & factor investing: rational expectations, mis-pricing and implications for investors

Moderator: Robin POWELL, Director - EMBER TELEVISION & REGIS MEDIA / Speakers: Maxime BONELLI, Research & Development - KORIS INTERNATIONAL / Olivier ROUSSEAU, Executive director - FONDS DE RESERVE DES RETRAITES / Laurent TROTTIER, Global head of ETF, Indexing & Smart Beta Management - AMUNDI

Smart Beta & factor investing: rational expectations, mis-pricing and implications for investors

Moderator: Robin POWELL, Director - EMBER TELEVISION & REGIS MEDIA / Speakers: Maxime BONELLI, Research & Development - KORIS INTERNATIONAL / Olivier ROUSSEAU, Executive director - FONDS DE RESERVE DES RETRAITES / Laurent TROTTIER, Global head of ETF, Indexing & Smart Beta Management - AMUNDI
Smart Beta in fixed-income
Smart Beta in fixed-income

Riccardo REBONATO, Professor of Finance - EDHEC BUSINESS SCHOOL and Member - EDHEC-RISK INSTITUTE

Smart Beta in fixed-income

Riccardo REBONATO, Professor of Finance - EDHEC BUSINESS SCHOOL and Member - EDHEC-RISK INSTITUTE
Easy diversification: Smart Beta multi asset ETFs
Easy diversification: Smart Beta multi asset ETFs

Robert ROE, Derivatives structurer - COMMERZBANK / Abdelilah EL HADFAOUI, Portfolio manager & Quantitative analyst - OSSIAM ETFS

Easy diversification: Smart Beta multi asset ETFs

Robert ROE, Derivatives structurer - COMMERZBANK / Abdelilah EL HADFAOUI, Portfolio manager & Quantitative analyst - OSSIAM ETFS
Institutional investing in ETFs: best practices in selection, due-diligence & monitoring
Institutional investing in ETFs: best practices in selection, due-diligence & monitoring

Julien SCATENA, Client solutions & Platform specialist - TRACKINSIGHT

Institutional investing in ETFs: best practices in selection, due-diligence & monitoring

Julien SCATENA, Client solutions & Platform specialist - TRACKINSIGHT

Sponsors

IN PARTNERSHIP WITH

  • TRACKINSIGHT
    TRACKINSIGHT
    TRACKINSIGHT
    Contact Commercial :
    Julien Scatena, Client Services - +33488728830 - julien.scatena@trackinsight.com
    TrackInsight is the first Exchange-Traded Funds (ETFs) analysis platform dedicated to professional investors, according to the MiFid definition. With relevant, accurate and independent analytics on over 3,500 ETFs listed in Europe and North America, TrackInsight brings ETF daily performances, flows and replication accuracy into the light for global investors.

SPONSOR PLATINUM

  • AMUNDI ASSET MANAGEMENT
    AMUNDI ASSET MANAGEMENT
    AMUNDI ASSET MANAGEMENT
    Contact Commercial :
    Charlotte BINCHE, Head of Branding & Digital Marketing - +33 1 57 72 08 00 - charlotte.binche@amundi.com
    The Amundi ETF, Indexing and Smart Beta business line is one of the group’s strategic business areas, with a total of 64bn US$ AuM1*. Built on strong commitments to cost-efficiency, innovation and transparency, the Amundi ETF platform is the fifth-largest ETF provider in Europe**, with 100 ETFs and more than 450 listings across Europe. For Indexing and Smart Beta, innovation and customization are at the core of the client-oriented approach. The objective is to provide investors with robust, flexible and highly cost-efficient solutions, leveraging Amundi’s pricing power and extensive resources, including first-class research capabilities in SRI and Factor Investing. *Source: Amundi ETF, Indexing & Smart Beta as of 31/12/2016 **Source: Deutsche Bank European Monthly ETF market review, December 2016

SPONSOR SILVER

  • COMMERZBANK
    COMMERZBANK
    COMMERZBANK
    Contact Commercial :
    Kelly HARPER, Business Development - +44 20 7475 9632 - kelly.harper@commerzbank.com
    Commerzbank AG is a leading international commercial bank with branches and offices in almost 50 countries. Equity Markets & Commodities (EMC), part of Commerzbank’s Corporate Clients segment, is a leading European manufacturer of financial products and a market maker. EMC issues and makes markets in 2500,000 securitised derivative products, ETFs, Mutual Funds, equities and listed options and is the leading market maker of ETFs in Europe. EMC’s extensive investment solutions can be tailored according to client need, and its investment products business encompasses fundamental research, advice and the design and distribution of investment products.
  • LYXOR
    LYXOR
    LYXOR
    Contact Commercial :
    Ben THOMPSON, Head of ETF Marketing +44 20 7676 6371 / +44 7875 462309 ben.thompson@lyxor.com
    Lyxor has been running ETFs since 2001, longer than any other European provider. Our pioneering spirit helped shape the market you know today. We’ve become one of Europe’s largest*, most liquid ETF managers2. And our far-reaching range spans all asset classes, and includes some of the largest and most efficient ETFs.** We now offer 200+ ways to explore markets. So, whether you’re seeking essential core index exposure, reaching out for more tactical opportunities or interested in smart beta, we have the product to match. *Source: Lyxor. Data refers to Assets Under Management. AuM as at 31/03/2017 is €56.5bn. **Source: Lyxor/Bloomberg. Data observed between January 2016 and December 2016.
  • UBS ASSET MANAGEMENT
    UBS ASSET MANAGEMENT
    UBS ASSET MANAGEMENT
    Contact Commercial :
    Florian CISANA, Investment Specialist, UBS ETF UK & Ireland - +44 20790 15398 - florian.cisana@ubs.com
    Index-tracking investment solutions have been a core competence of UBS Asset Management for over 30 years. As a leading fund house in Europe, UBS launched its first ETF in Europe in 2001 and is currently one of Europe’s foremost providers, and a dominant force in currency-hedged ETFs in the region. The range comprises more than 200 ETFs and offers investors a transparent and flexible opportunity to diversify their investments across key markets and all asset classes, including equities, bonds, real estate, commodities and alternative investments.

EXHIBITOR

  • MV Index Solutions
    MV Index Solutions
    MV Index Solutions
    Contact Commercial :
    Thomas KETTNER, Managing Director - +49 (0)69 4056 6950 - info@mvis-indices.com
    MV Index Solutions (MVIS), develops, monitors, and markets the MVIS Indices, a selection of pure-play, investable indices designed for exchange-traded products. In 2011, US-based investment manager VanEck launched MVIS with the goal of adding real value to an almost saturated index market. Since then we have provided sophisticated index tools that offer a more accurate representation of economies than traditional indices. We introduced blue chip indices with benchmark characteristics and our pure-play index concept has set a new industry standard.

WITH THE SUPPORT OF

  • IPE
    IPE
    IPE
  • JOBS IN ETFS
    JOBS IN ETFS
    JOBS IN ETFS

Contacts

Karine CHAUVIN
kchauvin@agefi.fr

Marine SENSER
msenser@agefi.fr