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Event Date Wed Mar 4 EST - Thu Mar 5 EST (almost 2 years ago)
Region All

As synthetic markets have become more developed, investors are able to build more robust programs incorporating granular asset allocations and sophisticated strategies. In this webinar, we will discuss common risks including equity market, duration, currency, and liquidity risks and how derivatives can be utilized to manage these risks in a cost efficient manner. While there are risks associated with derivatives, when used properly derivatives are a powerful tool that can help investors effectively manage undesirable risks in their portfolio. In addition to managing the desired risk, a key element of a derivatives strategy is to manage the portfolio in the most cost efficient way possible.

In this webinar, we plan to address the following topics:

• How cash securitization, rebalancing, and portable alpha programs can be structured to work as a single program to create a more efficient portfolio
• The role of over-the-counter versus exchange traded derivatives
• How a derivative implementation partner can help streamline plan adjustments and effectively manage risk exposures
• The importance of documentation, risk controls, and performance measurement for overall program success


2020 Speakers

David Eichhorn, CFA
President and Head of Investment Strategies, NISA

Ann-Marie Gehring, CFA
Senior Manager, Client Services, NISA

Rick Ratkowski, CFA
Director, Investment Strategies, NISA

Sponsors & Partners

2020 Sponsor