Benjamin Gauthier, PwC

Benjamin Gauthier Benjamin is Partner in the FS consulting team of PwC Luxembourg. His main areas of expertise are:
  • Private Equity: Governance, substance, Risk Management and operations;
  • Risk Management and governance for the Asset Management (AM) industry;
  • Regulatory/Transparency reporting: AIFMD reporting, PRIIPS/KID, UCITS KIID.
He is Board member of the ALRiM, an active member of the ALFI/AIFMD sub-group focusing on Risk Management, AIFMD reporting and PRIIPS.
09.55-10.40

Round Table Discussion - Risk Management: a key pillar of the governance model

  • Risk management models
  • Roles & responsibilities of the ManCo Board
  • Relation between Board of Funds and ManCo
  • Roles & responsibilities of the Conducting Officers
  • Local substance requirements
  • Parent Companies/Branches/Subsidiaries
  • Risk Management, compliance & internal Audit

13.35-14.20

BREAKOUT SESSION 1: Stress testing & VaR model backtesting C.S.I. - Practitioners thoughts


13.35-14.20

BREAKOUT SESSION 2: Risk modeling for Alternative Assets (PE & RE) - A theoretical hardship and a challenging practice

  • Focus on liquid/real estate
  • To what extent can quantitative models be applied to real assets?
  • Practitioner approach
  • Dr. Jörg Henzler

    Dr. Jörg Henzler Professor of Economics and Financial Markets & Member of the Board Luxembourg Investment Solutions S.A.


14.50-15.50

Delegation & Oversight - Current thinking & possible scenarios for UK based Asset Managers

  • Investment Management – role of the investment advisor
  • Central administration (Accounting,TA)
  • Marketing & Distribution
  • Custodian/Depositary
  • ESMA-General principles on supervisory approach to relocations from UK
  • ALFI guidelines:Principles of the oversight of financial
    intermediaries

Also speaking at