Dr. Jörg Henzler, Luxembourg Investment Solutions S.A.

Dr. Jörg Henzler Dr. Jörg Henzler is Professor of Economics and Financial Markets at the University of Applied Sciences in Trier and a member of the Board of Directors of Luxembourg Investment Solutions S.A. He has 20 years of experience in capital markets and asset management and set up an independent Asset Management Company in 2001. Prior to this, Jörg was German Economist and Market Strategist for the Industrial Bank of Japan and JP Morgan. Apart from his considerable expertise in investment management, economics and asset allocation strategy, he has developed new quantitative Risk Management Models for alternative Investment Funds since 2013.
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