Luc Neuberg, ALRiM

Luc Neuberg Luc Neuberg is CEO and Head of Risk Management at BCEE Asset Management, the Management Company of the Banque et Caisse d’Epargne de l’Etat, Luxembourg (BCEE). He joined the firm in 2006. Previously he was Managing Director at Fortis Investments Luxembourg and Head of Risk Management for the Multi Management department. M. Neuberg is involved in different research projects and teaches at University in Belgium and France. He is chairman of the Board of the Luxembourg Association of Risk Management (ALRiM). He holds a Ph.D. in Management Sciences from the University of Namur and a degree in engineering from the University of Liège.
09.00-09.20

Opening speech

  • Denise Voss

    Denise Voss Chairman Association of the Luxembourg Fund Industry (ALFI)


09.25-09.55

Holistic View on Risk Management in Luxembourg


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


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

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