09.50 - 10.45 |
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Volatile markets and the emergence of risks in the digital age
- Setting the scene with examples in a “tour de table”
- Forward-looking risk management: options and tools
- The impact of new technology on investing: digital investing and AI
- Using stress testing to enhance risk trend assessments
- Portfolio risk
- Dealing with political uncertainty
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11.15 - 12.05 |
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What drives risk management in other sectors of finance?
How are approaches to risk similar to, or different from those in asset management?
- Approaches to risk management and governance and risk management scope
- Hot topics in other sectors of finance
- Risk management trends outside of Europe
- Cultural understandings of risk
- Enterprise risk management vs financial risk management
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13.30 - 14.15 |
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Breakout Session I: “Managing portfolio risks in times of market volatility” (session repeated at 14.15 - 15.00)
- Managing the liquidity problem (Liquidity management in volatile times; Money Market Funds – Liquidity stress tests after the MMFR)
- Stress testing to support management of portfolio risks
- Risks during the end of the economic cycle (from bull to bear)
- Qualitative risk management (i.e., impacts from political/legal/regulatory risks on the portfolio)
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13.30 - 14.15 |
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Workshop II: Changing requirements for risk management professionals in Luxembourg? (session repeated at 14.15 - 15.00)
The impact of CSSF Circular 18/698 and other developments in asset management
- The Luxembourg risk manager – generalist, expert or limit controller?
- Does CSSF Circular 18/698 bring more responsibilities for risk managers/conducting officers for risk management?
- New technologies – new types of risk?
- Recruiting risk managers and other HR considerations
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13.30 - 14.15 |
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Workshop III: Real assets: managing risks for loan and infrastructure debt funds (session repeated at 14.15 - 15.00)
- The role of the risk manager in the investment process
- Case studies on escalating risks
- Life cycle considerations
- Managing illiquid asset classes
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15.30 - 16.15 |
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Regulatory developments
- The European regulatory framework and the Luxembourg regulator: overview and outlook
- ESMA consultation on sustainability
- Liquidity and leverage
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