Financial Events International
Structured
Products Tailor-made solutions
to enhance the performance of a portfolio
Chaired by: 23 & 24 Septemb er 2008
Warwick Hotel
Mr Franç ois Bloch 14, Rue de Lausanne
Chief Investment Officer G eneva - Switzerland
Amas Bank
Dr. Dirk Soehnholz (G ermany) Mr Franç ois Bloch (MBA/EMBA) (Switzerland)
Managing Partner, Chief Investment Officer,
Feri Institutional Advisors GmbH Amas Bank
Mr Romeo Battigaglia (Italy) Mr Will Oulton (United Kingdom)
Partner, Managing Director,
Simmons & Simmons CRG Advisory Services
Mr John Davies (United Kingdom) Mr Tim Mortimer (United Kingdom)
Managing Director, Managing Director,
Standard & Poor's Index Services, Europe Future Value Consultants
Mr Adrian Cravchinsky (United Kingdom) Mr Sebastian Wuert (Switzerland)
Director - Structured Products, Managing Director,
London & Capital Man Investments
Mr Fabrice Z amboni (France) Mr Vassilios Pappas (G ermany)
Head of N ew Product and Structuration, Managing Director,
Olympia Capital Management Assenagon Asset Management S.A
Mr Peter Keller (Switzerland) Dr. Marcel R. Jung (Switzerland)
Head Operations & Standards, International Tax Lawyer,
Swiss Structured Products Association Reichlin & Hess
Mr Fabien Carruzzo (United States of America) Mr Steven C. Bennett (United States of America)
Associate Partner,
Kramer Levin Naftalis & Frankel LLP
Jones Day
Our partners
Our sponsor
www.torbeylaw.com
Programme · Linking Stockmarket performance to ESG - The
Index Model
Mr John Davies (United Kingdom)
Managing Director
DAY ONE 23rd September 2008 Standard & P oor's Index Services, Europe
11:45 Hedge Fund linked products
09:00 Chairman’s welcome & opening remarks
· Hedge Fund linked products
Mr Franç ois Bloch ( MBA / EMBA ) (Switzerland)
Chief Investment Officer · New Trends in Hedge Fund SP
Amas Bank · Alpha Product
· Volatility products
09:10 130/30, Hedge fund replication and other new · Practical examples
topics: what is really b ehind all this?
· New accounting and tax solutions for hedge fund
· Clearly increasing demand for alternatives, Structured products fund
especially from institutions
Mr Fabrice Z amboni (France)
· Increasing supply in structured products and Head of New Product and Structuration
listed Alternatives Olympia Capital Management
· Limited quality supply in Alternatives
· Selection of offers becomes even more
complicated than today 12:30 Lunch
· Are relations with product providers becoming
more important again?
· Which specific strategies are especially attractive: 14:00 Outperformance under all market
real estate opportunity funds, long-bias circumstances
hedgefunds, microcap private equity
cleantech venture? · The right commodity product to take advantge
from "contango"
Dr. Dirk Soehnholz (Germany) · Leveraged outperformance on equity indices
Managing Partner with 100% capital guarantee
Feri Institutional Advisors G mb H
· Interest rates with Libor +400 bp
· Rainbow notes, let the market decide, which
gets the highest allocation
09:55 Topic to b e confirmed
· "CPPI" the magic wonder toy
Mr Adrian Cravchinsky (United Kingdom)
Director - Structured Products Mr Franç ois Bloch ( MBA / EMBA ) (Switzerland)
London & Capital Chief Investment Officer
Amas Bank
10:40 Coffee b reak 14:45 Structured products linked to SRI - Clean
Technology indices
11:00 Innovations in ESG for emerging markets · To be confirmed by the programme manager
· Basic Concepts - "ESG 101" Mr W ill O ulton (United Kingdom)
Managing Director
· Evolving focus and resulting business case CR G Advisory Services
for ESG
15:30 Coffee b reak
15:45 Synthetic Investing and Financing through
Derivatives
· Total Return Swaps
· Use of leverage to maximize return
· Credit default swaps and Loan credit default
swaps
· Recent developments in the credit derivatives
industry
Mr F abien C arruz z o (United States of America)
Associate
Kramer Levin Naftalis & Frankel LLP · Alternative Assets in Structured Funds -
Infrastructure & Commodity
16:30 Cocktail Mr V assilios Pappas (Germany)
Managing Director
Assenagon Asset Management S.A
DAY TWO 24th September 2008 10:40 Coffee break
09:00 Chairman’s Introduction 11:00 The SSPA as a support for the structured
Mr Franç ois Bloch ( MBA / EMBA ) (Switzerland) products market and its issuers
Chief Investment Officer · Categorization Model
Amas Bank · Market Development, Statistics, Trends
09:10 Structured P roducts on Hedge Funds Mr Peter K eller (Switzerland)
Head Operations & Standards
Swiss Structured Products Association
· Challenges faced when doing structured
products on hedge funds
· The added value of such products for investors 11:45 Regulations affecting structured products
· Capitalizing on inherent features/characteristics business in Italy and recent developments:
of hedge funds when constructing structured · MiFID implementation
products
· Status of UCITS III regulation development
Mr Sebastian W uert (Switzerland) · Specific features of the insurance financial products
Managing Director regulation (unit and index linked insurance policies)
Man Investments
Mr Romeo Battigaglia (Italy)
Partner
Simmons & Simmons
09:55 Innovations in Structured Funds
· Trends in the Structured Funds industry
12 :30 Lunch
· Use of Derivatives in Structured Funds
· Innovations in Indexing that benefit
Structured Funds 14:00 Rating & assessing structured products
· Satisfying MiFID & good practice for issuers
· Price transparency & secondary markets
· Analysing prod. Suitability & returns for advisors
and investors
Mr Tim Mortimer (United Kingdom)
Managing Director
Future Value Consultants
>>>
14:45 Taxation of Structured Products in 15:45 Topic to be confirmed
Switzerland
· Choice of law / choice of forum in structured
· Swiss private and Swiss institutional investors transactions (and why those choices matter
· Swiss national taxation and Swiss treaty aspects in litigation)
· Swiss Derivative Map and structured products · V arious theories of liability associated with failed
linked to alternative investments structured products transactions
5
· FTA Circular Letter N o 1 , FTA N otice of · Damage calculations related to failed transactions
2 6 February 2 0 0 8 , SFA Circular of 4 0 /9 8
· Best practices for avoiding litigation
· EC Savings Tax
· Swiss and non-Swiss issuers Mr Steven C. Bennett (United States of America)
Partner
Dr. Marcel R. Jung (Switzerland) J ones Day
International Tax Lawyer
Reichlin & Hess 16:30 Close of the conference
15:30 Coffee break
Financial Events International
Structured products: Tailor-made solutions to enhance
the performance of a portfolio
Hotel Warwick***** 14, Rue de Lausanne, 1201 Geneva - Switzerland
*
Please contact us for special hotel rates – e-mail: taneena@financial-events.ch
Standard registration rate: 1700 Eur / 2655 USD / 1345 GB£ / 2750 CHF
For 2 Associates (1200 EUR /person) : 2400 Eur / 3740 USD / 1900 GB£ / 3890 CHF
For 3 Associates (1000 EUR /person) : 3000 Eur / 4675 USD / 2375 GB£ / 4865 CHF
For 4 Associates (800 EUR /person) : 3200 Eur / 4985 USD / 2530 GB£ / 5190 CHF
B ank transfer details:
CREDIT SUISSE, Lausanne, Switzerland
SWIFT: CRESCHZZ80A
Please register the following delegate for this conference:
IBAN: CH1104835071801962000 (U)
CH5404835071801962002 (USD)
Name : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
CH8104835071801962001 (GB£)
Title : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CH4504835071801961000 (CHF)
Company : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Address : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
City / State/ Zip Code : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
E-Mail : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Phone/Fax : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Place / Date/ Signature : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Financial Events International
150, Route de Ferney - Case Postale 2100 - 1211 Geneva 2 - Switzerland
Tel: +41 22 310 92 50 - Fax: +41 22 545 77 45 - www.financial-events.ch
Refund Policy:
There will be no penalty for cancellations received before 30 days prior to the first day of the conference. The full amount will be refunded
No refund will be issued for cancellations received less than 29 days before the first day of the conference. In that case registrants will be provided with a one year valid
conference ticket to be used for one of our forthcoming events
All cancellations must be sent in writing via fax: 004122 545 77 45 or e-mail at registration@financial-events.ch