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Fund Strategies I (2008)   Fund Strategies II (2009)   Fund Strategies IV (2011)   Fund Strategies V (2012)  
Tuesday, November 23, 2010

"B&M Theocharakis
Foundation for the
Fine Arts and Music"


9 Vas.Sofias Av. & Merlin Str.
106 71, Athens


Organized by Derivatives
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Speakers of Panels   Coordinators of Panels
Allen Ed   Goudinakos Stratos
Ambrosiadou Elena   Dr. Visvikis Ilias
Ladopoulos Athanasios    
Lekkos Ilias, Ph.D.    
Mayell Olivia    
Minali Alberto    
Monokrousos Platon, Ph.D.    
Mylonas Paul, Ph.D    
Siokos Stavros, Ph.D    


 
Allen Ed - Director EMEA OTC Clearing
Bank of America Merrill Lynch

  Ed Allen has spent 14 years in the in wholesale capital markets, and now leads the client engagement in EMEA for Bank of America Merrill Lynch on clearing of OTC derivatives. Ed led the design and implementation of the front to back client clearing solution for OTC derivatives at BofA Merrill Lynch in 2009.

Prior to this role, Ed worked for Ernst & Young as a chartered accountant, and then a consultant to several leading investment banks including BofA Merrill Lynch. His experience is centred on the management of counterparty risk in traded markets, and has included the development of financial models for CVA trading desks, the implementation of Basel II, and independent price verification

for complex rates and credit products. In the early part of his career Ed worked for 2 years on the development of the CLS service, including licensing CLS Bank by the New York Fed. Ed is a Chartered Accountant.


The implications of regulatory reform on the OTC markets in relation to Credit and Rates

Description of the topic will be announced soon



 
Ambrosiadou Elena - Founder, Group Chairman and CEO of IKOS

  Elena has over 25 years of Hedge Fund, management and trading experience having held international management positions with British Petroleum in the UK, Australia and the US as well as management consulting with KPMG in Bahrain. Elena is a frequent speaker at many hedge fund events being recognized as a successful entrepreneur and one of the pioneers of the hedge fund industry.

With over 85 professionals dedicated to investor service, IKOS operates a global infrastructure from its Cyprus headquarters, utilizing execution sites and research facilities in a number of locations including New York, Tokyo, London, Vienna, and Monaco.

IKOS is registered as an Investment Adviser with the U.S. Securities and Exchange Commission, is a National Futures Association member registered with the U.S. Commodity Futures Trading Commission as a Commodity Pool Operator and Commodity Trading Advisor, is authorized and regulated by the Cyprus Securities and Exchange Commission, operates within the European MiFID framework, is a member of the Hedge Fund Standards Board, completed SAS 70 Type 1certificaltion and in the process of completing SAS 70 Type 2 certification. IKOS investment products include Fund Classes listed on the Irish Stock Exchange and offering monthly liquidity with daily performance reporting. The firm also advises managed accounts, and its strategies are available on leading managed account platforms.

IKOS covers a global investor base, currently with U.S. $2.2 billion assets under management. IKOS has been trading currencies for over 13 years. Its hedge fund approach to currency trading, coupled with an innovative, globally-distributed execution platform and enhanced risk control systems, produce a consistent risk/return profile.


Quantitative market analysis and quantitative trading as a source of Alpha in the Hedge Fund industry

Description of the topic will be announced soon



 
Goudinakos Stratos - Board Member ATE Bank

  Goudinakos Stratos,a veteran floor trader, has been actively involved in Investment Banking and Asset Management for over 18 years.

Started out at London's LIFFE as an options market maker/Director of Investments, built and managed complex derivative portfolios (inter - intra volatility spread structures).

On his return to Greece joined NBG Group, Head Derivatives & Proprietary Trading; managed the desks of market making, arbitrage and sales, set up an international prop desk and was also responsible for hedging the bank's bond book.

In succession moved to NBG's asset management, Chief Investment Manager.

Then, participated (partner) in the buyout of an investment company and its extensive restructuring; in addition, developed and started up Ulysses Global Macro Hedge Fund which invested mainly in high grade markets on currencies, bonds, stocks, indices and commodities.

Moreover, a member of the Investment Committees of International Hedge Funds and an active Investor in World markets. Currently, a Board member of ATE Bank.

Holds a Diploma in Chemical Engineering of Patras University in Greece, a DBA from Cardiff Business School University of Wales, and an MBA from CASS Business School of City University; also, holds certificates from TEE, SFA and the HCMC in Market Making & Asset Management.


Coordinator



 
Ladopoulos Athanasios - Senior Partner & Senior Portfolio Manager at
Swiss Investment Managers GmbH

  Athanasios Ladopoulos is the Senior Partner and Senior Portfolio Manager of Swiss Investment Managers (SIM) and Chairman of the Directors Dealings Fund (DD Fund). He is a Greek national with over eighteen (18) years of professional experience in fund management and equity research. He holds an MSc in Intelligent Management Systems - AI & Neuron Networks - from South Bank University, UK, and a BSc(Hons) in Information Systems Analysis & Design from the North College, Greece. He was more recently the Lead Portfolio Manager of several of ACMH and Xanthus Group's funds and initiated an MBO (Management Buy Out).

Before that he was the Lead Portfolio Manager of Kinetic Special

Situations, a London-based event driven hedge funds. Prior to that, he was Head of Research at Claridge Capital hedge fund and a futures trader for First Continental Trading based in London. Mr. Athanasios T. Ladopoulos has also worked for Lazard Capital Markets, where he was Associate Director Responsible for Pan-European TMT equity research. Mr. Athanasios T. Ladopoulos spent the early part of his career at the Abu Dhabi Investment Authority (ADIA) where he shared responsibility for their asset allocation and investment activities in Europe. Mr. Athanasios T. Ladopoulos has a solid understanding of Portfolio, Risk, and Money management with a profitable track record.


The Directors Dealings Fund - The Investment Methodology that focuses on the transactions of Executive Directors

The first and only fund of its kind in Europe based on a unique investment methodology that focuses on the share transactions of Executive Directors. The Vital Few vs the Trivial Many or otherwise the Executive Directors vs the great majority of the institutional and retail investors. Unquestionably those who know best are the Vital Few and those who commonly make mistakes are the Trivial Many. The fund is a unique DIVERSIFICATION proposition, with limited market correlation, no leverage, no use of derivatives or structure products, with a methodology based return over the last 10 years of 640% or 19% y-o-y, and without a single negative year. A plain vanilla Long/Short.



 
Lekkos Ilias, Ph.D. - Director Economic Analysis and Markets Division
Piraeus Bank

  Mr. Lekkos started his career in 1998 at the Bank of England, working first at the Monetary Instruments and Markets Division and subsequently at the Financial Industry and Regulation Division. At the same time he was a participant at the Models Task Force (MTF) of the Bank of International Settlements (BIS) responsible for drafting the New Basel Accord for Banking Supervision (Basel II).

In 2003, he moved on to Halifax - Bank of Scotland Treasury Services where he worked as a Manager at the Credit Risk Management division.

In 2004, he started working for Standard & Poor's as an Associate

Director in the division of Structured Finance Ratings Services.

Between 2005-2007 he worked for EFG Eurobank as a Senior Economist at the Division of Research and Forecasting.

Mr. Lekkos holds a Bachelor's degree in Economics from Athens University of Economics and Business, an MSc in Economics and Finance from Warwick University and a Ph.D. in Finance from Lancaster University.

His research has been published in a number of academic journals.


Macroeconomic Developments & Asset Allocation in US & EU



 
Mayell Olivia - Vice President and Client Portfolio Manager for
Global Convertible Bonds at JPMorgan Asset Management

  Olivia Mayell, vice president, is client portfolio manager in the Global Multi-Asset Group, based in London, responsible for the range of products with particular focus on convertible and total return accounts. An employee since 2000, previously Olivia was a client portfolio manager for the global equity product range at J.P. Morgan Asset Management, particularly the dynamic and convertible portfolios. Olivia obtained a BSc (Hons) in Natural Science from Durham University.


Global Convertible Bond Market. Recent Trends and Opportunities

Olivia Mayell, Vice President and Client Portfolio Manager responsible for Global Convertible Bonds at JPMorgan Asset Management, will outline opportunities in the global convertible bond market.

Olivia will explain the different features of the asset class and why it has been in such demand in recent years.

She will particularly focus on the current market environment, looking at valuations and yields, and place this in a global context.

She will review the situation in Europe given recent scrutiny where the CB market has also had its challenges.

She will also identify recent trends and opportunities in this exciting asset class following significant global interest from investors.



 
Minali Alberto - Founding Partner, Eskatos

  Alberto Minali has over 15 years of experience in insurance and financial risk management. Alberto began his career in 1991 with Generali in Trieste before joining the London branch of Generali to manage and to develop various portfolios and accounts. At the UK Branch he was in particular in charge of the Eastern European and Caribbean P&C Reinsurance Portfolio and he was leading the P&C Reserve team. In 1996 he was an assistant to the managing director in charge of the international division of Generali and involved in the acquisition of German insurance group AMB as well as the formation of various holding structures in Austria, Germany and Switzerland.


In 1998 Alberto joined INA Group as head of corporate finance where among others he developed and managed portfolios of insurance linked securities. After being head of IPO Group for Societa Cattolica di Assicurazione, Alberto worked five years for Allianz-RAS as head of capital and value management where he developed actuarial, financial, operational risk model for life and non-life businesses as well as model and quantitative theory for pricing and risk management of earthquake and flood risk for the Italian non-life portfolio. In 2005, Alberto joined Eurizon Financial Group first as chief financial officer (CFO) of the insurance entity Eurizon Vita and then also as chief investment officer (CFO) where he has overall responsibility on capital measurement and allocation, strategic allocation, investments of insurance assets and prop portfolios (in excess of EUR 40 billion) and product development. In 2008 Alberto founded Katarsis Capital Advisors.

Alberto is graduated in Economics from L. Bocconi University, Milan (Italy) and has studied at Yale University, Connecticut (USA) and Brandeis University, Massachusetts (USA). Alberto is a CFA charterholder and published numerous articles on economics and quantitative analysis.


ILS (Insurance Linked Securities) market as an alternative decorrelated asset class

Description of the topic will be announced soon



 
Monokrousos Platon, Ph.D. - Assistant General Manager, Head of Financial Markets Research Division. EFG Eurobank Ergasias

  Dr. Platon Monokroussos currently works as Head of Financial Markets Research with EFG Eurobank Ergasias in Athens.

Before joining EFG Eurobank Ergasias, he held high-level positions in several leading financial institutions including ABN AMRO and Bank of America.

Mr. Monokroussos holds a Bachelor's degree in theoretical Mathematics and two Master's degrees (Economics and Business Administration).

He has also received his Ph.D. from the National and Kapodistrian

University of Athens, Dept. of Economics.

Over the past several years, Mr. Monokroussos has participated as a speaker in numerous economic forums in Athens and other major European cites and he has regularly been cited in the local and international financial press and newswires.


Global Economy & Markets. EMU Sovereign Debt Crisis. Implications & Challenges Ahead

Description of the topic will be announced soon



 
Mylonas Paul, Ph.D. - Chief Economist and Chief of Strategy for the Group & Head of Investor Relations. National Bank of Greece

  Paul Mylonas is currently Chief Economist of the Group, Chief of Strategy, and Head of Investor Relations at the National Bank of Greece.

He is Secretary of the Executive Committee, runs the Investment Committee and is a member of the ALCO Committee of the Group.

He is a member of the Finansbank Board. He is also a member of the Economic Advisory Boards of IOBE and the Hellenic Banks' Association.

From 1995 - 2000, he held the position of senior economist in the

Economics Department of the OECD where he worked in the Money and Finance Division, and was head of the Greek and Spanish desks.

He also served as the OECD representative on the G-10 Secretariat.

Prior to that, he worked at the International Monetary Fund (1987-1995).

There, as a senior economist, he was desk officer for Poland in the European Department.

He also worked in the Fund's Policy Development and Review Department.

From 1985-1987, he was visiting Assistant Professor at the Department of Economics in Boston University.

He holds a PhD and MA in Economics (Princeton University) and B.Sc. in Applied Mathematics (Magna cum Laude and Phi Beta Kappa) - Economics (Brown University).


To be announced soon



 
Siokos Stavros, Ph.D. - Head of Asset Management
Wealth Management & Private Equity. Piraeus Bank

  Stavros Siokos,an established executive in the international banking market, has undertaken duties as Head of Deposits & Investment Management (Asset Management, Wealth Management, Private Equity, and Alternative Investments) in Piraeus Bank in April 2008.

Mr. Siokos holds an Electrical Engineering degree from the University of Patras, Greece, as well as a Master's degree in Computers and a Ph.D. in Operational Research from the University of Massachusetts, USA.

For many years he served as Managing Director with Citigroup,

London, where he was Worldwide Head of Sales regarding alternative stock exchange transactions, as well as head of the company's sales and acquisitions strategy teams, and head of the development and products strategy team for all pension funds and insurance companies in Europe.

Mr. Siokos is also the author of many academic papers and several books.


Opportunities in Greece during the Crisis

Description of the topic will be announced soon



 
Dr. Visvikis Ilias - Assistant Professor of Finance Academic Director
MBA in Shipping Program ALBA Graduate Business School (Greece)

  Director in Greece, MSc in International Shipping and Finance ICMA Centre-Henley Business School at the University of Reading (UK) and ALBA

Dr. Visvikis holds a B.Sc. in Business Administration from University of Aegean (Greece), a M.Sc. in International Financial Markets from University of Southampton, a M.Sc. in International Shipping from University of Plymouth, and a Ph.D. in Finance from City University Cass Business School, London. His doctoral thesis was financially supported by the North Atlantic Treaty Organization (NATO) and Ministry of Economy and Finance of Greece, under the Euro-Atlantic Partnership Council Research Fellowship.

He is elected as an Assistant Professor of Finance and is the Academic Director of the "MBA in Shipping" and "Diploma in Shipping Management Studies" programmes at ALBA Graduate Business School. Dr. Visvikis is also the Director in Greece of the "MSc in International Shipping and Finance" programme, jointly offered by ICMA Centre - Henley Business School at the University of Reading (UK) and ALBA. He has lectured at the Hellenic Open University, Erasmus University Rotterdam (MEL), University of Antwerp (ITMMA), World Maritime University, Cyprus International Institute of Management (CIIM) and University of Piraeus and tutored at City University Cass Business School.

During the last ten years, his teaching and research interests lie in the areas of financial and shipping derivatives, risk management, shipping finance and investments. His research work has been published in international refereed academic journals and practitioner magazines, in the areas of finance and shipping, like the Journal of Banking and Finance, European Journal of Finance, European Financial Management Journal, International Journal of Forecasting, Review of Derivatives Research, Derivatives Use Trading & Regulation, Multinational Finance Journal, Transportation Research-Part E Logistics and Transportation Review, International Journal of Transport Economics, Maritime Economics & Logistics, Maritime Policy and Management, Lloyd's Shipping Economist, among others.

His research work on shipping and financial markets has also been presented extensively in international academic and business conferences held in the USA, Europe, Asia and Australia. He is also the co-author of the "Derivatives and Risk Management in Shipping"; the first comprehensive book published in the area. He has served as a referee in several academic journals, a member of steering committees of international academic conferences, and also served as the chairman of the Annual Conference 2007 of the International Association of Maritime Economists (IAME), which was organized by ALBA for the first time in Athens, Greece during July 2007.

Finally, he has held posts in the Central Securities Depository of Greece and in the derivatives market of the Athens Exchange. At the same time, he has provided consultancy and executive training services to private companies in the areas of shipping finance and risk management.


Coordinator




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