Save The Date: Oct. 21, 2020 10:00 CET (please register here)

Cube Finance is pleased to invite you to the webinar “Tools for managing Risk in listed derivatives”.

This webcast, open to all risk and portfolio management professionals in the fund management industry, will illustrate how to manage a portfolio using mostly listed derivatives (options and futures)

  • Typical strategies:
    • Long / short with index and/or bond futures
    • Delta neutral selling of options on stock indices
    • Directional strategies using options on stock indices.

-The accent will be placed on pre and post-trade risk management controls;

-Scenario Analysis: how to use “what-if” analysis to foresee potential losses in case of adverse market moves

-Sensitivity analysis: using Greeks to analyze portfolio’s overall risks with respect to market variables (interest rates, volatility, prices, time)

-VaR analysis: use of historical simulation VaR by the Risk Manager to synthetically monitor portfolio risks on an ongoing basis

-Potential or actual VaR breaches: can they be resolved, and how?