Vienna, Austria Chapter Meeting
Portfolio Protection Models: Theoretical and Practical Aspects of Constant Proportion Portfolio Insurance (CPPI)
When: Tuesday, April 28th, 2009 Time: 6:00PM - 9:00PM Where: BAWAG PSK Invest Fleischmarkt 1, 2nd Floor, 1010 Vienna, Austria
Topic:
Portfolio Protection Models: Theoretical and Practical Aspects of Constant Proportion Portfolio Insurance (CPPI)
Speakers:
- Robert Gerö, Risk Controlling BAWAG PSK Invest - Andreas Bichl, Quantitative Research BAWAG PSK Invest - Bernhard Greifeneder, Quantitative Research BAWAG PSK Invest
Synopsis:
This presentation covers a brief overview of portfolio protection models in the first part and focus on theoretical and practical aspects of CPPI in the second part. - Setting up a CPPI (m-factor consideration) - Running a CPPI (duration of risk free assets) - Factors of success (yield & volatility)
Registration Fee: Free
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For more information, please contact GARP Regional Director, Vienna, Austria Chapter: Eugen Puschkarski - eugen.puschkarski@oenb.at Please click here to register ( http://www.garp.com/membership/OnlineRegistration.aspx )
Mag. Eugen Puschkarski, FRM ______________________________________ Oesterreichische Nationalbank
Financial Statements and Treasury Risk Monitoring Division
Otto Wagner Platz 3
A-1090 Vienna, Austria Phone (+43-1) 40420-7731 Fax (+43-1) 40420-7799 e-mail: Eugen.Puschkarski@oenb.at http://www.oenb.at ( http://www.oenb.at/ )