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Oil Trading and Risk Management Forum

Mon, 13 Sep - Tue, 14 Sep 2010

Houston, Texas, United States

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Keynote speakers:

How Should Financial Trades in Commodities be Regulated?:

Philip K. Verleger, Jr., Ph.D., David Mitchell EnCana Professor, Haskayne School of Business, University of Calgary
Bart Chilton, Commissioner, CFTC
Jeff Harris, Ph.D., Former Chief Economist, CFTC

Featured discussions/debates:

Evolution of Exchange Traded Funds Based on Oil Futures — Risk Mitigation or Risk Evasion?
Olivier Jakob, Managing Director, Petromatrix

High Frequency Trading, Co-Location, and Proximity Hosting — Technology, Risk Management Evolution
Greg Wood, Vice President, Advanced Execution Services, Futures and FX Electronic Execution Specialist, Credit Suisse Securities

How Should Financial Trades in Commodities be Regulated? OTC, Exchange Trading, and Position Limits
John Kingston, Global Director, News, Platts
John E. Parsons, Ph.D., MIT Sloan School of Management
Doug Hepworth, CFA, Director of Research, Gresham Investment Management
Michael Masters, Managing Member, Masters Capital Management, LLC
Ike Gibbs, Head, Global Compliance and Regulatory, ConocoPhillips Company
Kenneth M. Raisler, Partner, Sullivan & Cromwell LLP

Hedging in a Volatile Environment — Handling Complex Hedging Instruments and Implementing Technology Models
Glenn Hipp, Vice President, Supply Chain and Fuel, JetBlue Airways
Chris Thorpe, CFA, Managing Partner, HCEnergy, LLC
Steve Graham, Vice President, Fuel Purchasing, Schneider National, Inc.
Michael Baer, Managing Director, Fuel Administration, US Airways
Spyros Maragos, Ph.D., Manager, Quantitative Analysis, Chevron

PLUS! Expand your knowledge of enhanced trading and hedging tools as well as integrated risk management and compliance platforms:

Algorithms — Friend or foe?
Integrated price/market, credit, operational, and regulatory risk
Hedge exemptions — Who should be required to use and what’s the execution platform?
Consistency of hedging policies — Buying low and high
Margin call management
Interaction between fiscal and financial hedges
Improved use of VaR, sensitivity analysis, and stress tests
Alpha generation versus alpha preservation

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