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
You must be a member of GARP in order to register. Join our
organization free of charge by visiting:
http://www.garp.com/membership/benefits.aspx
For more information, please contact GARP Regional Director, Vienna,
Austria Chapter: Eugen Puschkarski - eugen.puschkarski(a)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(a)oenb.at
http://www.oenb.at (
http://www.oenb.at/ )