Information Management Network

Frank J. Fabozzi, Inc. / Information Management Network
Supported By:

present
The Pro-Bowl of
Derivatives Risk Management: Products and Strategies
March 26-29, 2000 · Marriott’s Mountain Resort · Vail, Colorado

The Pro-Bowl of Risk Management features an Unprecedented Speaker Faculty Including:
Scott Gordon, Chairman of the Board of Directors, CHICAGO MERCANTILE EXCHANGE Joanne Hill, Co-Head Derivatives Strategies, GOLDMAN SACHS Professor Stephen Figlewski, Ph.D., NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS Gary Bland, Vice President-Trust Investments, BOEING COMPANY Albert S. Neubert, US Representative, SYDNEY FUTURES EXCHANGE Ruthann Moomy, Ph.D., CFA, Senior Vice President, CALLAN ASSOCIATES Jonathan Muehl, CFA, Investment Consultant, BUCK CONSULTANTS William Brodsky, Chairman and Chief Executive Officer, CHICAGO BOARD OPTIONS EXCHANGE Diane Garnick, Equity Derivatives Strategist, MERRILL LYNCH Professor Don Chance, Ph.D., CFA, First Union Professor of Financial Risk Management, VIRGINIA TECH Bill Miller, Independent Risk Oversight Officer, THE COMMONFUND	Philip McBride Johnson, LL.B., Practice Group Head - Derivative Products,SKADDEN, ARPS Murali Ramaswami, Global Head-Equity Derivative Research, LEHMAN BROTHERS INC. Professor Thomas Schneeweis, Ph.D., Center for International Securities & Derivatives Markets, UNIVERSITY OF MASSACHUSETTS John Norris, Chief Investment Officer, NATIONAL BENEFIT FUND Robert Arnott, Managing Partner and Chief Executive Officer, FIRST QUADRANT, L.P. Bruce I. Jacobs, Ph.D., Principal, JACOBS LEVY EQUITY MANAGEMENT James Bryant, Manager of Capital Markets, KINKO'S INC. Ira G. Kawaller, President, KAWALLER & COMPANY, LLC Maarten Nederlof, Managing Director, Pension Strategies Group, DEUTSCHE BANK ALEX.BROWN Sarah Orsay, Vice President, MORGAN STANLEY DEAN WITTER
THE PRO-BOWL OF DERIVATIVES RISK MANAGEMENT: PRODUCTS AND STRATEGIES FEATURES AN UNPRECEDENTED SPEAKER FACULTY INCLUDING:
Scott Gordon, Chairman of the Board of Directors, CHICAGO MERCANTILE EXCHANGE	William J. Brodsky, Chairman and Chief Executive Officer, CHICAGO BOARD OPTIONS EXCHANGE
Professor Stephen Figlewski, Ph.D., NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS	Gary Bland, Vice President, Trust Investments, BOEING COMPANY
Ira G. Kawaller, President, KAWALLER & COMPANY, LLC	Joanne Hill, Co-Head Derivatives Strategies, GOLDMAN SACHS
Albert S. Neubert, US Representative, SYDNEY FUTURES EXCHANGE	Diane Garnick, Equity Derivatives Strategist, MERRILL LYNCH
Robert Arnott, Managing Partner and Chief Executive Officer, FIRST QUADRANT, L.P.	Maarten Nederlof, Managing Director, Pension Strategies, DEUTSCHE BANK ALEX.BROWN
Bruce I. Jacobs, Ph.D., Principal, JACOBS LEVY EQUITY MANAGEMENT	Professor Don M. Chance, Ph.D., CFA, First Union Professor of Financial Risk Management, VIRGINIA TECH
KEYNOTE SPEAKERS INCLUDE:
William J. Brodsky, Chairman and Chief Executive Officer, CHICAGO BOARD OPTIONS EXCHANGE Scott Gordon, Chairman of the Board of Directors, CHICAGO MERCANTILE EXCHANGE Philip McBride Johnson, LL.B., Practice Group Head - Derivative Products, SKADDEN, ARPS Robert Arnott, Managing Partner and Chief Executive Officer,FIRST QUADRANT, L.P.
FROM ACADEMIA:
Professor Don Chance, Ph.D., CFA, First Union Professor of Financial Risk Management, VIRGINIA TECH Professor Stephen Figlewski, Ph.D., NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS Professor Alex Frino, Ph.D., UNIVERSITY OF SYDNEY AND VISITING ECONOMIST, SYDNEY FUTURES EXCHANGE Terry Marsh, UNIVERSITY OF CALIFORNIA AT BERKELEY AND QUANTAL INTERNATIONAL INC. Professor Thomas Schneeweis, Ph.D., Center for Int’l Securities & Derivatives Markets, UNIVERSITY OF MASSACHUSETTS Ira G. Kawaller, President, KAWALLER & COMPANY, LLC
From the Wall Street and Professional Communities:	From the Plan Sponsor, Corporate Treasury and Consulting Communities:
Murali Ramaswami, Global Head-Equity Derivative Research, LEHMAN BROTHERS INC. Diane Garnick, Equity Derivatives Strategist, MERRILL LYNCH Joanne Hill, Co-Head Derivatives Strategies, GOLDMAN SACHS Bruce I. Jacobs, Ph.D., Principal, JACOBS LEVY EQUITY MANAGEMENT Maarten Nederlof, Managing Director, Pension Strategies Group, DEUTSCHE BANC ALEX.BROWN Anthony Collins, Divisional Manager - Research and Development, SYDNEY FUTURES EXCHANGE Gus Fleites, Director of Exchange Traded Products, SSGA Bill Gleason, JP MORGAN Kevin Ireland, Managing Director- Derivatives Marketing and Research, AMEX William Miller, Vice President, MORGAN STANLEY DEAN WITTER Sarah Orsay, Vice President, MORGAN STANLEY DEAN WITTER Will Oulton, President, FTSE INTERNATIONAL US Rick Redding, Vice President, CHICAGO MERCANTILE EXCHANGE Michael Schanz, Managing Director, STOXX Aamir Sheikh, Senior Vice President of Enterprise Risk Management, BARRA Elise Hubsher, Vice President, JP MORGAN	Ruthann Moomy, Ph.D., CFA, Senior Vice President, CALLAN ASSOCIATES Jonathan Muehl, CFA, Investment Consultant, BUCK CONSULTANTS Joseph Nicholas, President, HEDGE FUNDS RESEARCH (HFR) CONSULTING Richard Pike, President, RP CONSULTING GROUP Gary Bland, Vice President-Trust Investments, BOEING COMPANY Jennifer G. Decker, Financial Risk Manager, CUMMINS ENGINE COMPANY Rob Fotheringham, Sr. Portfolio Manager - Derivative Investments, ONTARIO MUNICIPAL EMPLOYEES RETIREMENT SYSTEM Abdul Hameed Naz, Vice Chairman of Trustees, MONTGOMERY COUNTY (MARYLAND) RETIREMENT SYSTEM Michael Lombardi, CFA, Portfolio Manager-External Programs Fixed Income, FLORIDA STATE BOARD OF ADMINISTRATION Bill Miller, Independent Risk Oversight Officer,THE COMMONFUND John Norris, Chief Investment Officer, NATIONAL BENEFIT FUND John Quirke, Trustee, STATE OF CONNECTICUT Roger D. Shannon, CFA, Assistant Treasurer, BROWN-FORMAN CORPORATION Barbara Trott, Portfolio Manager, ONTARIO TEACHER’S PENSION PLAN Andre van den Berg, Manager of Equity Investments,STICHTING PENSIOENFONDS ABP Henry Wagner, Managing Director - Global Equities, CIGNA James Bryant, Manager of Capital Markets, KINKO’S INC.

Dear Colleague,

On behalf of Frank J. Fabozzi/Information Management Network, we are delighted to invite you to attend the Pro-Bowl of Derivatives Risk Management: Products and Strategies. This inaugural event will bring together a superb speaker faculty comprised of: pension plan sponsors, corporate treasurers, consultants, risk managers and academics to discuss leading edge strategies and products in the financial derivative marketplace.
The program has been created with the end-user in mind and offers comprehensive approaches to risk management derivatives as part of your overall investment strategy. Please take a moment to review the topics in this brochure. You will find an intriguing and educational agenda that covers all aspects from basic implementation issues to advanced synthetic techniques.
The Pro-Bowl also offers an extraordinary array of Feature Presenters. The conference will kick-off on Sunday evening with a Dinner presentation by Scott Gordon, Chairman of the Chicago Mercantile Exchange. Mr. Gordon will address “Derivative Risk Management in the 21st Century.” Monday’s schedule includes a Luncheon Presentation by William Brodsky, Chairman of the Chicago Board Options Exchange entitled “The Changing Face of Risk Management Marketplaces.” Monday also features a “Derivatives Debate” which will be moderated by Ruthann Moomy, Senior Vice President of Callan Associates and include diverging viewpoints from a Corporate Treasurer, a Plan Sponsor, An Exchange Professional and a Professor. Monday concludes with four case study presentations from derivative end users.
Tuesday and Wednesday’s program features presentations on “Model Risk in Derivatives and Risk Management,” by Professor Stephen Figlewski of New York University’s Stern School of Business and “Electronic Trading Platforms and E-Trading Systems-Changing the Face of the Financial Marketplace” by Philip McBride Johnson, formerly Chairman of the CFTC and now with Skadden Arps. Dr. Robert Arnott, Partner at First Quadrant, regarded as the father of asset allocation will also share his insights on investments and risk management.
As you can tell, we are excited about the extraordinary speaker faculty made up of visionaries and leading practitioners in the risk management community. With their assistance we have created what promises to be a dynamic and rewarding event. This outstanding program will also take place in Winter, at Vail Mountain, the ultimate destination for skiers of every level.
At a time when the challenge to ensure investment security and manage risk is an increasingly difficult one, an event such as this is invaluable. Let us help you prepare for that task.
We look forward to greeting you in March in Vail, Colorado.

Cordially,

Janet Tariska
Conference Producer
Cordially,

Todd V. Middlebrook
Director

ABOUT THE SUMMIT ORGANIZERS

Frank J. Fabozzi/Information Management Network (IMN), organizer of the Superbowl of Indexing, is the acknowledged market leader in organizing successful Investment Management Conferences. Dr. Fabozzi is an Adjunct Professor of Finance at Yale University’s School of Management whose lectures and books have helped shape current investment management practices. He has produced several standard reference works, including The Handbook of Fixed-Income Securities and The Handbook of Mortgage-Backed Securities. Additionally, he has authored and edited over fifty highly acclaimed books including Measuring and Controlling Interest Rate Risk. Information Management Network was established to offer educational conferences of the highest calibre for the global investment community. The company organizes approximately twenty investment management conferences annually across the United States and throughout the world.