ALFI European Risk Management Conference
A multifaceted perspective
Gildas is Director Risk Management and Conducting Officer of BlueBay Funds Management. Before joining BlueBay, Gildas was Head of Industry Affairs of the Luxembourg funds trade association, ALFI, and lead the regulatory advocacy, industry advisory and representation on topics including risk management, valuation, liquidity management, and costs and fees among others. Formerly , Gildas was Senior Manager at Deloitte Luxembourg within the Capital Market department of the advisory practice, responsible for risk management advisory and quantitative solutions for the investment fund industry. Prior and aside to these mandates, Gildas is from an academic background in empirical quantitative research. Gildas teaches at several higher education institutions financial economics related modules and holds a Master degree in finance from the University of Durham (UK) and obtained a Ph. D degree from the University of Maastricht (NL) for his applied research on risk management and option markets which has been published in international academic journals.
Speaking at
Several supranational entities have concomitantly launched consultations, suggesting that funds could constitute a threat to financial stability. While the targeted institutions, under the label “non-banking financial intermediations” go beyond fund managers only, the sheer size of the industry is often mentioned and most questions are directly addressed to UCIs. In this panel, participants will explore the initial hypotheses of the supranational entities and examine the supranational arguments concerning the alleged sources of macroeconomic risk. Participants will also consider the potential practical day-to-day consequences of such supranational entity initiatives for fund and risk managers in terms of leverage monitoring, capital adequacy, liquidity requirements, reporting, and central supervision.
Vice President, Senior Legal Counsel
Director Risk - Conducting Officer
Director
Managing Director, Global Public Policy
Head of Research, ECMI; and Research Fellow, Financial Markets and Institutions Unit, CEPS