March 31 - April 1 2026
| New York Marriott, Brooklyn Bridge
Decode the Market. Build the Future.Capture the Alpha.
Aous Labbane
Founder Jasmin Capital and ConsultancyDAY TWO I Wednesday April 1
9:30 AM PLENARY KEYNOTE SUPER PANEL 2.0: Rethinking Portfolio Construction: Risk, Uncertainty, and the Active Edge
• Are today’s risk models still fit for purpose in a world of regime shifts, policy shocks, and geopolitical stress?
• How do you define and manage “risk” when the biggest drawdowns are driven by uncertainty, tail events, and correlation collapse rather than standard de-viations?
• What does this mean for stress testing, scenario analysis, tail-risk hedging, and convexity strategies in modern portfolios?
• What role should explicit tail-risk and hedging strategies play in portfolio construction as growth weakens and macro uncertainty rises?
• How do you think about the cost of protection vs. the cost of not having it, and when should convexity and crisis protection be strategic rather than tactical?
• How is diversification evolving in a world shaped by geopolitics, climate risk, and new asset classes like digital currencies?
• Are traditional asset-class and factor diversification frameworks still working — or do we need to rethink diversification around risk regimes, macro themes, and structural exposures?
• What can active managers learn from behavioural finance when markets are increasingly driven by narrative, policy reaction, and crowding?
How do you design portfolios that are robust not just to economic risk, but to human behaviour, positioning, and reflexivity?
3:20 PM PLENARY SUPER PANEL: Macro in Motion: Portfolio Strategy, Asset Correlations, and Cross-Market Dynamics
1. Which macroeconomic forces: inflation, growth divergence, liquidity, fiscal policy, are currently shaping asset performance across FX, equities, commodities, and crypto? How do you identify when we are entering a new macro regime, and what that means for asset correlations?
2. Central bank policy remains a dominant force across markets. How do changes in rates, balance sheets, and forward guidance impact correlations between FX, equities, and risk assets? Are traditional diversification assumptions still holding?
3. How can investors structure portfolio strategies to optimise correlations between FX and other asset classes such as equities, commodities, and crypto? What role should FX play today: hedge, alpha generator, or macro expression?
4. Looking ahead 10 years, which structural macro themes: deglobalisation, energy transition, demographics, technological disruption — are most likely to reshape cross-asset correlations and portfolio risk? How should investors position for a world of more frequent shocks?
Check out the incredible speaker line-up to see who will be joining Aous.
Download The Latest Agenda
