The SCI Pricing, Trading & Risk Management Seminar New York, March 29th 2012

Sponsored by:
Exhibitors:

This is an opportunity for networking and education for investors in structured finance. Sign up now to take part in this highly focussed event, catch up with industry friends and colleagues, find out where things are going and the discuss the latest market developments.

Free buy-side registration
Buy- and Sell-side and institutional investors are invited to attend free: email SCI for a registration code or call 800 347 0161 or 020 7061 6397 outside of the US

Vendors, lawyers etc can register at 20% off for a limited time

Registration

Agenda: (updated 22nd February)

8.30 Keynote speaker:  Adam Ashcraft, Federal Reserve Bank of New York, Senior Vice-President and Head of Structured Product Credit and Payment Risk (CPR)
Adam will address the key regulatory issues around the shadow banking system, with a focus on securitization.

09.10 Regulation
Building upon key points drawn from the key note speech, this panel discusses how is the market dealing with the current regulatory uncertainty. Which of the regulatory requirements under Dodd Frank and Basel III are likely to pose the greatest challenges for the sector in 2012?
Panel includes:
Chad Elson, South Street Capital Management

10.10 Break

10.30 Risk Management
What approaches are investors and dealers taking to identify and manage risk, in order to satisfy demands and deal with volatile markets? Expectations for the risk management challenges in the year ahead.
Panel includes:
Suhrud  Dagli, Riskspan
Takayoshi Wiesner, Mizuho Bank.
Representative from Moody's TBC

11.30 Break

11.45 Data and Pricing: the challenges and opportunities
What demand exists for loan level data (e.g. with Fannie Mae's recently releasing of single family tapes) and what are investors going to do with all this new data; do suitable analytical tools to enhance investors’ pricing and valuation needs exist yet?  Also, useful trading and pricing trends can be derived through TRACE for ABS reporting – are investors taking advantage of such transparency measures?

12.30 Distressed Investment Strategies 
A discussion on relative value opportunities across the ABS and structured credit markets for 2012. What opportunities and risks does the European sovereign debt crisis present for US investors?
Panel includes:
John Uhlein, Grenadier Capital
Paul Watterson, Schulte Roth & Zabel
John Pluta, Declaration
John Niblo, Nibco Consulting
Mark Abramowitz, S&P

13.30 Lunch

14.30 Supplying Demand: Real Money Investor Panel
Pension, insurance and investment managers discuss what they need from the ABS and CDO markets. How does the market and regulators ensure securitization stabilises and becomes an attractive, key mainstream investment once again? Is there a will at the highest level of Govenment to make this happen?
Panel includes:
Vincent Matsui, EIM
Manish Valecha, Gapstow Capital Partners
Stephen Ceurvorst, LCP Capital

15.30 Secondary Markets Trading
How active is the secondary market in 2012? What issues does the market face in relation to pricing and trading? Should the market as a whole promote transparency and ultimately put the needs of the wider investment community first?
Panel includes:
David Jefferds, Levitt Capital Management
Titus Purdy, S&P
Representative TBC from Moody's

16.45 Close

email SCI for a free registration code

Registration 

A sample of delegates that attended this event in 2011:

Michael	Niosi	Prudential Fixed Income
Keith	Chen	AIG
Eli	Shaashua	Red Granite Capital Partners
Tom	Cullum	Banquo Credit Management LLP
alex	zilberman	DR Credit Advisors LLC
Jackie	Polak	LBBW
Michael	Kiesel	Gilford Securities
Mark	Daisley	Bloomberg
paul	diouri	Primus
Adrian	Radulescu	Self
JAMES	LAU	CO N/A
Takayoshi	Wiesner	Mizuho Corporate Bank
Joakim	Sarnstedt	M&G Investments
Samantha	Spilkin	Mizuho Corporate Bank
Elizabeth	Kim	Citi
GREGORY	GELISH	CITI
Anne	Dyer	Howard Hughes Medical Institute
Rumi	Ito	ITOCHU Financial Services, Inc
Henry	Middlezong	Deutsche Bank
David	Cao	DFG Investment Advisers
Peter	Li	CIT
Edwin	Wilches	Prudential Fixed Income Management
Bent	Hoyer	Prudential Investment Management
Range	Accrual	Lehman Brothers
Bhagirath	Vora	Wellington Management LLP
David	Schwartz	Duff & Phelps
Alvar	Soosaar	RAIT Financial Trust
Hooman	Banafsheha	Goldman Sachs
Mona	Thong	RBC Financial Group
Frederick	Pfeiffer	Societe Generale
Justin	Pauley	RBS
Diane	Maurice	FRBNY
Ken	Walker	ClearView Associates, LLC
Jeremy	Gerstle	Real Optimal LLC
isaac	lowenbraun	guardian
Larry	Lu	Primus Asset Management LLC
Mengdan	Yu	Citi
mary	boyle	swip
Takuro	Ozawa	The Bank of Tokyo Mitsubishi UFJ, Ltd.
shane	hegarty	eton park
Eli	Shaashua	Red Granite Capital Partners
Darius	Grant	VERO CM
Kristofer	Kraus	PIMCO
Jeff	Buttars	Zions Bancorp
Bryan	Good	Ares Management
pk	jain	advisors asset mgmt
Steven	Snyder	Windham Associates
Robert	DiOrio	Lenox Advisors
Samrah	Kazmi	Phoenix Peak Group, LLC
Franco	Talavera	Lewtan
Jonathan	Reifler	Lewtan
Michael	Kiesel	Gilford Securities
Yelena	Movshovich	Thomson Reuters
nish	wijerathna	avenue capital group
Michael	McAdams	Acacia Investment Partners
Mario Felipe	Campuzano Ochoa	Columbia Business School
Lillian	MacEachern	NYFRB
Joanne	Marlowe	UFT Commercial Finance
MaryEllen	Donovan	Northbrook Mortgage Capital Advisors LLC
Rubi	Deslorieux	Empirical Capital Analysis, LLC
Emre	Tepedelenlioglu	DFG IA
Mario	Lewis	Federal Reserve Bank of NY
Clint	Gilchrist	Highland Capital Management, L.P.
Michael	Molaro	NorthPoint
Craig	Fitzpatrick	NorthPoint
Hamidah	Thanawala	Federal Reserve Bank of New York
Phillip	Toth	Cohen and Company
Bill	Stasiulatis	Torchlight Investors
Tony	Zumbo	Ernst & Young LLP
Larry	White	DBRS
Matthew	Boggia	Bank of America Merrill Lynch
Kit	Lam	Bank of America
Steve	Vazquez	ILS

For information on sponsoring, speaking or attending call: 1800 347 0161/+44 20 7061 6335 or email SCI.