SCI 4th Annual Pricing Trading & Risk Management Seminar, UK

 
 

The SCI Pricing, Trading & Risk Management Seminar, London, November 24th 2010


THIS CONFERENCE HAS TAKEN PLACE

Introduction
This conference will focus on risk management issues for institutional funds, and on trading and secondary markets, discussing strategies for opportunistic investors. Also to be a highlight will be case studies and presentations regarding methodologies for workouts and for pricing and valuation of ABS and CDOs.

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.

Conference presentations can be found here 

Agenda


Biographies

8.30 Introduction

8.40 Keynote speaker:
Jens Bech, Chief Risk Officer, Asset Protection Agency
Jens will present a discussion on the Asset Protection Scheme, arguably one of the largest synthetic CDOs ever underwritten
- followed by Q&A

09.15 Distressed investment strategies
Opportunities across all structured credit and ABS asset classes
Moderator:
Paul Varotsis, Reoch Credit Partners
Panel:
Poh Heng Tan, GSO Capital Partners
Paul Rivlin, Palatium Investment Management
Alexei Garan, PVE Capital

10.15 Risk management
Identifying and managing risk in structured credit and ABS portfolios – the key practices and strategies
Moderator:
Pawan Malik, Navigant Capital Market Advisers
Panel:
Oliver Fochler, Prytania Investment Advisors
Saul Greenberg, SCIO Capital
Douglas Long, Principia Partners
David Matson, IKB Fund Management

11.15 Break

11.45 RMBS Price Discovery & Transparency
A practical, case-study based workshop on European RMBS, examining the key aspects of pricing. This is an interactive session with Q&A throughout.
Hosted by:
Hikmet Sevdican and Mike Li, both of Dynamic Credit Partners

13.00 Lunch

14.00 Secondary markets
Trading and pricing issues in the ABS, MBS, CDO and CLO secondary markets
Moderator:
Jameson Miller, Unicredit
Panel:
Greg Branch, SCIO Capital
Chandrajit Chakraborty, Pearl Diver Capital
Ian Gass, QSR Treasury, BNY Mellon
Philippe Jodin, Alegra Capital
Laila Kollmorgen, Cohen and Company

15.00 Break

15:15 Supplying demand: re-building investor confidence.
What do investors really want from the securitisation markets and how can it be supplied?
How can the market offer both simpler and more transparent structures and still offer attractive returns? A buy- and sell side perspective.
Moderator:
Zeshan Ashiq, Shooters Hill Capital Partners
Panel:
Shamez Alibhai, Cheyne Capital
Sean Dawson, Citadel Investment Group
Colin Fleury, Henderson Global Investors
Rob Ford, TwentyFour Asset Management

16.30 Close


A sample of delegates attending this event

Name   Job Title/ Responsibility Company
Alberto
Joakim
Stephan
Peter
Valerie
Cecilia
Robert
Joakim
Mohit
Karianne
Nico
vivina
Julien
Sarah
Mudasar
Eli
Daniel
Paul
Ashish
Michael
Gavin
Sven
David
Yunkang
zac
CRAIG
Mathew Keshav
Nicola
sarah
Dennis
Stephen
Ramesh
Sachin
Chris
Ivan
Rob
Marc
Elizabeth
Dana
Samira
Kostas
laetitia
Dorothee
Tim
Ilan
Scott
Himesh
Tarun
Joanna
Tony
Simon
alexandre
Alec
Mikio
Kieran
Thomas
David
TYRON
Richard
Gerald
Avanzo
Sarnstedt
Gliem
Coates
Nicolas
Park
Carney
Sarnstedt
Agarwal
Lancee
Stapel
Berla
Halfon
McMullen
Chaudhry
Shaashua
Rosengarten
Gannon
Vohra
Childress
Doyle
Belewitsch
Flett
Liu
swabe
PROSSER
Lewis
Laming
milne
Buckley
Berry
Yesodharan
Patel
Tessler
Keglevic
Collins
Lauwers
Fritschi
Krause-Garcia
Laouer
Skliros
lhelguen
Fuhrmann
Armstrong
Heimann
Tate
Shah
Sharma
Kosek
Lee
Crabb
linden
Illingworth-Kay
Itabashi
O'Connor
Fasciana
Lai
ENG
Fine
Preidl
Portfolio Manager
Manager
Associate Director
Investments
Associate Director
Founder & Managing Partner
Executive Director
Manager
Director
Associate
risk manager
MD
Head of Coverage
Senior Associate
Job Title
Principal
Executive Director, Technology
Financial Controller
Portfolio Manager
Partner
Managing Director
Analyst
Portfolio Manager
Trader
Senior Analyst
SVP
Vice President
Executive Director
ABS banker
Executive
Sales
Head- Structured finance
Senior Portfolio Manager
Principal Finance
Risk Controller
Managing Director
Portfolio Manager
Portfolio Manager
Senior Risk Manager
Portfolio Manager
Portfolio Manager
portfolio manager
Executive Vice President
Director
Senior Vice President
Senior Analyst
MD
Investment Director
Associate
Regional Manager
Sales
director
Sales Associate
Director
Principal Opps
Risk manager
Associate Director ABS Investments
ASSOCIATE DIRECTOR
Director
Consultant

(formerly) Morgan Stanley
M&G Investments
Landesbank Berlin AG
Lighthouse Partners UK LLC
Indicus Advisors LLP
Amur Capital Group
Wye Tree Asset Management
M&G Investments
Deutsche Bank
P Solve
LBB AG
IMC asset management
P-Solve Risk Managemetn Solutions
Pramerica Investment Management
Pramerica Investment Management Limited
Red Granite Capital Partners
Calyon
Polygon Investment Partners LLP
Credit Agricole CIB
Vela Investment Partners LLP
WestLB AG
LBB AG
UniCredit Bank AG
CQS
lucida
HSH NORDBANK
DTCC
Goldman Sachs International
investec
Guy Butler Limited
Banca IMI S.p.A - London
the sumitomo trust & banking
Credit Agricole CIB
Investec
Deutsche Postbank Financial Services
Coleva Solutions Ltd
LBBW
LBBW
KfW
NordLB
Nord LB
NORDLB
PIMCO
Deloitte
PIMCO
Citi
CHRISTOFFERSON ROBB & COMPANY
Cabot Square Capital
CHRISTOFFERSON ROBB & COMPANY
Lewtan Technologies
ABSNet
BNP Paribas
Lewtan Technologies
Mizuho Corporate Bank
CQS
JCAM
Halbis Capital Managment
INDICUS ADVISORS LLP
CR Investment Management
Valere Capital
       
       
       

 

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

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