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The 5th Annual SCI Pricing, Trading & Risk Management Seminar, London, November 29th 2011
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Exhibitors & Media Partners:
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Update 29th November: Registration closed: 190 registered.
Click here for conference presentations
Introduction
This conference will focus on risk management issues for institutional funds, and on trading and secondary markets, discussing strategies for opportunistic investors, and issues around pricing and valuations.
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.
Agenda
Speaker Biographies
08.00 Registration & Breakfast
08.50 Introduction
Tamara Box, BLP
09.00 Keynote speaker:
Richard Hopkin, AFME
09.30 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
Panel includes:
Sean Dawson, Deutsche Bank
Angus Duncan, Cadwalader, Wickersham & Taft
Rob Ford, TwentyFour Asset Management
Galen Moloney, Fitch Ratings
10.30 Break
10.45 Risk management
Identifying and managing risk in structured credit and ABS portfolios – the key practices and strategies
Moderator:
Saul Greenberg, SCIO Capital
Panel includes:
Stephen Clarke, Moody's Analytics
David Matson, IKB Fund Management
Darren Morton, Raiffeisen Bank International
Henry Tabe, Sequoia Investment Management Company
11.45 Break
12.00 Prices & data in the secondary markets
With a wide variety and uneven flow of BWICs circulating each day many traders are unsure as to whether they are seeing all the bonds offered, and where to bid. Should the structured finance market work together to normalise this data flow, promote transparency and ultimately put the needs of the wider investment community first? Should regulators try to exert influence on this most opaque of market practices? Or is today’s situation favourable?
Moderator:
Mark Hale, Prytania Investment Advisors
Panel includes:
Marco Angheben, Link Financial
Chandrajit Chakraborty, Pearl Diver Capital
Zachary Iqbal Latif, TLG Capital
Steve White, Agfe
13.00 Lunch
14.00 Secondary markets trading, pricing & valuation
Trading and pricing issues in the ABS, MBS, CDO and CLO secondary markets. How are investors incorporating the effects of macro events such as European banking and sovereign uncertainty on trading decisions and valuations? How are end-investors digesting such volatility? Is yield pick-up attracting in-flows?
Moderator:
Dean Atkins, Green Street Capital
Panel includes:
Greg Branch, SCIO Capital
Andrew Bristow, Lloyds Banking Group
Laila Kollmorgen, Cohen and Company
Guillaume Langellier, Aviva Investors
15.00 Distressed investment strategies
Opportunities across all structured credit and ABS asset classes
Moderator:
ARAM Global
Panel includes:
Jeroen Bakker, Cervus Capital Partners
Olivier Renault, Stormharbour
Judith Sciamma, Wye Tree Asset Management
Daniel Turner, Chenavari Investment Managers
16.00 Close
A small sample of delegates registered to attend this event
| Paul |
Gannon |
Polygon Investment Partners LLP |
| Manjot |
Singh |
Royal Bank of Scotland |
| Tony |
Young |
Polygon Investments |
| Nick |
Apsley |
Asset Protection Agency |
| Takeo |
Isomura |
Mizuho Corporate Bank |
| Noorsurainah |
Tengah |
Brunei Investment Agency |
| Sheldon |
Sussman |
Cohen and Company |
| Pamela |
Winchie |
Cohen & Company |
| Samira |
Laouer |
NordLB |
| Michael |
Rose |
Standard Chartered Bank |
| Greg |
Corsale |
Investec Bank Plc |
| Shipra |
Misra |
Genworth |
| Christian |
Koehncke |
NORD/LB |
| Stafford |
Butt |
WestLB |
| Mikio |
Itabashi |
Mizuho Corporate Bank |
| Dagmar |
Kent Kershaw |
Intermediate Capital Group plc |
| Chee-San |
Hau |
WestLB AG |
| Daniel |
Janssen |
Collineo Asset Management GmbH |
| Ashish |
Kashyap |
Patron Capital Limited |
| mary |
boyle |
swip |
| Tristan |
Cheesman |
Commerzbank AG |
| Duc |
DAM HIEU |
BNP Paribas |
| Michael |
Sweeney |
Royal Bank of Scotland |
| Abdelilah |
ECHCHILALI |
Natixis |
| David |
Lai |
HSBC Global Asset Management |
| Younes |
Lahlou |
Natixis |
| Sophie |
Heyman |
NM Rothschild & Sons |
| James |
Smith |
Commerzbank |
| Simon |
Shallcross |
European Bank for Reconstruction and Development |
| Alessandro |
Graziano |
Chenavari |
| Scott |
Duggal |
Ignis Asset Management |
| Michael |
Clarke |
Barclays Capital |
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