SCI 5th Annual Pricing, Trading & Risk Management Conference, UK

 
 
 The 5th Annual SCI Pricing, Trading & Risk Management Seminar, London, November 29th 2011


 Kindly sponsored by:

                               

 

 

 

 



Exhibitors & Media Partners:

 

 

 

 



                          



                 



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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