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The SCI Pricing, Trading & Risk Management Seminar
New York, March 31st 2011 |
Sponsored by:
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Exhibitors:
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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.
Free buy-side registration
Buy-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
Sell-side and vendors can register at 20% off for a limited time
Registration
Venue: Bayard's, India House, One Hanover Square, New York, NY 10004
(Note: This event is preceded by a 1/2 day CLO Workshop on March 30th, also at Bayard's, examining the latest approaches to CLO Pricing)
Agenda
Speaker Biographies
8.30 Introduction
8.45 Keynote speaker, followed by Q&A
Brian Lancaster, Head of MBS, CMBS and ABS Strategies
Royal Bank of Scotland
09.15 Distressed Investment Strategies
Opportunities across all structured credit and ABS asset classes
Moderator:
John Niblo, Nibco Consulting
Panel:
Christopher Skardon, Gorelick Brothers Capital
John Uhlein, Grenadier Capital
Joseph Suh, Schulte Roth & Zabel
10.15 Risk Management
Identifying and managing risk in structured credit and ABS portfolios – the key practices and strategies
Moderator:
Dan Rosen, R2 Financial
Panel:
Diane R. Maurice, Federal Reserve Bank of New York
Bill Sharon, SORMS
11.15 Break: Coffee & Networking
11.45 RMBS Transparency Through Enhanced Loan Level Data
A practical, case-study based workshop on RMBS, examining the key aspects of pricing and loan level data.
This is an interactive session with Q&A throughout.
Hosted by:
Jim Elder, Standard & Poor’s
Suzanne Carter, Standard & Poor’s
13.00 Lunch
14.00 Secondary Markets: Pricing, Valuation & Trading
Trading and pricing issues in the ABS, MBS, CDO and CLO secondary markets
Moderator:
James Jester, Sterne Agee
Panel:
Mark Abramowitz, Standard & Poor’s
Chris Chakford, SecondMarket
Brandon Dunn, Rochdale Securities
Alberto Gallo, Goldman Sachs
15.00 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:
PK Jain, Advisors Asset Management
Panel:
Jamie Dixon, Prudential Fixed Income Management
John Joshi, CapitalFusionPartners
Vincent Matsui, EIM USA
Robert Perry, Kingsland Capital
Andy Chasen, Chasen Advisors
16.30 Close
Registration Buy-side? email SCI for a free registration code
A sample of delegates regsistered to attend:
| 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.
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