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


The SCI Pricing, Trading & Risk Management Seminar
New York, March 31st 2011

Sponsored by:








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


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)

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
John Niblo, Nibco Consulting
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
Dan Rosen, R2 Financial
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
James Jester, Sterne Agee
Mark Abramowitz, Standard & Poor’s
Chris Chakford, SecondMarket
Brandon Dunn, Rochdale Securities
Alberto Gallo, Goldman Sachs

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.
PK Jain, Advisors Asset Management
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
Takayoshi Wiesner Mizuho Corporate Bank
Joakim Sarnstedt M&G Investments
Samantha Spilkin Mizuho Corporate Bank
Elizabeth Kim 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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