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


The SCI Pricing, Trading & Risk Management Seminar
New York, March 29th 2012



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 CLOs.

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- and Sell-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

Vendors, lawyers etc can register at 20% off for a limited time

Venue: Offices of Bingham McCutchen, 399 Park/54th Street, New York NY 10022


Agenda: (updated 22nd February)

8.30 Keynote speaker 
Adam Ashcraft, Federal Reserve Bank of New York, Senior Vice-President and Head of Structured Product Credit and Payment Risk (CPR) Bio
Adam will address the key regulatory issues around the shadow banking system, with a focus on securitization.

09.10 Regulation
Building upon key points drawn from the key note speech, this panel discusses how is the market dealing with the current regulatory uncertainty. Which of the regulatory requirements under Dodd Frank and Basel III are likely to pose the greatest challenges for the sector in 2012?
Panel includes:
Lawton Camp, Allen & Overy Bio
Chad Elson, South Street Capital Management Bio
Robert Hynes, Federal Housing Finance Agency Bio
Kenneth Kopelman, Bingham McCutchen Bio

10.10 Break

10.30 Risk Management
What approaches are investors and dealers taking to identify and manage risk, in order to satisfy demands and deal with volatile markets? Expectations for the risk management challenges in the year ahead.
Panel includes:
Luis Amador, Moody’s Analytics Bio
Suhrud Dagli, Riskspan Bio
Paul Diouri, JP Morgan Asset Management Bio
Darius Grant, Gresham Risk Partners Bio
Takayoshi Wiesner, Mizuho Bank Bio

11.30 Break

11.45 CLO Analytics Workshop
Techniques used in analyzing cash CLOs. This interactive workshop will include the following topics
• Fundamental Valuation and Credit Risk
• Evaluated Market Pricing
• Data-driven Performance Analysis
Hosted by Moody’s Analytics Valuations and Advisory team

12.30 Distressed Investment Strategies 
A discussion on relative value opportunities across the ABS and structured credit markets for 2012. What opportunities and risks does the European sovereign debt crisis present for US investors?
Panel includes:
Mark Abramowitz, S&P Capital IQ Bio
John Niblo, Nibco Consulting Bio
John Pluta, Declaration Bio
John Uhlein, Grenadier Capital Bio

13.30 Lunch

14.30 Supplying Demand: Real Money Investor Panel
Pension, insurance and investment managers discuss what they need from the ABS and CDO markets. How does the market and regulators ensure securitization stabilises and becomes an attractive, key mainstream investment once again? Is there a will at the highest level of Government to make this happen?
Panel includes:
Stephen Ceurvorst, LCP Capital Bio
James Frischling, NewOak Capital Bio
Richard Robb, Christofferson, Robb Bio
Manish Valecha, Gapstow Capital Partners Bio

15.30 Secondary Markets Trading
How active is the secondary market in 2012? What issues does the market face in relation to pricing and trading? Should the market as a whole promote transparency and ultimately put the needs of the wider investment community first?
Panel includes:
Anatoly Burman, Aladdin Capital Mangement Bio 
Andrew Jacobs, Moody’s Analytics Bio
David Jefferds, Levitt Capital Management Bio
Titus Purdy, S&P Capital IQ Bio

16.45 Close

email SCI for a free registration code


A sample of delegates that attended this event in 2011:

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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