SCI 6th Annual Pricing, Trading & Risk Seminar

SCI 6th Annual Pricing, Trading & Risk Seminar 

7th December 2012, London 


 Kindly sponsored by:






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This conference has taken place

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. Catch up with industry friends and colleagues, find out where things are going and the discuss the latest market developments.


08.00 Registration & Breakfast

08.25 Introduction

08.30 Keynote speech: Richard Hopkin, AFME
This address will discuss the latest regulatory issues affecting the securitisation markets.

09.10 Regulations impacting investors’ appetite for ABS
Solvency II, EMIR and more – discussed by a panel of real money investors. How are investors dealing with the current regulatory uncertainty? Which regulations are likely to pose the greatest challenges to ABS portfolios?
Nick Stainthorpe, Partner, ReedSmith Bio
Panel includes:
Dominic Swan, Global Head of Fixed Income, Halbis Capital Management, HSBC Bio
Mary Boyle, Portfolio Manager, Santander UK
Frank Meijer, Head of ABS, Mortgages & Covered Bonds, AEGON Asset Management  Bio

10.10 Break

10.20 Arrangers’ Roundtable
ABS and CDO arrangers discuss pricing, transparency and issuance trends, including the impact of central bank initiatives on volumes.
Gary Webb, Global Network Manager, BNP Paribas Securities Services
Panel includes:
Robert Plehn, Head of Asset Backed Solutions, Lloyds Bank Wholesale Banking & Markets Bio
Lynn Maxwell, MD, HSBC, Head of Flow securitisation EMEA and Auto ABS origination EMEA and Americas Bio
Steve Curry, Partner, Bishopsfield Capital Partners Bio
Harmen Van den Hondel, Head of Benelux FI Secured Debt, RBS
Shaun Baddeley, Executive Director, Santander
Boudewijn Dierick, Flow ABS & Covered Bond structuring, BNP Paribas

11.20 Break

11.30 PCS Initiative
Ian Bell, Head of the PCS Secretariat, presents the PCS Initiative, the Label and takes questions from the floor Bio

12.00 Concurrent streams:

Stream One - CLOs: the refinancing wall and new issuance prospects
CLO manager and investor strategies discussed in the face of the impending maturity wall and paucity of new issuance.  
Angus Duncan, Partner, Cadwalader, Wickersham & Taft Bio
Panel includes:
Chandrajit Chakraborty, Managing Partner, Pearl Diver Capital Bio
Dushy Puvan, SME & Corporate Loan Securitisation, Lloyds TSB Bio
David Matson, Managing Director, IKB Fund Management Bio
Stephen Clarke, Moody’s Analytics Bio

Stream Two - CMBS: refinancing, resolutions and special servicing
A look at the current state of the CMBS market, including loan maturity outcomes, special servicing trends and the role of CRE debt funds.
Iain Balkwill, Reed Smith Bio
Panel includes:
Sam Mellor, Partner, Real Estate, Chenavari Investment Managers Bio
Chris Lees, Brookland Partners Bio
Paul Lewis, Senior Director, CBRE Bio

13.00 Lunch

13.50 Traders’ Roundtable: strategies in the secondary markets
A look at relative value opportunities across the ABS and structured credit markets. Which factors are likely to impact secondary supply going into 2013?
Mark Hale, Chief Investment Officer, Prytania Bio
Panel includes:
Alan Packman, Head of Structured Credit Sales and Trading, Knight Capital Group Bio
Rob Ford, Partner, TwentyFour Asset Management Bio
Greg Branch, Chief Investment Officer, SCIO Capital Bio

15.00 Workshop: RMBS relative value: pricing, valuation and loan-level data
Hosted by Stephen Clarke, Moody’s Analytics Bio

16.15 Close


A sample of delegates registered so far:

First Name Last Name Job Title Company
Aidan McKeown Structurer StormHarbour Securities LLP
Alex Houchin VP - IVC Barclays
Alexandre Linden Director BNP Paribas
Amar Vyas Structured Credit Portfolio Manager Portigon AG
Amaya Mazaira Deputy Manager Santander UK
Anthony Mines Director Lehman Brothers
Armando La Morgia ... ...
Charles Colbourne CIO CCA
Christophe Schroeder Managing Director Wilmington Trust
Ciro Ferraz Sales Wells Fargo Securities
Corina Blum Evans Group Media Relations Lloyds Banking Group
David Catt Chief Operating Officer Hometrack
Dennis Sheehan MD HLIX Ltd
Derek Rich Director - Investment management LNR Partners
Duc DAM HIEU FIxed Income Securitisation BNP Paribas
Duncan Leigh Director Erste Group Bank
Dushy Puvan Structurer Lloyds Bank
Elo Weiland Director UniCredit Bank AG
Farooq Ahmad Partner Shooters Hill Capital
Ferry Jacob Market Risk RBS
Gabriel Luraschi Associate Director HSBC Bank plc
Haroon Sabar secured funding ukar
Hilmar Hauer Quantitative Credit Structurer Channel Capital
Jan Bockelmann PM Erste Group Bank AG
Javier Villanueva Vice President LNR Property
Jo Smuts Financial Controller Lehman Brother in Administration
John Greene Fixed Income Credit Valuations Barclays Capital
John Moore Director Knight Capital
Judith Tan Manager Investec Bank
Kambiz Shirazi Senior Vice President Raymond James
Keshen Qu associate Gamma Derivatives
Kostas Skliros Portfolio Manager Nord LB
Laila Kollmorgen Head of European Structured Finance Trading Raymond James
Lars Schouw Vice President JP Morgan
Laurence Rickard Vice President and Senior Counsel Deutsche Bank AG, London Branch
Liliana Vassallo Director unicredit
Loren Zwillinger ODD OFFICER Migdal Insurance Company
Lukasz Rzeczkowski Vice President Knight Capital
Luke Dhanoa Analyst Broadcliff Capital Partners
Manish Peshawaria Managing Director Wells Fargo Securities Intl
Maria Minguez Director/BSA Officer Dexia Credit Local, New York Branch
Mark Hannan Director Lone Star Funds
Mathilda Hoyle Client Insight BNP PARIBAS
Michael Heraude Securitization swap trader Natixis
Michael Sweeney Risk Manager Royal Bank of Scotland
Miguel Ramos Fuentenebro Partner GMB Partners LLP
Mike Hellmuth Head of Product Management, UK BNP Paribas Securities Services
Mikio Itabashi Director Mizuho Corporate Bank
Morgan O'Sullivan Managing Director Premium Point Europe Ltd
Nigel Green Director Fitch Ratings
Pamela Winchie European Structured Credit Raymond James
Patrick Jawich Valuation Manager RBC
Paul Petkov Portfolio Manager RBS
Paul-Michael Rebus Partner Addleshaw Goddard LLP
Pavan Lotey CLO Analyst CQS
Peter Tsao Managing partner Harvest north star capital
Rebecca Garner Managing Associate Addleshaw Goddard LLP
Rosie Brooke-Taylor Business Development Wilmington Trust
Sachin Patel Senior Portfolio Manager Credit Agricole CIB
Sanjay Sridhar Structured Credit Trading Knight Capital Europe Ltd
Sara Famouri Vice President Wells Fargo
Sarah Milne senior manager macquarie
Saul Greenberg CRO SCIO Capital
Shammi Malik Head of European ABS Trading Stormharbour Securities LLP
Shanna Tavoussi Legal Deutsche Bank AG
Simon Maynard Pricing Analyst II S&P Capital IQ
Stafford Butt Executive Portigon AG
Steve Baker Risk Specialist FSA
sunil Rangra risk manager Unicredit
Surya Devaguptapu Technical Specialist FSA
Takeo Isomura Head of Risk Management Planning Group Mizuho Corporate Bank
Tim Atkins Fixed Income Wallich & Matthes
Younes Lahlou Head of Structuring Maghreb Titrisation - Groupe CDG
Zachary Latif Director TLG Capital
Zeshan Ashiq Director Shooters Hill CapitalLimited
Zhomart Tleuzhanov Portfolio Manager Portigon Financial Services

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