Previous Events

PREVIOUS EVENTS HOSTED BY SCI:

SCI CAPITAL RELIEF TRADES SEMINAR
22 November 2016, New York
As securitisation shifts from being a funding tool to a balance sheet and credit risk management tool, balance sheet relief trades (as distinct from capital relief trades) are gaining traction. At the same time, banks are increasingly relying on retained/bilateral/preplaced deals to meet their liquidity needs, driving a large portion of European ABS activity towards private execution.

SCI CAPITAL RELIEF TRADES SEMINAR
15 September 2016
Banks are pursuing a variety of strategies to help reduce onerous charges on risk weighted assets (RWAs) and other non-core securities. How are banks structuring these trades, what are the risk and rewards for investors, and who is best placed to help structure and place these deals?

CURRENT STATUS OF CAPITAL RELIEF TRADES: WEBINAR
6 September 2016. Click the link above to listen to the recording.
New regulations are under review in the European Parliament that are expected to raise capital requirements for securitisation exposures. This webinar explores the implications for capital relief trades, touching on how regulators are applying significant risk transfer rules in practise and the different drivers from an investor perspective. Data issues and the emergence of new assets will also be discussed.
Hosted by Corinne Smith of SCI, plus Timothy Cleary, Clifford Chance; Kaikobad Kakalia, Chorus Capital Management; Olivier Renault, Citi

SCI MARKETPLACE SECURITISATION SEMINAR
New York 28 June 2016
SCI's Marketplace Lending Securitization Seminar provided an in-depth examination of this still nascent asset class. This annual event analyses the opportunities to facilitate the development of the relationships and technology necessary to rapidly develop this market.

MARKETPLACE LENDING IN AN EVOLVING LANDSCAPE: WEBINAR
June 2016
Recent developments in the marketplace lending sector have underlined the importance of thorough due diligence and data verification. This discussion covers the most important issues in the market today for investors, auditors and other participants looking to get to grips with the rapidly evolving sector.
Panel: James Linacre, SCI; Brady Akers, Orchard Platform; Chris Kennedy, MountainView IPS; Eliza Kwong, PWC; Charlie Moore, Global Debt Registry.

SCI RENEWABLES ABS WEBINAR
19 April 2016
Slide deck for this webinar can be found here

Renewables, or 'green', ABS instruments offer an attractive source of yield and fulfil socially responsible investment criteria. Meeting the goals agreed to at December's COP 21 Conference on Climate Change will require an investment of several trillions of dollars and so many are looking to securitisation to help finance this investment. In this introduction to solar and PACE ABS, focusing on the challenges and opportunities presented by these asset classes Craig Braun, md of capital markets at Renovate America, Benjamin Cohen, ceo and chairman of T-Rex Analytics, and Laurence Pettit, partner at Kramer Levin discuss the evolution of and outlook for the green securitisation market. They also focus on structuring considerations, performance trends and risk evaluation across solar and PACE transactions.

SCI MARKETPLACE, DIRECT LENDING & SECURITISATION SEMINAR
London 10 February 2016
Lending into the European economy is being newly characterised by marketplace lenders and challenger banks that have developed new models and platforms to provide credit into specific areas of need. This challenge to the banking industry is permanently changing the way credit is being created and distributed. In this developing market there is a potent mix of regulatory and operational uncertainties, with investment and growth opportunities to match. The possibility for Securitisation to catalyse growth has not yet been fully explored. By bringing together Platforms, Institutional Investors, Service providers, and Structured Credit Professionals, this conference will provide answers, analyse opportunities and facilitate the development of the relationships necessary to rapidly develop this market.

SCI MARKETPLACE LENDING IN A RISING RATE ENVIRONMENT: WEBINAR
20 January 2016
How did we get here, size of current market, breadth of market; Securitisation/Secondary Trading Review; Future Expectations; Growth prospects Securitisation; Secondary trading & liquidity; Valuations and transparency James Linacre, Deputy Editor, SCI (moderator); Ron Suber, President of Prosper Marketplace; Stephanie Yeh, Director Asset Finance, Credit Suisse; Chris Kennedy, MountainView IPV 

SCI 1ST ANNUAL CAPITAL RELIEF TRADES SEMINAR
04 December 2015
SCI's Regulatory Capital Relief Trades seminar provided an in-depth exploration of the expanding regulatory capital relief opportunity as banks pursue a variety of strategies to help reduce Basel 3-related capital charges on risk weighted assets (RWAs). How are banks structuring these trades, and who is best placed to help place them?

INTRODUCTION TO CAPITAL RELIEF TRADES: WEBINAR
18 November 2015. Click the link above to listen to the recording.
To date, almost 20 banks around the world have issued capital relief trades (CRT) to help optimise their balance sheets. 2015 has been a pivotal year for the sector, as banks implement new Basel 3 requirements and some landmark deals in new jurisdictions and assets come to fruition. With over 40 pools of credit currently being contemplated across Europe, this webinar seeks to help guide prospective investors and originators in their approach to the risk transfer space. For delegates planning to attend SCI's Capital Relief Trades Conference on 3 December, this webinar is the ideal introduction to the more in-depth panel discussions organised, and also equips delegates well for networking opportunities.
Hosted by Corinne Smith of SCI and featuring a panel of Claude Brown of ReedSmith and Robert Bradbury of StormHarbour.

SCI's 8TH ANNUAL PRICING, TRADING & RISK SEMINAR
SCI's 8th Annual US conference provided updates on the latest regulatory news and the implications for the industry, along with insights into valuations and IPV. The private label RMBS market also came under the microscope.
New York, October 2015

MARKETPLACE LENDING REGULATIONS: WEBINAR
29 September 2015. Click the link above to listen to the recording.
A webinar to discuss the US Treasury's RFI and The Midland vs Madden case. Essential listening for anyone involved in the regulatory aspect of Marketplace Lending.
Hosted by Corinne Smith of SCI and featuring a panel of: Lawton Camp and Henry Moriello of Kaye Scholer, Kevin Reed of Peer IQ & Sam Hu of Fundation.

EUROPEAN CLOs: ISSUANCE, PRICING & COLLATERAL
SCI webinar to address: Primary market CLO issuance & pricing; liability spreads; arbitrage; collateral quality & loan supply
Panel features: Dominic Ashcroft, Goldman Sachs; Jonathan Bowers, CVC Capital Partners; Alex Lembcke, Thomson Reuters; Michael Malek, Credit Suisse
July 2015

SCI's 1ST ANNUAL MARKETPLACE LENDING SECURITISATION SEMINAR
SCI's Marketplace Lending Securitization Seminar provided an in-depth examination of the burgeoning marketplace lending securitization landscape.
New York, June 2015

PRUDENT VALUATIONS FOR ABS: ARE EUROPE'S PRICING SPECIALISTS READY FOR NEW REGULATIONS?
Webinar to discuss: Key requirements under the new Prudent Valuations rules in Europe; have institutions put the necessary controls/infrastructure in place? How is Prudent Valuation Control sourcing and ranking reliable data for the most illiquid assets to calculate Additional Valuation Adjustments (AVAs)? Does Valuation Control materially differ from IPV or can both areas report as a single entity?
Panel features: Corinne Smith, Editor, SCI; Neil Douglas, PWC; Fraser Malcolm, Prytania Group

GOING FURTHER BACK:

SCI's 8th Annual Securitization Pricing, Trading & Risk Seminar, London

12 December 2014, London

 

SCI's 7th Annual Securitization Pricing, Trading & Risk Seminar, New York

29 October 2014, New York

 

SCI 2014 Survey of Independent Price Verification Desks

SCI published a report in Q4 2014 on the findings of a survey to canvas the opinions of professionals within IPV (Independent Price Verification) divisions of financial institutions on the topic of 'Best Practice in Valuation'. An accompanying news story was published in SCI.


 

Implementing Reg AB 2 (16 October 2014)

Click here to view a recording of this webinar

 

What's Next For European RMBS: Webinar (October 2014)

Click here to view a recording of this webinar

 

The New Normal: CLO Investing Under An Evolving Regulatory Environment
SCI, in association with Thomson Reuters, hosted a webinar on 27 March 2014 to address the current state of the CLO market for investors.
Watch Again

 

SCI 7th Annual Seminar, London
Credit Market Disintermediation: Alternative Ways of Optimising CLO & ABS Returns

 

4 December 2013, London 
This seminar discussed the new normal merging around the structured credit markets as banks continue to dispose of risky assets and step back from financing. As new advisories and boutiques continually emerge we discussed a variety of emerging themes around the subject of market dislocation and how this effects the re-emergence of CLOs and other collateral.

CLO Pricing post-crisis: Pricing methodologies for legacy and 2.0 CLOs

Thursday 24 Oct 24 2013
A webinar to analyse the differences between pre- and post-crisis pricing methodologies as well as pricing differences for legacy / 2.0 deals

 

SCI 6th Annual Securitisation Pricing, Investment & Risk Management Conference, USA

13 June 2013, New York 
This conference focused on pricing and valuation of structured finance products, and in the light of recent actions, regulations affecting these issues. Also a focus was overview of the primary and secondary markets, analysing relative value and the prospects for primary issuance. Workshops also featured, looking at CLO valuation and portfolio modelling. 

 

The Future of CLO Analytics (April 2013  - Webinar)
Click here to view a recording of this webinar
SCI and Moody's Analytics hosted this webinar to discuss the current state of the CLO market and how to leverage the latest analytics and data for portfolio management, valuations and benchmarking.
SCI 6th Annual Pricing, Trading & Risk Seminar
7th December 2012, London
Discussions centred around: regulations; CMBS and CLO loan maturities, refinancing, and new debt alternatives; pricing and valuations in the secondary market; an RMBS workshop; and an arrangers' and an investors' roundtable.

SCI 3rd Annual OTC Derivatives Seminar, USA
19th October 2012, New York 
With regulations impending this event championed discussion on counterparty risk, trade reoprting, central clearing, LSOC, collateral management and electronic trading, with all its implications.

SCI 5th Annual Pricing, Trading & Risk Management Conference, USA
29th March 2012, New York 
This conference focussed on regulatory, pricing and risk management issues for institutional and alternative invetsors in the secondary markets, discussing strategies for opportunistic investors. Also a feature was a CLO Workshop hosted by Moody's Analytics.

SCI 5th Annual Pricing, Trading & Risk Management Conference, UK
29th November 2011, London
This conference focused on risk management issues for institutional and hedge funds, and on trading and secondary markets, discussing strategies for investors. The next in this series of events takes place in New York on 29th March 2012

SCI 2nd Annual CDS Seminar, USA
6th October 2011 New York  
With Dodd-Frank regulations about to take effect, this event focussed on how market participants are getting to grips with the many varied requirements of the Act; to fully understand the implications for electronic trading and SEFs; centrally cleared vs bilateral trades; risk management; and documentation. This event attracted 180 delegate registrations with 122 actually attending.  
 
SCI 1st Annual OTC Derivatives Seminar, UK  
28th March 2011 London   
This conference, through panel discussions and workshops, addressed the issues of trade reporting, central clearing, risk management and collateral management as directives from a variety of Governmental and regulatory authorities effect the future of the CDS and OTC derivatives markets. This event attracted 165 delegate registrations with 102 actually attending.


 
SCI 4th Annual Pricing Trading & Risk Management Seminar, USA
31st March 2011 New York
This conference focussed on risk management issues for institutional funds, and on trading and secondary markets, discussing strategies for opportunistic investors. A highlight were case studies and presentations regarding methodologies for workouts and for pricing and valuation of ABS and CDOs. This event attracted 155 delegate registrations with 113 actually attending.

CLO Workshop USA
30th March 2011 New York
As demonstrated by the recent credit crisis, the modeling of structured credit portfolios presents significant challenges, given the complexity of their structures and underlying market, credit and liquidity risks. Historically, simplistic black-box approaches have resulted in a lack of price transparency and limited risk capabilities for investors. This half day workshop provides an overview of the current state-of-the-art methodologies for valuing and managing the risk of CLOs, and addresses key issues that arise in practice.

 
SCI 4th Annual Pricing Trading & Risk Management Seminar, UK
24th November 2010 London  
This conference focused on risk management issues for institutional funds, and on trading and secondary markets, discussing strategies for opportunistic investors. Also highlighted were case studies and presentations regarding methodologies for workouts and for pricing and valuation of ABS and CDOs.

 
SCI 1st OTC Derivatives Seminar, USA
1st July 2010 New York  
A discussion of the demands placed on institutional investors in CDS in a centrally-cleared world

 
SCI 3rd Annual  Pricing, Trading & Risk Seminar, USA
4th November 2009 New York 
This event provided a networking and educational forum for investors in the structured finance community, digging into strategies for opportunistic investors and offering discussions regarding pricing and valuations of ABS, CDO and CDS instruments.

 
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