CRT seminar line-up finalised

CRT seminar line-up finalised

Tuesday 20 April 2021 09:58 London/ 04.58 New York/ 17.58 Tokyo

Workshop and roundtable discussion on the agenda

SCI’s 5th Annual Risk Transfer & Synthetics Seminar is taking place tomorrow and Thursday. Hosted virtually, one highlight of the event is a roundtable discussion between Citi, Clifford Chance and Texas Capital Bank, regarding the latter’s debut mortgage warehouse capital relief trade. Another highlight is a Mark Fontanilla & Co workshop exploring mortgage credit risk transfer strategy ideas.

The seminar begins with a market overview panel, outlining recent trends and activity in the synthetic securitisation market. The regulatory landscape panel will focus on the North American regulatory framework for risk transfer deals, while the emerging trends panel will explore the emergence of new asset classes and jurisdictions.

Additionally, there is a panel examining the prospects for incumbent issuers and entrants to the North American CRT market, as well as one focusing on the evolving investor base for CRTs. Finally, the mortgage risk transfer panel covers the GSE capital rules and the US Treasury’s reform programme.

The event concludes with networking sessions powered by an AI matchmaking algorithm.

The seminar is sponsored by Allen & Overy, Arch MI, ArrowMark Partners, Citi, Clifford Chance, Guy Carpenter, Mark Fontanilla & Co and Newmarket. Speakers also include representatives from Barclays, Christofferson Robb & Company, DE Shaw, Deutsche Bank, IACPM, Freddie Mac, JPMorgan, PGGM, Santander, Seer Capital and Systima Capital Management.

For more information on the event or to register, click here.


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