SCI 4th Annual Pricing Trading & Risk Management Seminar, UK
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The SCI Pricing, Trading & Risk Management Seminar, London, November 24th 2010 |
THIS CONFERENCE HAS TAKEN PLACE
Introduction
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.
Conference presentations can be found here
Agenda
Biographies
8.30 Introduction
8.40 Keynote speaker:
Jens Bech, Chief Risk Officer, Asset Protection Agency
Jens will present a discussion on the Asset Protection Scheme, arguably one of the largest synthetic CDOs ever underwritten
- followed by Q&A
09.15 Distressed investment strategies
Opportunities across all structured credit and ABS asset classes
Moderator:
Paul Varotsis, Reoch Credit Partners
Panel:
Poh Heng Tan, GSO Capital Partners
Paul Rivlin, Palatium Investment Management
Alexei Garan, PVE Capital
10.15 Risk management
Identifying and managing risk in structured credit and ABS portfolios � the key practices and strategies
Moderator:
Pawan Malik, Navigant Capital Market Advisers
Panel:
Oliver Fochler, Prytania Investment Advisors
Saul Greenberg, SCIO Capital
Douglas Long, Principia Partners
David Matson, IKB Fund Management
11.15 Break
11.45 RMBS Price Discovery & Transparency
A practical, case-study based workshop on European RMBS, examining the key aspects of pricing. This is an interactive session with Q&A throughout.
Hosted by:
Hikmet Sevdican and Mike Li, both of Dynamic Credit Partners
13.00 Lunch
14.00 Secondary markets
Trading and pricing issues in the ABS, MBS, CDO and CLO secondary markets
Moderator:
Jameson Miller, Unicredit
Panel:
Greg Branch, SCIO Capital
Chandrajit Chakraborty, Pearl Diver Capital
Ian Gass, QSR Treasury, BNY Mellon
Philippe Jodin, Alegra Capital
Laila Kollmorgen, Cohen and Company
15.00 Break
15:15 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.
Moderator:
Zeshan Ashiq, Shooters Hill Capital Partners
Panel:
Shamez Alibhai, Cheyne Capital
Sean Dawson, Citadel Investment Group
Colin Fleury, Henderson Global Investors
Rob Ford, TwentyFour Asset Management
16.30 Close
A sample of delegates attending this event
| Name | Job Title/ Responsibility | Company | |
| Alberto Joakim Stephan Peter Valerie Cecilia Robert Joakim Mohit Karianne Nico vivina Julien Sarah Mudasar Eli Daniel Paul Ashish Michael Gavin Sven David Yunkang zac CRAIG Mathew Keshav Nicola sarah Dennis Stephen Ramesh Sachin Chris Ivan Rob Marc Elizabeth Dana Samira Kostas laetitia Dorothee Tim Ilan Scott Himesh Tarun Joanna Tony Simon alexandre Alec Mikio Kieran Thomas David TYRON Richard Gerald |
Avanzo Sarnstedt Gliem Coates Nicolas Park Carney Sarnstedt Agarwal Lancee Stapel Berla Halfon McMullen Chaudhry Shaashua Rosengarten Gannon Vohra Childress Doyle Belewitsch Flett Liu swabe PROSSER Lewis Laming milne Buckley Berry Yesodharan Patel Tessler Keglevic Collins Lauwers Fritschi Krause-Garcia Laouer Skliros lhelguen Fuhrmann Armstrong Heimann Tate Shah Sharma Kosek Lee Crabb linden Illingworth-Kay Itabashi O'Connor Fasciana Lai ENG Fine Preidl |
Portfolio Manager Manager Associate Director Investments Associate Director Founder & Managing Partner Executive Director Manager Director Associate risk manager MD Head of Coverage Senior Associate Job Title Principal Executive Director, Technology Financial Controller Portfolio Manager Partner Managing Director Analyst Portfolio Manager Trader Senior Analyst SVP Vice President Executive Director ABS banker Executive Sales Head- Structured finance Senior Portfolio Manager Principal Finance Risk Controller Managing Director Portfolio Manager Portfolio Manager Senior Risk Manager Portfolio Manager Portfolio Manager portfolio manager Executive Vice President Director Senior Vice President Senior Analyst MD Investment Director Associate Regional Manager Sales director Sales Associate Director Principal Opps Risk manager Associate Director ABS Investments ASSOCIATE DIRECTOR Director Consultant |
(formerly) Morgan Stanley M&G Investments Landesbank Berlin AG Lighthouse Partners UK LLC Indicus Advisors LLP Amur Capital Group Wye Tree Asset Management M&G Investments Deutsche Bank P Solve LBB AG IMC asset management P-Solve Risk Managemetn Solutions Pramerica Investment Management Pramerica Investment Management Limited Red Granite Capital Partners Calyon Polygon Investment Partners LLP Credit Agricole CIB Vela Investment Partners LLP WestLB AG LBB AG UniCredit Bank AG CQS lucida HSH NORDBANK DTCC Goldman Sachs International investec Guy Butler Limited Banca IMI S.p.A - London the sumitomo trust & banking Credit Agricole CIB Investec Deutsche Postbank Financial Services Coleva Solutions Ltd LBBW LBBW KfW NordLB Nord LB NORDLB PIMCO Deloitte PIMCO Citi CHRISTOFFERSON ROBB & COMPANY Cabot Square Capital CHRISTOFFERSON ROBB & COMPANY Lewtan Technologies ABSNet BNP Paribas Lewtan Technologies Mizuho Corporate Bank CQS JCAM Halbis Capital Managment INDICUS ADVISORS LLP CR Investment Management Valere Capital |
For information on sponsoring, speaking or attending call: 1800 347 0161/+44 20 7061 6335 or email SCI.