SCI 3rd Annual Pricing, Trading & Risk Seminar, USA

Previous SCI events:

SCI '09 New York, November 4th 2009
This event provides an important networking and educational forum for investors in the structured finance community. This year the conference will dig deeper into strategies for opportunistic investors and offer discussions regarding pricing and valuations of ABS, CDO and CDS instruments. Investor strategies across asset classes and explanations of how regulatory reform is shaping the future of the market will also be a highlight. With buy-side investors invited to attend free*, now is arguably the most important time for key market participants to attend SCI ‘09 as the future of the market takes shape.

"We should still close some business from the contacts I met at the last SCI event. We had some very good leads. They were leads with cash. The only kind that count in this market" - Sponsor of SCI '08 New York

Scroll down to the bottom of the page to download a brochure, and to see a list of registered delegates


Sponsored by

   
   

Agenda SCI '09 New York, November 4th 2009: 8:15 Keynote Speaker: Gregory Peters, Chief US Credit Strategist, Morgan Stanley. Followed by Q&A

8:45 Portfolio restructuring

The do's and don'ts of portfolio restructuring, optimisation and recovery management. Panel: Karl D'Cunha, Houlihan Smith; Ron D'Vari, NewOak Capital; Paul Hatfield, Alcentra; John Uhlein, Grenadier Capital

9:45 Risk management

Identifying and managing risk in structured credit and ABS portfolios – the key practices and strategies. Panel: Donald van Deventer, Kamakura Corporation; Hansol Kim, Pine Lakes Capital; Ben Miller, Moody’s Analytics; Peter Niculescu, CMRA; Eugene Yeboah, Britannia Capital Risk Advisors 10.45 Coffee & Networking 

11:15 Government intervention

Has policymakers’ involvement in the ABS and structured credit markets been a success and what will be the implications of their influence in the months ahead? Panel: Luis Amador, Moody’s Analytics; Dan Castro, Huxley Capital; Bruce Lohman, Houlihan Smith; Adam Margolin, Structured Finance Solutions

12:15 Primary markets

Is the revival in CMBS and ABS issuance sustainable without governmental drivers and what is needed to generate more new deals in other sectors, such as CDOs? Panel: Sara Bonesteel, Prudential Fixed Income Management; Amy Levenson, NewOak Capital; John Pluta, Declaration Management & Research; Alok Sharma, Mizuho Alternative Investments, Glenn Schultz, Wells Fargo Securities 13:15 Lunch & Networking, plus 13:45 Central Counterparty Clearing: Christian Dopp, Eurex

14:15 Secondary markets

Trading and pricing issues for the ABS, CDO and CLO secondary markets. Panel: John Calabrese, Guggenheim Capital Markets; Kevin Farley, Institutional Credit Partners; Akiko Kato, S&P; Jeff Prince, Babson Capital; David Schwartz, Dynamic Credit Partners

15:15 CDS market and infrastructure

The key issues and potential solutions for the changing face of the credit default swap business, from new documentation and centralised clearing to improved collateral management and alternative instruments. Panel: Tim Backshall, Credit Derivatives Research; Mikhail Foux, Citi; Alberto Gallo, Goldman Sachs; Steven Kahn, Invicta Financial Group 16:15 Coffee & Networking

16:30 Distressed investing

A look at current and future opportunities across the loan and real estate securitisation sectors. Panel: Brandon Dunn, Rochdale Securities; Vincent Matsui, EIM USA; Christopher Skardon, Gorelick Brothers Capital; Paul Watterson, Schulte Roth & Zabel

17:30 Close

Testimonials A sample of delegates registered to attend SCI’09
Charles Abraham, Credit Suisse Alternative Investments, Vice President, Leveraged Investments
Nalin Aeron, Broadpoint Descap, Associate
Andrew Akers, NewOak Capital, Managing Director
Monel Amin, Citi, Risk Manager
Victor Bhagat, AllianceBernstein, AVP
Suraj Bhatia, The Sumitomo Trust & Banking co. Senior Managing Director
Greg Bilse, Deutsche Bank, FoF Analyst
Giorgio Boero, Silvermine Capital Management, CFO
Brian Broesder, Whitecap Advisors, Managing Director
Keith Chen, AIG, VP
Philip Chiaramonte, MJX Asset Management, Managing Director
Tamara Close, PSP Investments, Senior Analyst, Middle Office
Tudor Comsa, Morgan Stanley Investment Management, Risk
Rita Csejtey, Federal Reserve Bank of NY, Supervising Examiner-Credit Risk Advisor
Tom Cullum, Banquo Credit Managment, Investment Manager
Surya Devaguptapu, Gulf, Portfolio Manager
Paul Diouri, Primus, CRO
Michael Ewing, Montrose Group, Managing Director
Kent Fleming, Smith Breeden Associates, Principal
Andy Frank, FSI, VP
Ryuhei Fujii, Mizuho Corporate Bank, SVP
Brian Herr, Credit Suisse, PM
Robert Hicks, Allied Capital, Managing Director
PK Jain, Broadpoint Capital, Managing Director
Sigurgeir Jonsson, ARAM, Global Partner
David Kim, Goldman Sachs Asset Management, Structured Credit
Chuck Larson, NorthStar Realty Finance Corp., Advisor
George Lee, Green Harvest Advisors, Principal
Jennifer Louie, Whitecap Advisors LLC, Investment Analyst
George Lyons, Rabobank, AVP
Zahid Mannan, Unicredit, Director of Investments
Tom Munster, Metacapital, Director
Will Nunez, Credit Suisse Alternative Investment, VP- Investment Risk
Taichi Onuki, Mizuho Corporate Bank, VP of Portfolio Management Div.
Cecilia Park, Amur Capital Group, Founder & Managing Partner
Jackie Polak, LBBW, VP
Paul Potvin, La Caisse de Depot et Placement du Quebec, Portfolio Manager
Zoltan Pozsar, Federal Reserve Bank of New York, Senior Trader/Analyst
Charles Quintal, Caisse de Dépôt et Placement du Québec, Associate Vice President ABCP Restructuring
Jon Relleen, Bank of England, Senior Manager
Greg Richter, Credit Suisse, PM
Boris Rjavinski, Promark Global Advisors, Portfolio Manager
John Schiavetta, AllianceBernstein, Dir of Risk Mgmt, Fixed Income
Eli Shaashua, Red Granite Capital Partners, Principal
Mostafiz ShahMohammed, Amur Capital Management, Founder & Managing Partner
Jay Thacker, MBIA Asset Management, AVP
Mona Thong, RBC Financial Group, VP
Paul Diouri, Primus, CRO
Harumi Urata-Thompson, Thomson Reuters, Fixed Income Product Manager
Amir Vardi, Credit Suisse, Associate
Carlos Vigon, Wilshire Holdings, President
Fan Wang, MEAG Research, Analyst
Rick Weber, P. Schoenfeld Asset Management, Chief Risk Officer
Rich Whalen, Deloitte, Principal
Peter Whalen, Olympus Mons Capital, Principal
Takayoshi Wiesner, Mizuho Corporate Bank, AVP
Dong Yan, Fore Research & Management, Director
Hong Zhang, Paulson & Co., VP
Kevin Zhang, Mizuho Alternative Investment, AVP
Peter Whalen, Olympus Mons Capital, LLC Principal
Eli Shaashua Red Granite Capital Partners Principal
Allison Salas, Deutsche Asset Management, Director
Martin Davey, MJX Asset Mgmt, Sr Portfolio Manager
Benjamin Tyszka, Indicus Advisors, Associate Director
Daniel Kim, Wellington Management Company, Vice President
Michael Niosi, Prudential Fixed Income Management, Structured Credit Analyst and Product Manager
John Joshi, Capitalfusion Partners, Managing Principal
Jeremy Wilcox, Rabobank, VP
Jose Rivera, Thomson Reuters Director, Product Management
Barry Wilson, Wilson Advisors, Founder
James Hua, IKB Capital Corp., VP - Trader
Edmond Papantonio, Paptokyo Associates, Managing Partner
Sam Spackman, Katonah Debt Advisors, Director
Irfan Ramzan, Mizuho Corporate Bank, VP
Michael Cerminaro, Sound Harbor Partners, Managing Director
Paul Malecki, Princeton Advisory Group, Senior Potfolio Manager
Evelyn Cho, Christofferson, Robb & Company, Associate
Bhagirath Vora, Wellington Management, Vice President
Frederick Pfeiffer, Societe Generale, Portdolio Manager
Suraj Bhatia, The Sumitomo Trust & Banking Co. Senior Managing Director
Anja Sharma, DZ Bank, VP
Janet Kim, Ellington Management Group, Analyst
Todd Bruning, Union Bank, VP - Manager

For information on sponsoring, speaking or attending call: 1800 347 0161/+44 20 7061 6335 or email SCI.

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