SCI 6th Annual Pricing, Trading & Risk Seminar
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| SCI 6th Annual Pricing, Trading & Risk Seminar 7th December 2012, London
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| Kindly sponsored by:
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Exhibitors & Media Partners: |
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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, 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.
Agenda
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?
Moderator
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.
Moderator
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.
Moderator
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.
Moderator
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?
Moderator
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 |