SCI 6th Annual Securitization Pricing, Investment & Risk Seminar
SCI 6th Annual Securitization Pricing, Investment & Risk Seminar, New York, 13th June 2013
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Download the conference presentations
Agenda 08:00 REGISTRATION AND BREAKFAST 08:40 INTRODUCTION 08:45 KEYNOTE SPEAKER
Chris Flanagan, Managing Director, Head of U.S. Mortgage and Structured Finance Research, Bank of America Merrill Lynch Bio
Mr Flanagan presents an overview of the current economic environment, and the appetite for, and pricing of new and existing securitizations.
09:30 RELATIVE VALUE OPPORTUNITIES: TRADERS� ROUNDTABLE
A discussion on relative value opportunities across the secondary markets. Where does value exist across the capital structure, and in which collateral? What opportunity does peripheral debt, particularly in Europe, present for US investors? What issues does the market face in relation to liquidity, transparency and pricing?
Moderator:
John Calabrese, Guggenheim Partners Bio
Panel:
Matt Natcharian, Babson Capital Management Bio
David Trepanier, Bank of America Merrill Lynch Bio
John McElravey, Wells Fargo Bio
Harris Trifon, Deutsche Bank Bio
10.30 Networking Break
10:45 NEW ISSUE MARKET: ARRANGERS� PANEL
ABS and CLO arrangers discuss pricing, transparency and issuance trends, including the impact of regulatory initiatives on volumes and prices. How is the re-emergence of the private label RMBS market progressing, given the improving housing market and GSE reform? Is the CLO pipeline likely to remain as strong going forward? What are practitioners doing to address negative supply?
Moderator:
Cynthia Sachs, Bloomberg Bio
Panel:
Jason Powers, Wells Fargo Bio
James B. Kane, GreensLedge Capital Markets Bio
Erez Biala, Jefferies & Co Bio
11:45 Two parallel streams to choose from:
Stream 1: MANAGING RISK: BUY-SIDE STRATEGIES
Regulatory and counterparty risk concerns persist for buy-side firms. How are risk managers reacting and who are the innovators in managing and pricing these risks? Many buy side firms choose to co-purchase with a partner when buying bank assets: how is the counterparty chosen and the associated risks calculated?
Moderator:
Marc Alvarez, Interactive Data Bio
Panel Includes:
Takayoshi Wiesner, Mizuho Bio
John Uhlein, Grenadier Capital Bio
Bo Williams, Hildene Capital Management Bio
Adam Dener, Conning Bio
Stream 2: WORKSHOP - THE DEVIL IS IN THE DETAILS : AN IN-DEPTH UNDERSTANDING TO VALUING NON-AGENCY RMBS AND CLOs
The 2013 regulatory environment is putting increased pressure on valuations for structured products, namely Non-Agency RMBS and CLOs. Even the underlying collateral, such as leveraged loans, has gained more attention from the regulators. Not only is the final price under greater scrutiny, financial firms will now be required to defend their pricing methodologies on harder-to-price securities. Join Bloomberg for an in-depth look at relative value models for structured products to provide transparency and defensibility into an evaluated price
Presented by:
David Scalzetti, BVAL Bio
Jesse Knapp, Kanerai Bio
12.45 Lunch
13:30 SUPPLYING DEMAND: REAL MONEY INVESTOR PANEL
Pension, insurance and investment managers discuss what they want from the securitization markets. What short, medium and long term opportunities are currently attractive to investors and their stakeholders? Is securitization becoming an attractive, mainstream investment once again?
Moderator:
Andrea Pincus, Reed Smith Bio
Panel Includes:
Matthew Wittman, Christofferson Robb Bio
John Di Paolo, Prudential Bio
Thomas Carroll, HSBC Bio
Sameer Tikoo, Partnerre Asset Management Bio
14.30 Networking Break
14.40 Two parallel streams to choose from:
Stream 1: REGULATIONS, AUDIT AND ACCOUNTING
How can the internal valuation process be improved to get statements across the line with auditors more effectively and efficiently? Which steps can the industry take to better value the more illiquid bonds and stale marks and avoid falling foul of regulators?
Moderator:
Jason Plourde, Grant Thornton Bio
Panel Includes:
Gene Phillips, PF2 Securities Bio
Cynthia Sachs, Bloomberg Bio
Thomas Phelan, Deloitte Bio
Jackie Gordon, KPMG Bio
Stream 2: WORKSHOP - TECHNIQUES USED IN ANALYZING CASH CLOs
This interactive workshop will include the following topics
Hosted by
Luis Amador Bio
Andrew Jacobs, Moody's Analytics Bio
15:40 MODEL PRICES VERSUS SECONDARY MARKET PRICES
How do evaluated price vendors help users understand their methodologies and hence supply a reliable valuation? Which steps can the industry take to better value the more illiquid bonds and stale marks?
Moderator:
Paolo Josca, Duff & Phelps Bio
Panel:
Ajit Gupta, Bank of America Merrill Lynch Bio
Ron D'Vari, New Oak Capital Bio
Richard Cooperstein, Rangemark Bio
David Kurnov, Moody's Analytics Bio
Kenneth Lee, Interactive Data Bio
16:30 Close
For information on exhibiting or speaking at this event, please call: +44 20 7061 6335 or 1800 347 0161 or EMAIL SCI.
Delegates registered as of 23 May 2013 include:
| Dhruv | Bajpai | Angelo Gordon |
| Carlos | Bonetto | Societe Generale |
| Ira | Braswell | Goldman Sachs & Co. |
| Brendan | Brendan | Silvermine Capital |
| Jasper | Brice | HSBC |
| Mario Felipe | Campuzano Ochoa | BroadSouth Investment Management, LLC |
| Robert | Caruso | Direct Access Partners |
| Adrienne | Cerniglia | Hapoalim Securities USA, Inc. |
| Keith | Chen | AIG |
| Phoebe | Cheng | One William Street Capital |
| Kuangyu | Chin | Mizuho Corporate Bank |
| Evelyn | Cho | Christofferson, Robb & Company |
| Matthew | Cohen | Waterfall Asset Management |
| Laura | Cohen | Angelo, Gordon & Co |
| Cathy | Cunningham | CREMAC Commercial Finance |
| JD | Diabira | Riskmont |
| Vincent | Dolan | BayernLB |
| John | Duddy | Marathon Asset Management |
| Cong | Fang | Mizuho Corporate Bank |
| Michael | Fellus | Braver Stern |
| Philip | Friedman | Philip Friedman |
| Rob | Goldwasser | Bank of New York Mellon |
| pat | gonzalez | Athilon |
| Jesse | Goodman | Morgan Stanley |
| Suzanne | Grady | Federal Reserve Bank of New York |
| Pan | Gu | Mizuho |
| Martin | Helm | Syncope LLC |
| Christopher | Heron | RBC Capital Markets |
| Yutaka | Hiraoka | Mizuho Corporate Bank, Ltd. |
| Richard | Horton | EisnerAmper LLP |
| Ferry | Jacob | RBS |
| Vivek | Jain | Bank of America Merrill Lynch |
| PK | Jain | Braver Stern |
| Advait | Joshi | BNP Paribas |
| Caio | Kac | Itau Unibanco SA - New York Branch |
| Julian | Kamba | LBBW |
| Arthur | Kavalis | Three Court LP |
| Asif | Khan | Storm Harbour Securities |
| Sanjeev | Khurana | Pierpont |
| Elizabeth | Kim | Citi |
| Janet | Kim | Ellington Management Group, LLC |
| Elise | Kim | Napier Park Global Capital |
| Jong | Kim | Amherst Advisory & Management, LLC |
| John | Kohler | Cantor Fitzgerald |
| Youriy | Koudinov | Lewtan Technologies |
| David | Leff | LeffCapital |
| Raphael | Licht | RAIT Financial Trust |
| Maggie | Liu | UBS |
| Bob | Makarechian | Clear Mountain Capital |
| Leila | Manii | DBRS, Inc. |
| Fa'iz | Marhami | Fitch Solutions |
| John | Mawe | Syncora |
| Jim | McClernan | Sovereign Bank |
| Joseph | Mezyk | PNC |
| Sandeep | Mody | Syncope, LLC |
| Kevin F. | Niblo | MAXCOR/ BGC Partners |
| Feng | Ning | Scotiabank |
| KANAN | PARIKH | GE Capital |
| Vincent | Pini | Barclays |
| Jackie | Polak | LBBW |
| Joseph | Priolo | DBRS |
| Adrian | Radulescu | AMR |
| Sandra | Ramirez | Further Lane Asset Management |
| Sunil | Rohra | Moody's |
| Bhawandeep | Sandha | UBS |
| John | Schiavetta | AllianceBernstein |
| Eugene | Schlanger | Standard Chartered |
| Lisa | Seim | Strategic Exchanges Innovative Markets |
| Eli | Shaashua | Red Granite Capital Partners |
| Stephen | Sharkey | Shenkman Capital |
| Mickey | Shemi | Christofferson, Robb & Co. |
| Matthew | Shepard | Lord Abbett & Co. |
| Amir | Shuja | J P MORGAN CHASE |
| Kunwar | Singh | Paulson & Co., Inc. |
| Steven | Snyder | Windham Associates |
| Alvar | Soosaar | Taberna Capital |
| Connie | Swart | EisnerAmper LLP |
| Vincent | Tang | Nomura |
| Alex | Tang | Citi |
| Leon | Tatevossian | RBC Capital Markets, LLC |
| Mustafa | Tayeb | AVENUE CAPITAL GROUP |
| Walt | Tsin | Seer Capital Management |
| Manish | Valecha | Gapstow Capital Partners |
| Amit | Valecha | UBS |
| Susan | VanSciver | Hapoalim Securities USA, Inc |
| Lauren | Walsh | CBRE Global Investors |
| June | Wang | Bank of America |
| Jim | Wang | Eidesis Capital |
| David | Weeks | Serenitas Capital LP |
| Takayoshi | Wiesner | Mizuho Corporate Bank |
| David | Williams | Natixis |
| John | Yi | THL Credit SLS |
| Christine | Yom | Black Diamond |
| Mengdan | Yu | Citi |
| Ronald | Yung | White, Weld & Co. |
| Michael | Zoccoli | UBS |
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