Securitisation 100 - Introduction to Securitisation
26th November 2007
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| Go to Advanced programme |
| Time Slot |
Event | Speakers |
| 08:00 |
Registration | |
| 08:55 |
Chairman’s introduction | Moorad Choudhry, Visiting Professor, Department of Economics, London Metropolitan University, and Visiting Research Fellow, ISMA Centre, University of Reading |
| 09:00 |
Key concepts in securitisation and structured finance
- Motivations behind securitisation
- Originators objectives: funding, balance sheet management, risk management
- Comparing different structures and solutions: term deals, money market CDOs, conduits and covered bonds
- Investors objectives: risk/return profile, diversification, accessibility
- Main structures: ABS/MBS/Covered bond / CDO/Repacks/whole business
- Economic impact of securitisation
- Basel I and II rules influence and impact
- Role and location of SPVs
"Securitisation 050" - the role of ABS in the wider credit markets -
the role of abs/credit derivatives in modern financial markets | Moorad Choudhry, Visiting Professor, Department of Economics, London Metropolitan University, and Visiting Research Fellow, ISMA Centre, University of Reading |
| 10:30 |
Legal Overview and Case Study of CDO and ABS transactions
Overview of ABS deals
More in-depth analysis of CDOs
Irish taxation analysis of ABS, CDO and securitisations generally
Key characteristics of Irish SPV | Garry Ferguson, Senior Associate, Matheson Ormsby Prentice |
| 11:20 |
Refreshment Break | |
| 11:30 |
New Developments in the ABCP/SIV/SIV-Lite Markets
-- Review of the 2007 liquidity crisis
-- Overview of the development of the market
-- Factors causing current liquidity crisis
-- Path forward for the market
-- Suggested improvements for market products | Sharad Samy, Partner, Orrick, Herrington & Sutcliffe LLP |
| 12:30 |
Lunch | |
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