Registration, followed by lunch
sponsored by: BDO Simpson Xavier
14:00
Chairman’s opening remarks
Moorad Choudhry, Visiting Professor, Department of Economics, London Metropolitan University, and Visiting Research Fellow, ISMA Centre, University of Reading
14:15
SECURITISATION AND FUNDING APPLICATIONS FOR THE TREASURY DESK
* Conduits, asset-backed conduits
* Synthetic funding structures
Moorad Choudhry, Visiting Professor, Department of Economics, London Metropolitan University, and Visiting Research Fellow, ISMA Centre, University of Reading
15:00
CREDIT DERIVATIVES AND STRUCTURED CREDIT PRODUCTS
* Basic concepts of synthetic CDOs
* Basket and correlation products
* Key trading strategies
* Recent innovation in structured credit
Refreshments sponsored by
AIB International Financial Services
16:30
ABS CASHFLOW MODELLING
* Cash flow analysis: asset level, tranche level
* Difference in approach between ABS modelling and CDO modelling: ABS cashflow mechanics versus
* CDO model diversity and spread testing
Galen Moloney, Director, European Structured Finance, FitchRatings
17:15
THE ADMINISTRATION OF SPVs: AN INTERNATIONAL PERSPECTIVE
* Characteristics of SPVs
* Why are SPVs used?
* Factors in selecting the SPV's jurisdiction
* Guiding principles for SPV administration
* The transaction's lifecycle
* Current and future trends
