London
One Bishops Square, London
E1 6AD
13 October 2021
25+ Speakers
Leading figures in the Risk Transfer & Synthetics Sector
250 Seats
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10:00 AM - 10:55 AMMARKET OVERVIEWAn overview of issuance trends in the capital relief trades market. What are the prospects for risk-sharing deals between supranationals and private investors, given the EIF is scaling back its support for the sector?
Panel Includes:
Parya Badie - Allen & Overy (Moderator)
Jessica Littlewood - Clifford Chance
Kaikobad Kakalia – Chorus Capital
James Parsons – PAG
Frank Benhamou - Barclays
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11:15 AM - 12:10 PMREGULATORY DEVELOPMENTSA focus on the EBA’s final SRT report and the development of the STS synthetics regime. What insights does the EBA’s report provide and how are they likely to be incorporated in transactions? How are banks demonstrating commensurate risk transfer in practice? Is the evolution of STS synthetics likely to diverge following Brexit?
Panel Includes:
Steven Gandy - Santander (Moderator)
Barend van Drooge - PGGM
Tim Cleary - Clifford Chance
Jo Goulbourne Ranero - Allen & Overy
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13:00 PM - 13:55 PMSTRUCTURING CONSIDERATIONSA look at the latest structuring and documentation developments in the CRT market. Will treating excess spread as a first loss tranche hinder issuance? How are banks and investors addressing issues caused by payment holidays?
Panel Includes:
Ruhi Patil - Linklaters (Moderator)
David Sánchez - Santander
Dimitris Chalikopoulos - Credit Suisse
Holger Beyer - Alantra
Moritz Ruhdorfer - Citi
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13:55 PM - 14:25 PMKEYNOTE FIRESEIDE CHATPending revision of the securitisation regulation and its potential consequences for the disclosure of private securitisations.
Both HM Treasury as well as the joint committee of the EU supervisors have called for evidence on the functioning of the securitisation regulation in early 2021. Among other things a potential revision of the definition of private securitisations as well as the extension of the disclosure requirements for such private securitisations will be discussed by policy makers in the UK as well as in the EU in 2022. EDW has been operating as Europe’s first designated securitisation repository since 2013 and sis in a position to shed some light on the challenges as well as the benefits of these potential changes.
Panel Includes:
Salim Nathoo - Allen & Overy (Moderator)
Dr. Christian Thun - European DataWarehouse
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14:45 PM - 15:40 PMINVESTOR PERSPECTIVEAn examination of investor perspectives on the CRT market. How are investors addressing execution risk? Is secondary trading likely to become a more permanent feature of the CRT market?
Panel Includes:
Syril Pathmanathan - The D.E. Shaw Group (Moderator)
Luca Paonessa - PGGM
RJ Shea - RenaissanceRe
Kaelyn Abrell - ArrowMark Partners
James King - M&G Investments
Georgi Stoev - European Investment Fund
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15:40 PM - 16:35 PMISSUER PERSPECTIVEAn exploration of issuer perspectives on the CRT market. Are new issuers entering the market? Which barriers to entry remain and what are the potential solutions?
Panel Includes:
Eric Denton – Allen & Overy (Moderator)
David Saunders - Santander
Gina Hartnett - Lloyds Banking Group
Jason Marlow - Barclays
Thierry Collin - Crédit Agricole
Colin Reddy - Mizuho
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16:55 PM - 17:50 PMEMERGING TRENDSAn overview of the latest jurisdictions and asset classes to emerge on the CRT scene. What are the prospects for further issuance from Greece, Central and Eastern Europe, and Asia? What impact are ESG considerations having on the market?
Panel Includes:
Andrew Hohns - Newmarket (Moderator)
Daniela Francovicchio - European Investment Fund
Robert Simmons - Allen & Overy
Steven Gandy - Santander
Giorgio Gallo - Chorus Capital
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18:30 PM - 19:30 PMCocktail ReceptionKindly sponsored by
