LAST UPDATED: Tuesday, May 15, 2007


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LAST UPDATED: Tuesday, May 15, 2007

  1. 1. LAST UPDATED: Tuesday, May 15, 2007 DAY ONE - SUNDAY, 10 JUNE 2007 13:00-17:00 Registration TRACK A 14:00 – 14:45 AUTO LEASING 101 Moderator: Julie Hoozee, Global Securitisation Manager, FORTIS BANK Panelists: Anca Badea, Research Analyst, BARCLAYS TBD, SHEARMAN & STERLING TRACK B 14:00 – 14:45 CRE CDOS VS. CMBS CONDUITS Moderator: TBD Panelists: Rick Loukes, Group Risk Management Special Products, BAYER HYPO-UNDVEREINSBANK AG Arjan Verbeek, Co-Head of Flow ABS-Securitisation, BNP PARIBAS Christian Aufsatz, VicePresident-Senior Analyst MOODY'S INVESTORS SERVICE TRACK C 14:00 – 14:45 ARBITRAGE CDOS & CREDIT PERFORMANCE Moderator: Ally Chow, Head-Product Management & Execution, CALYON CAPITAL MARKETS Panelists: Thomas C. Priore, President, Chief Executive Officer, INSTITUTIONAL CREDIT PARTNERS, LLC James Cuby, CDO Management, INVESTEC BANK Rodrique Afota, Head of Credit Structuring, IXIS Miguel Ramos-Fuentenebro, Managing Partner, WASHINGTON SQUARE INVESTMENT MANAGEMENT Iftikhar Hyder, Managing Director, XL CAPITAL ASSURANCE TRACK D 14:00 – 14:45 UNDERSTANDING STRUCTURED CREDIT Moderator: Cassie Lau, Senior Managing Director, XL CAPITAL Panelists: Apea Korentang, Managing Director, DBRS Philip Walsh, Managing Director, FITCH RATINGS Brian Kane, Managing Director, STANDARD & POOR'S TRACK A 14:45 – 15:30 LEGAL FRAMEWORK FOR PAN - EUROPEAN SECURITISATION Panelists: Nina Luisa Siedler, Partner, DLA PIPER Stephane Kerjean, Legal Counsel, EUROPEAN CENTRAL BANK TBD, NORTON ROSE TRACK B 14:45 – 15:30 SECURITISATION 101 – CMBS Moderator: Peter Voisey, Partner, CLIFFORD CHANCE LLP Panelists: TBD, BERWIN LEIGHTON LLP John Deacon, EX- DILLON READ CAPITAL MANAGEMENT Robert Riley, STANDARD & POOR'S TRACK C 14:45 – 15:30 ABS PRICING AND MODELLING SERVICES FOR INVESTORS Moderator: TBD, MARKIT
  2. 2. Panelists: Usman Ismail, Executive Vice President, LEWTAN TECHNOLOGIES Sandra Rother, Portfolio Management- Fixed Income, MEAG TRACK D 14:45 – 15:30 INVESTOR REPORTING AND DEAL SURVEILLANCE Moderator: Graham Lockington, Partner, MAPLES & CALDER Panelists: Natalia Pasynok, Director - Investor Reporting and Analytic Services, ABN AMRO TRUST Avarina Miller, Senior Vice President, DEMICA Martin Damaske, Managing Director, HYPOPORT Yury Menchinskiy, Managing Director, SECURITISATION CONSULTING GMBH Jonathan Keighley, Managing Director, STRUCTURED FINANCE MANAGEMENT LTD 15:30 – 16:00 Refreshment Break TRACK A 16:00 – 16:45 TAXATION REGIMES FOR SECURITISATION ACROSS EUROPE Moderator: Mark Bennett, Partner, ERNST & YOUNG, LLP Panelists: John Cullinane, Partner, DELOITTE & TOUCHE LLP Enda Faughnan, Head of Securitisation Tax, PRICEWATERHOUSE COOPERS TBD, SJ BERWIN LLP TRACK B 16:00 – 16:45 ANALYSING EUROPEAN CMBS DEAL PERFORMANCE, MARKET ABUSE DIRECTIVE & RELATIVE VALUE Moderator: John Casanova, Partner, SIDLEY AUSTIN Panelists: Mark Nichol, BARCLAYS Remi Charrier, Managing Director-European Capital Markets, CIFG Andy Brewer, Director, FITCH RATINGS Cyrille Jourdier, Head of Continental Europe Securitisation, HYPO REAL ESTATE BANK TRACK C 16:00 – 16:45 INSURANCE SECURITISATION 101 Moderator: Iain Barbour, Managing Director, MBIA Panelists: TBD, SIDLEY TRACK D 16:00 – 16:45 ANALYSING EUROPEAN RMBS DEAL PERFORMANCE & RELATIVE VALUE Moderator: Usman Ismail, Executive Vice President, LEWTAN TECHNOLOGIES Panelists: Giada Sonego, BANCA ALETTI Elaine Fox, Structured Finance Portfolio Manager, BRITANNIA BUILDING SOCIETY Kjeld Boerendonk, Managing Director, HYPOPORT Harald Weiser, Manager- ABS/MBS, OMICRON INVESTMENT MANAGEMENT TRACK A 16:45 – 17:30 SPV MANAGEMENT AND CORPORATE GOVERNANCE ISSUES Moderator: James Fairrie, Managing Director, SPV MANAGEMENT/WILMINGTON TRUST Panelists: TBD, AIB FINANCIAL SERVICES Sue Lawrence, Business Development Director, CAPITA FIDUCIARY GROUP LIMITED Robert Berry, Director, STRUCTURED FINANCE MANAGEMENT TBD, CITCO
  3. 3. TBD, MATHESON ORMSBY PRENTICE TRACK B 16:45 – 17:30 STRUCTURAL INNOVATIONS IN EUROPEAN CMBS Moderator: Ifigenia Palimeri, Team Managing Director,CMBS Ratings, MOODY'S INVESTOR SERVICE Panelists: Andrew Vickery, Managing Associate, LINKLATERS James Wright, Executive Director, MORGAN STANLEY TRACK C 16:45 – 17:30 STRUCTURAL INNOVATIONS IN EUROPEAN CDOS Moderator: Scott Williams, Vice President-CDO Trading, WACHOVIA SECURITIES Panelists: Jeremy Preddy, Managing Director, BANK OF AMERICA Trusha Patel, Executive Director, CIBC WORLD MARKETS James K. Finkel, Chief Executive Officer, DYNAMIC CREDIT PARTNERS, LLC Richard Jacquet, Head-of Structured Credit Marketing and Sales, IXIS CIB Katrien van Acoleyan, Managing Director, STANDARD & POOR'S TRACK D 16:45 – 17:30 STRUCTURAL INNOVATIONS IN EUROPEAN RMBS AND SERVICING Moderator: Edward Register, Director- European Structured Finance, FITCH RATINGS Panelists: Toni Moss, Founding Partner, EUROCATALYST Werner Groenendijk, Head of Structured Finance Global Liquidity and Funding Team and Director, FORTIS BANK Andy McClean, Assistant Director-Securitisation, NORTHERN ROCK PLC Mathew Froggatt, Head-European Mortgage & Consumer Finance, UBS 17:30 Day One of the Global ABS Conference Concludes LAST UPDATED: Tuesday, May 15, 2007 DAY TWO - MONDAY, 11 JUNE 2007 8:00 Registration & Breakfast 9:00 – 10:15 Welcoming Remarks: Philippe E. Tromp, Chairman, EUROPEAN SECURITISATION FORUM Rick Watson, Managing Director, EUROPEAN SECURITISATION FORUM Jade Friedensohn, Senior Vice President, INFORMATION MANAGEMENT NETWORK EUROPEAN STRATEGIC MARKET OVERVIEW 2007 Economists Remarks Moderator: Kevin Ingram, Partner, CLIFFORD CHANCE LLP Panelists: Fritz Thomas, Head-European CMOs, DEUTSCHE BANK Ralf Bauer, Global Head of Structured Credit, FORTIS BANK Jean Francois Despoux, Global Deputy Head of Securitisation, SOCIETE GENERALE Steve Curry, Managing Director, ABN AMRO Daniel Pace, Managing Director, MERRILL LYNCH INTERNATIONAL 10:15 – 11:00 THE CHANGING ROLE OF CREDIT AND HEDGE FUNDS IN THE STRUCTURED PRODUCT INDUSTRY 11:00 – 11:15 Refreshment Break TRACK A 11:15 – 12:05 FOCUS ON AUSTRALIAN SECURITISATION Moderator: Vernon Spencer, President, STARGATE GLOBAL ASSET MANAGEMENT & Chairman of the Market Standards and Practices Committee, AUSTRALIAN SECURITISATION FORUM
  4. 4. Panelists: Craig Lee, Managing Director, ASSURED GUARANTY Maddi Patel, BARCLAYS CAPITAL Tony Gill, Executive Director, MACQUARIE SECURITISATION LTD. Steve Levitan, Partner, MCKEE NELSON LLP TRACK B 11:15 – 12:05 CRD IMPLEMENTATION – IMPACT ON ISSUANCE, PRIVATE MORTGAGE INSURANCE & INVESTORS Moderator: Frank Van Gansbeke, Global Head of Funding and Liquidity, FORTIS BANK Panelists: Randy Szuch, Global Director, AIG UNITED GUARANTY Sacha Polverini, Head of European Regulatory Affairs, GENWORTH FINANCIAL MORTGAGE INSURANCE EUROPE Sharon Lewis, Partner, LOVELLS TRACK C 11:15 – 12:05 OUTLOOK FOR EUROPEAN NON-CONFORMING RMBS Moderator: TBD Panelists: Paul Rowbotham, Head of Investor Relations, CAPSTONE MORTGAGE SERVICES LIMITED Sophie Kauntze, Director- Securitised Products Strategy, CITIGROUP Etta Ferrier, ABS Research Analyst, EUROPEAN CREDIT MANAGEMENT Stephen Hynes, Capital Markets Managing Director, GMAC- RFC Ravi Takhar, Head of Residential Mortgages, INVESTEC BANK TRACK D 11:15 – 12:05 CDS OF ABS – DOCUMENTATION ISSUES Moderator: Greg Branch, Director CDO/ABS Trading, DEUTSCHE BANK Panelists: Lourdes Villar-Garcia, Managing Director, CIBC WORLD MARKETS Rodrique Afota, Head of Credit Structuring, IXIS CIB Dean Naumowicz, Partner, NORTON ROSE Michael Thompson, Director, WACHOVIA SECURITIES TRACK A 12:05 – 12:55 FUTURE TRENDS IN ITALIAN ABS Moderator: Marco Lantelme, Partner, LOVELLS- STUDIO LEGALE Panelists: Claudio D'Auria, BANCA D' ITALIA Marco Grimaldi, Head of European Securitisation, DRESDNER KLEINWORT Christian Doglia, Vice President, FINANCIAL SECURITY ASSURANCE Patrizio Messina, Partner, ORRICK, HERRINGTON & SUTCLIFFE LLP TRACK B 12:05 – 12:55 SOLVENCY II – RISK MITIGATION FOR INSURERS, REINSURANCE & SECURITISATION Moderator: Philippe E. Tromp, Managing Director, FINANCIAL SECURITY ASSURANCE Panelists: Peter Skojdt, CEA - EUROPEAN INSURANCE AND REINSURANCE FEDERATION Christopher Davis, Managing Director, DEUTSCHE BANK Peter Skinner, Member, EUROPEAN PARLIAMENT, RAPPORTEUR, SOLVENCY II Jason Kravitt, Senior Partner, MAYER, BROWN, ROWE & MAW LLP TRACK C 12:05 – 12:55 EUROPEAN PRIME RMBS Moderator: Christopher Walsh, Partner, CLIFFORD CHANCE LLP
  5. 5. Panelists: Peit Hein Schram, Director, ABN AMRO Ignacio Ortega, Director General, GRUPO SANTANDER Ian Stewart, Head of Securitisation & Structured Analysis, HBOS PLC Cecile Houlot, Managing Director, JPMORGAN Herve Pierre Flammier, Director, STANDARD & POOR'S TRACK D 12:05 – 12:55 SYNTHETIC SECURITISATION & CREDIT DERIVATIVES: THE LATEST DEVELOPMENTS Moderator: Todd Kushman, Managing Director, BEAR STEARNS Panelists: Martina Spaeth, Head of Germany, Securitisation, BAYERISCHE HYPO- UND VEREINSBANK AG Juan Blasco, Director-Credit Markets, BBVA Lourdes Villar Garcia, Executive Director, CIBC WORLD MARKETS Claudia Schneider, Country Manager – Germany, PMI MORTGAGE INSURANCE COMPANY, LTD. 12:55 – 14:15 Delegate Luncheon TRACK A 14:15 – 15:05 LATEST DEVELOPMENTS IN EASTERN EUROPE (NON-RUSSIA) Moderator: Joerg Wulfken, Partner, MAYER, BROWN, ROWE & MAW LLP Panelists: Charles Gundy, Managing Director, Head of European Structured Finance Group, CIFG Fazel Ahmed, BAYERISCHE HYPO- UND VEREINSBANK AG Yaron Ernst, Head of Business Development, SFG, MOODY'S INVESTOR SERVICE Jonathan Woollett, Director, EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT Michael Lubieniecki, Head of Warsaw Office, EUROPEAN INVESTMENT BANK TRACK B 14:15 – 15:05 PFI/PPI SECURITISATION DEVELOPMENTS Moderator: Peter Voisey, Partner, CLIFFORD CHANCE LLP Panelists: Maxime Stevignon, Associate, JP MORGAN TBD, MERRILL LYNCH TRACK C 14:15 – 15:05 RMBS FIRST LOSS TRANCHES Moderator: Salim Nathoo, Partner, ALLEN & OVERY LLP Panelists: Michal Fryszman, Senior Portfolio Manager, AXA IM Narayanan Shadagopan, Director, CREDIT SUISSE Joe Smallman, Managing Director & Chief Executive Officer, GMAC-RFC Alex Maddox, Managing Director, LEHMAN BROTHERS Giuliano Giovannetti, Vice President- Head of Sales & Market Development, PMI MORTGAGE INSURANCE COMPANY, LTD. TRACK D 14:15 – 15:05 GLOBAL PERSPECTIVES AND OUTLOOK ON THE EUROPEAN CDO MARKET Moderator: Christos Danias, Head of European CDOs, BNP PARIBAS Panelists: Ian Robinson, Executive Director, ABN AMRO Terry McCabe, CDO Director, ACA CAPITAL Tosh Burns, Managing Director, BANK OF AMERICA TBA, CITIGROUP Robina Barker Bennett, Director, HBOS INVESTMENTS TRACK A 15:05 – 15:55 OVERVIEW OF GERMAN ABS Moderator:
  6. 6. Mattias Renner, Head of Asset Securitization, WESTLB AG Panelists: Evamaria Wagner, Head of Securitisation and Transitional Finance Germany, CALYON CAPITAL MARKETS Eusebio Garre, Head of Structured Credit Products, DEUTSCHE POSTBANK AG Dieter Glueder, Senior Vice President, KFW Christoph Steinbrich, LANDESBANK BADEN-WÜRTTEMBERG Nicolas Malatere, Director, STANDARD & POOR'S TRACK B 15:05 – 15:55 RISK & REWARD QUANTIFICATION UNDER IAS 39: IS DERECOGNITION POSSIBLE? Moderator: Mark Davis, Director, PRICEWATERHOUSE COOPERS Panelists: James R. Mountain, Partner, DELOITTE & TOUCHE LLP Lisa Filomia-Aktas, Managing Partner, ERNST & YOUNG LLP Wayne Upton, Research Director, INTERNATIONAL ACCOUNTING STANDARDS BOARD TRACK C 15:05 – 15:55 ABCP MARKET AND REGULATORY DEVELOPMENTS Moderator: Kevin Hawken, Partner, MAYER, BROWN, ROWE & MAW LLP Panelists: Avarina Miller, Senior Vice President, DEMICA David Breakell, Partner, DLA PIPER Tony Gioulis, Head of Securitisation UK/Europe, NATIONAL AUSTRALIA BANK TRACK D 15:05 – 15:55 FINDING RELATIVE VALUE USING CDS OF ABS/CDO/CMBS/RMBS Moderator: Stuart Calnan, Credit Trader, BARCLAYS CAPITAL Panelists: Neil Weidner, Partner, CADWALADER, WICKERSHAM & TAFT LLP Darryl Yawitch, Portfolio Manager, INVESTEC BANK Manfred Exenberger, Managing Director, OMICRON INVESTMENT MANAGEMENT Harsh Varma, CDO Structuring, UBS 15:55 – 16:25 Refreshment Break TRACK A 16:25 – 17:15 FOCUS ON ISLAMIC/SUKUK FINANCE Moderator: Debashis Dey, Partner, CLIFFORD CHANCE LLP Panelists: Abradat Kamalpour, Partner, DECHERT LLP Mike Hughes, Managing Director, DEUTSCHE BANK, TRUST & SECURITIES SERVICES Khalid Howladar, Vice President Middle East & Islamic Finance, MOODY'S INVESTOR SERVICE Paul Hewitt, Managing Director, Securitisation, STANDARD BANK Noel Edison, Managing Director, STANDARD CHARTERED BANK TRACK B 16:25 – 17:15 FINANCIAL STABILITY IMPLICATIONS OF THE STRUCTURED PRODUCTS MARKET Moderator: Gillian Tett, FINANCIAL TIMES Panelists: Imene Rahmouni - Rousseau, Head of Financial Stability & Markets Research Division, BANQUE DE FRANCE Alexander Batchvarov, Managing Director, MERRILL LYNCH INTERNATIONAL Peter Praet, Executive Director, NATIONAL BANK OF BELGIUM TRACK C 16:25 – 17:15 ABCP: ALTERNATIVE LIQUIDITY AND EXTENDIBLE STRUCTURES Moderator: Sharad Samy, Partner, ORRICK HERRINGTON & SUTCLIFFE, LLP
  7. 7. Panelists: Howard Redgwell, Executive Director, CIBC WORLD MARKETS Dorothy PoiDBRS Jeffrey Boutin, Vice President, LEHMAN BROTHERS ASSET MANAGEMENT Paul Michael Rebus, Partner, MCDERMOTT WILL & EMERY LLP Omar Olaf Bolli, Senior Vice President, NORD LB TRACK D 16:25 – 17:15 SYNTHETIC CDOS AND DELTA HEDGING (CORPORATE & ABS) Moderator: Tony Venutolo, Head of Synthetic Credit Structuring, SOCIÉTÉ GÉNÉRALE Panelists: Yannis Magsis, Managing Director, MIZUHO Ian Sideris, Partner, SIMMONS & SIMMONS TRACK A 17:15 – 18:05 FOCUS ON PAN-ASIA AND LATIN AMERICA Moderator: Nick de Boursac, Managing Director, ASIFMA Panelists: Kenneth White, Managing Director, ROTHSCHILD Philip Hyde, Partner, SIMMONS & SIMMONS Mark Zaltzman, Chief Executive Officer, SU CASITA TRACK B 17:15 – 18:05 TRUSTEES & BONDHOLDER ACTIVISTS ACTING IN THE INTEREST OF INVESTOR Moderator: Esther Cavett, Partner, CLIFFORD CHANCE LLP Panelists: Olufemi Oye, Director of Deutsche Trustee Company Limited, DEUTSCHE BANK TRUST & SECURITIES SERVICES John Davies, Partner, SIMMONS & SIMMONS Peter Atkinson, Senior Portfolio Manager and State Street Bank and Trust, STATE STREET GLOBAL ADVISORS Patrick Tadie, Managing Director, THE BANK OF NEW YORK Stephen Norton, Director of Marketing, THE LAW DEBENTURE TRUST CORP. TRACK C 17:15 – 18:05 ARBITRAGE & SIV MANAGER ROUNDTABLE Moderator: Mark Nicolaides, Partner, LATHAM & WATKINS Panelists: Gerwin Scharmann, Portfolio Manager, ABN AMRO Patrick Clerkin, Senior Director, FITCH RATINGS Stuart Axford, Partner, FRESHFIELDS BRUCKHAUS DERINGER Dominic Swan, Head of Structured Investments, HSBC Neil Ryan, IKB TRACK D 17:15 – 18:05 LEVERAGED LOAN CLO DEVELOPMENTS Moderator: Jeff Boswell, Head of Acquisition Finance, INVESTEC BANK Panelists: Nick Proud, Managing Director, ASSURED GUARANTY Alan Kerr, Director & Portfolio Manager, HARBOURMASTER Ebo Coleman, Director, LLOYDS TSB Tony Venutolo, Head of Synthetic Credit Structuring, SOCIÉTÉ GÉNÉRALE 18:05 Cocktail Reception hosted by LAST UPDATED: Tuesday, May 15, 2007
  8. 8. DAY THREE – TUESDAY, 12 JUNE 2007 9:00 – 10:00 Registration 10:00 – 10:30 NEW CHALLENGES FOR SUPERVISION OF STRUCTURED PRODUCTS 10:30 – 11:40 TRADERS' AND INVESTORS' ROUNDTABLE Moderator: TBD Panelists: Charles Griffith, Principal & European Credit Manager, BARCLAYS GLOBAL TBD, BBVA Russell Philpott, Vice President, CREDIT SUISSE Fraser Malcolm, Managing Director & Head-ABS Syndicate & Trading, DRESDNER KLEINWORT Bas Kragten, ING IM Emmanuel Androulidakis, ABS Trading, ROYAL BANK OF SCOTLAND Peter Atkinson, Senior Credit Analyst, STATE STREET GLOBAL ADVISORS TRACK A 11:40 – 12:30 RUSSIAN SECURITISATION: CHALLENGES AND OPPORTUNITIES Moderator: Vladimir Dragunov, Partner, BAKER & MCKENZIE Panelists: Michael Hoelter, Associate Director, FITCH RATINGS Andrey N. Milyutin, Project Manager, IFC PRIMARY MORTGAGE MARKET DEVELOPMENT PROJECT Alain Checri, Managing Director Head of CEMEA Securitisation Europe, SOCIÉTÉ GÉNÉRALE Paul Hewitt, Managing Director, Securitisation, STANDARD BANK TRACK B 11:40 – 12:30 THE CDO MANAGER AND INVESTOR ROUNDTABLE Moderator: Simon Perry, Managing Director, UBS Panelists: Hans-Michael Schania, AURELIUS CAPITAL MANAGEMENT Hansol Kim, Director, FINANCIAL SECURITY ASSURANCE Marcus Klug, Managing Director, OMICRON INVESTMENT MANAGEMENT Brian McManus, Managing Director, WACHOVIA SECURITIES Jas Jalaf, Director, XL CAPITAL ASSURANCE U.K. LTD TRACK C 11:40 – 12:30 CMBS CONDUITS: A/B NOTE STRUCTURES Moderator: Romano Paredes, Executive Director, MORGAN STANLEY Panelists: Rebecca Ford, Associate, BAKER & MCKENZIE LLP Monica Filkova, Director of Securitisation, EUROHYPO Andrew Currie, Director, FITCH RATINGS TRACK D 11:40 – 12:30 INSURANCE PRODUCT SECURITISATION Moderator: Luca Albertini, Managing Director, SWISS RE CAPITAL MARKETS Panelists: Pascale Viala, Managing Director, Head of European Capital Markets, CIFG EUROPE Niklaus Hilti, CREDIT SUISSE Simeon Rudin, Partner, FRESHFIELDS BRUCKHAUS DERINGER Jean Eloi Dussartre, Head-European Securitisation, IXIS CIB Maria Ross, Partner, NORTON ROSE 12:30-14:00 Independent Client Lunches TRACK A 14:00 – 14:50 US VS. EUROPEAN SUBPRIME MARKET UPDATE
  9. 9. Moderator: Robbin Conner, SIFMA Panelists: Stephanie Ferrieu, Senior ABS Analyst, AXA IM Lewis Cohen, Partner, CLIFFORD CHANCE LLP Anand Bhattacharya, Managing Director, COUNTRYWIDE SECURITIES CORPORATION James Bamber, Asset Finance, CREDIT SUISSE Jonathan Trup, Vice President, JPMORGAN TRACK B 14:00 – 14:50 NEW DEVELOPMENTS IN SMEs ACROSS EUROPE Moderator: Benedicte Pfister, Team Managing Director, ABS Ratings, MOODY'S INVESTOR SERVICES Panelists: Joao Ferreira Marques, Director, ABN AMRO Jesper Persson, Structured Finance Manager, EUROPEAN INVESTMENT FUND Dieter Glueder, Senior Vice President, KFW TRACK C 14:00 – 14:50 EUROPEAN REITS AND PROPERTY DERIVATIVES Moderator: TBD Panelists: James Wright, Executive Director, MORGAN STANLEY Nesto Boccovi, Executive Director & Head-Real Estate Activities Securitisation Europe, CALYON CAPITAL MARKETS TRACK D 14:00 – 14:50 UTILITY & ENERGY SECURITISATION Moderator: Julian Tucker, Partner, SHEARMAN & STERLING LLP Panelists: Sara Copland, Director, AMBAC Claus Fintzen, Director, MBIA Kenneth White, Managing Director, NM ROTHSCHILD & SONS Steve Gandy, SANTANDER TRACK A 14:50 – 15:40 THE SOUTH AFRICAN ABS MARKET Moderator: Megan McDonald, Head, Securitisation South Africa, STANDARD BANK Panelists: Andre Pottas, Partner, DELOITTE & TOUCHE LLP Oliver Heyraud, Managing Director, ROYAL BANK OF SCOTLAND Simon Stockley, Director, CATALIS HOLDINGS PTY LTD TRACK B 14:50 – 15:40 CRE CDO MARKET OPPORTUNITIES Moderator: TBD, CITIGROUP Panelists: TBD, BERWIN LEIGHTON TBD, INVESTEC BANK Brett Parker, Managing Director, MBIA Andrea Pittaluga, Associate Director, STANDARD & POOR'S TRACK C 14:50 – 15:40 EUROPEAN COMMISSION MORTGAGE FUNDING MARKET REFORM Moderator: Ron Thompson, Head-ABS & Structured Finance Research, THE ROYAL BANK OF SCOTLAND Panelists: Eric Ducoulombier, Deputy Head of Unit, EUROPEAN COMMISSION, INTERNAL MARKET AND SERVICES DG
  10. 10. Rick Watson, Managing Director, EUROPEAN SECURITISATION FORUM Rob Thomas, UK COUNCIL OF MORTGAGE LENDERS TRACK D 14:50 – 15:40 AUTO LOAN SECURITISATION Moderator: Philippe Madar, Managing Director - Head of ABS Group Securitisation Europe, SOCIÉTÉ GÉNÉRALE Panelists: Hans Juergen Fritz, Executive Director & Head-European Auto ABS, ABN AMRO Lynn Maxwell, Director, HSBC Edward Hickman, Partner, LINKLATERS Chris Such, Director, STANDARD & POOR'S Stefan Rolf, Team Head Asset-Backed Securitisation, VOLKSWAGEN FINANCIAL SERVICES AG 15:40 – 16:10 Refreshment Break TRACK A 16:10 – 17:00 OPPORTUNITIES IN TURKEY Moderator: Noel Edison, Managing Director, STANDARD CHARTERED BANK Panelists: Dan Stadnik, Director, ABN AMRO Turan Erol, Chairman of the Capital Markets Board of Turkey, CMB Yaron Ernst, Head of Business Development, SFG,, MOODY'S INVESTORS SERVICE David Stortz, Managing Director, XL CAPITAL ASSURANCE TRACK B 16:10 – 17:00 INVESTING IN ABS & CDOS- THE SYNDICATE BANKER AND INVESTOR ROUNDTABLE Moderator: Martine Klutz, Executive Director ABS CDO Syndication, FORTIS BANK Panelists: Brian Ratner, Head-EMEA CDO Syndicate, BANK OF AMERICA Fraser Malcolm, Managing Director & Head-ABS Syndicate & Trading, DRESDNER KLEINWORT Richard Tarn, Head of Syndication, MIZUHO Ramesh Yesodharan, Senior Analyst, SUMITOMO TRUST & BANKING CO., LTD Chris Pink, Managing Director, WACHOVIA SECURITIES TRACK C 16:10 – 17:00 BASEL II IMPLEMENTATION– COMMISSION CRD TRANSPOSITION AND FSA ISSUES LOG Moderator: Jonathan Walsh, Partner, BAKER & MCKENZIE Panelists: Kai Spitzer, EUROPEAN COMMISSION David Morgan, FINANCIAL SERVICES AUTHORITY Diane Hilleard, Director, LIBA Leonard Ng, Partner, SIDLEY AUSTIN (UK) LLP TRACK D 16:10 – 17:00 INFRASTRUCTURE/PUBLIC SECTOR/HEALTHCARE SECURITISATION Moderator: Ashley Blows, Managing Director-Infrastructure Director, ASSURED GUARANTY Panelists: Guillaume Langellier, FITCH RATINGS Maxime Stevignon, Associate, JP MORGAN Anne Hoe, Partner, LINKLATERS Fred Maroudas, Head of Funding, NETWORK RAIL Alberto Ramos, Managing Director, XL CAPITAL ASSURANCE (UK) LTD. TRACK A 17:00 – 17:50 THE GERMAN CMBS MARKET Moderator: Jens Rinze, Partner, SIDLEY AUSTIN LLP
  11. 11. Panelists: Matt Howard, Partner, ALLEN & OVERY LLP Chris Holmes, Head of CMBS, Securitisation, BAYERISCHE HYPO-AND HYPOVEREINSBANK A.G. Nicolaus Trautwein, Head Securitisation Germany, EUROHYPO Hugo Doswald, Geschäftsführer / Executive Director, TXS FINANCIAL PRODUCTS GMBH TRACK B 17:00 – 17:50 PAN-EUROPE: GROWING ROLE OF TRUSTEES AND QUASI-TRUSTEES Moderator: Neal King, Head of Business Development, Corporate Trust & Loan Agency Europe, HSBC Panelists: Tim Houghton, Head of European CDO Trust Services, ABN AMRO TRUST Graham Hodgkin, Managing Director, DEUTSCHE BANK, TRUST & SECURITIES SERVICES Andrew South, Director, STANDARD & POOR'S TBD, THE BANK OF NEW YORK Pat Evans, Vice President, WILMINGTON TRUST TRACK C 17:00 – 17:50 BASEL II – COVERED BONDS VS. RMBS Moderator: Tim Skeet, MERRILL LYNCH Panelists: Christoph Anhamm, Director, ABN AMRO Arjan Verbeek, Co-Head of Flow ABS-Securitisation, BNP PARIBAS TBD, SANTANDER Robert Plehn, Head of Securitisation, HBOS TRACK D 17:00 – 17:50 ARE WHOLE BUSINESS SECURITISATION & SINGLE BORROWER CMBS CONVERGING? Moderator: Mark Cheng, Director, AMBAC Panelists: Paul Chivers, BNP PARIBAS Adele Archer, Senior Vice President, DBRS James Garelick, Director, MBIA Neil Preston, PUNCH TAVERNS Stephen Powell, Partner, SLAUGHTER & MAY 17:50 Cocktail Reception hosted by LAST UPDATED: Monday, May 14, 2007 DAY FOUR - WEDNESDAY, 13 JUNE 2007 8:30 – 9:00 Registration and Breakfast TRACK A 9:00 – 9:45 CPPI & CPDOS Moderator: Loic Fery, Global Head of Structured Credit & CDOs, CALYON CAPITAL MARKETS Panelists: Kai Gilkes, Managing Director, DBRS Basil Zotiades, Partner, LATHAM & WATKINS Jamie Stuttard, Head of Structured Credit, SCHRODERS Stephen McCabe, Managing Director, STANDARD & POOR'S TRACK B 9:00 – 9:45 COVERED BONDS: LEGISLATIVE DEVELOPMENTS Moderator:
  12. 12. Sally Onions, Associate, ALLEN & OVERY LLP Panelists: Cormac Kissane, Partner, ARTHUR COX Andreas Denger, Covered Bonds Research, CALYON CAPITAL MARKETS Joanne Riddell, Policy Adviser, FINANCIAL SERVICES AUTHORITY Gabrielle Mueller, Managing Director Structured Finance EU, GENWORTH FINANCIAL MORTGAGE INSURANCE EUROPE Rob Thomas, UK COUNCIL OF MORTGAGE LENDERS TRACK C 9:00 – 9:45 GLOBAL ACCOUNTING CONVERGENCE Moderator: Peter Jeffrey, Partner, PRICEWATERHOUSECOOPERS Panelists: George Miller, Executive Director, AMERICAN SECURITIZATION FORUM Simon Stephens, Director, DELOITTE & TOUCHE LLP Neville Gray, Partner, ERNST & YOUNG LLP TRACK D 9:00 – 9:45 FOCUS ON IRELAND Moderator: Gerard Scully Head of Debt Listing, IRISH STOCK EXCHANGE Panelists: TBD, AIB FINANCIAL SERVICES Lewis Love, Head of Asset and Liability Management, BANK OF IRELAND Turlough Gavin, Partner, MATHESON ORMSBY PRENTICE LLP TRACK A 9:45 – 10:45 RESEARCHERS' ROUNDTABLE: ABS, MBS, AND COVERED BONDS RELATIVE VALUE Moderator: Ganesh Rajendra, Managing Director & Head-European Securitisation Research, DEUTSCHE BANK Panelists: Hans Vrensen, Director, BARCLAYS CAPITAL TBD, BEAR STEARNS Dr. Markus Herrmann, Head of Global ABS Research & Strategy, HSBC Krishna Prasad, Managing Director, Head-European Structured Finance Research, LEHMAN BROTHERS Reto Bachmann, Director, UBS Glenn Schultz, Managing Director, WACHOVIA CAPITAL MARKETS TRACK B 9:45 – 10:45 DEVELOPMENTS IN BENELUX SECURITISATION Moderator: Bjorn Alink, RABOBANK Panelists: Alexander Heinrich, Head of European ABS Research, FORTIS INVESTMENTS Michaela Ulrici, Partner, NAUTADUTILH N.V. Jan-Jaap Meindersma, NIB CAPITAL TRACK C 9:45 – 10:45 CLO ROUNDTABLE: MANAGERS AND ARRANGERS SPEAK OUT Moderator: Cathy Price, Executive Director, LEHMAN BROTHERS Panelists: Zak Summerscale, Managing Director, BABSON CAPITAL Tosh Burns, Managing Director, BANK OF AMERICA Jerry Donohue, CFA, Senior Vice President, DEERFIELD CAPITAL MANAGEMENT Alexander Rekeda, Executive Director & Head of US Structured Credit, MIZUHO 10:45 – 11:00 Refreshment Break TRACK A 11:00 – 11:45 FUTURE TRENDS IN SPANISH RMBS AND ABS Moderator: TBD, SANTANDER
  13. 13. Panelists: Joao Ferreira Marques, Executive Director, ABN AMRO Antonio Boné, Risk Manager, AIG UNITED GUARANTY TBD, BBVA TRACK B 11:00 – 11:45 REGULATORY DEVELOPMENTS IN THE ABS MARKET: REG AB Moderator: Tom Deutsch, Associate Director, AMERICAN SECURITIZATION FORUM Panelists: Ralph Daloisio, Managing Director, NATIXIS Jessica Miller, Manager, Structured Finance Group, PRICEWATERHOUSE COOPERS Larry Rubenstein, WELLS FARGO Patricia Evans, Vice President, WILMINGTON TRUST TRACK C 11:00 – 11:45 LAUNCH OF NEW EUROPEAN ECMBX INDEX Moderator: Ben Logan, Managing Director, MARKIT GROUP LTD. Panelists: Rob Ford, Managing Director, BARCLAYS CAPITAL Ron Miao, Director & Head-ABS Trading, CITIGROUP TRACK D 11:00 – 11:45 NEW OPPORTUNITIES FOR MULTI-SELLER ABCP CONDUITS Moderator: Allan Parry, Head-Conduit Team, THE ROYAL BANK OF SCOTLAND Panelists: TBD, THE BANK OF NEW YORK Sven Brandt, Partner, LOVELLS Andrew Platt, Director, ABS Banker, UBS 11:45 – 12:30 THE INVESTORS' CRYSTAL BALL: FORECASTING THE FUTURE OF EUROPEAN ABS PORTFOLIO STRATEGIES Moderator: George Duponcheele, Head-Analytics, BNP PARIBAS Panelists: Daniel Gerhardy, CFA, Senior Portfolio Manager, NORDDEUTSCHE LANDESBANK GIROZENTRALE 12:30 End of the Conference