Events Calendar

printable masthead

Related Pages:

ASF Securitization Institute: Applied Securitization, December 7-8, 2009

ASF Securitization Institute

ASF New York Headquarters
120 Broadway, 2nd Floor
9:00 AM - 6:00 PM (ET)


Course Overview

  • Key similarities and differences among various asset classes - MBS, ABS, ABCP, CDOs, derivatives and index products
  • Analysis of asset & product specific issues – prepayment speed, underlying asset performance, & frontiers of securitization technology
  • Case studies of securitization transactions
  • Discussion of legacy and esoteric asset classes
  • Overview of covered bonds
  • Introduction to government securitization programs 

Course Outline and Timetable

Monday, December 7, 2009

8:30 - 9:00 Registration and Continental Breakfast
9:00 - 9:15

Welcome and Opening Remarks

  • Tom Deutsch, Deputy Executive Director, American Securitization Forum
9:15 - 11:15

MBS — Concepts and Topics

  • Suhrud Dagli, Co-Founder, RiskSpan, Inc.
  • Mani Sabapathi, Principal, Prudential Investment Management Inc.
11:15 - 11:30 Break
11:30 - 1:30

Covered Bonds — Concepts and Topics

  • Kristi Leo, Managing Director, Deutsche Bank Securities
  • Scott Stengel, Partner, Orrick, Herrington & Sutcliffe LLP
1:30 - 2:15 Lunch
2:15 - 3:45

CMBS — Concepts and Topics

  • Tom Knox, Managing Director, PricewaterhouseCoopers LLP
  • Gloria Park, Director, PricewaterhouseCoopers LLP
3:45 - 4:00 Break
4:00 - 6:00

Consumer ABS — Concepts and Topics

  • Thomas Ho, Director, MetLife Investments
  • Stuart Litwin, Partner, Mayer Brown LLP
6:00 - 7:00 Networking Reception

 

Tuesday, December 8, 2009

8:30 - 9:00 Continental Breakfast
9:00 - 11:00

ABCP — Concepts and Topics

  • Stephany Bushweller, Executive Director, Morgan Stanley
  • Jason H.P. Kravitt, Senior Partner, Mayer Brown LLP
11:00 - 11:15 Break
11:15 - 12:15

CDOs, CLOs and Other Legacy Asset Classes

  • Omar O. Bolli, Managing Director, Norddeutsche Landesbank
  • Kevin Kendra, Managing Director, Fitch Ratings
12:15 - 1:15

ABS/MBS Derivatives and Index Products — Concepts and Topics

  • Glenn Schultz, Managing Director, Wells Fargo Securities, LLC
1:15 - 2:15 Lunch
2:15 - 3:45

Government Securitization Programs

  • Tom Deutsch, Deputy Executive Director, American Securitization Forum
3:45 - 4:00

Break and Prep for Exam
4:00 - 5:30 Final Exam (Optional)

Please click here for a detailed description of each session.

For further information regarding the ASF Securitization Institute or to provide feedback/suggestions for future Institute offerings, please contact Justin Ross, ASF Senior Analyst.