Event details
3-14 September 2007, Imperial College Business School
The course drew on the unrivalled reputation of Imperial College Business School and the pedigree of Euromoney Training and delivered a valuable insight into this rapidly developing market.
Structured products are revolutionising the institutional and retail investment worlds. New products emerge weekly from the world’s leading financial institutions, offering ever more complex mechanisms for distributing risk. Moreover, instruments such as CDOs and ABS, which were considered exotic just a few years ago, have entered the investment mainstream. Around $490 billion of CDOs and $1.23 trillion of ABS were traded globally in 2006 according to the Securities Industry and Financial Markets Association. Structured products, as a result of their complexity, present considerable challenges from a structuring, managing, rating and regulatory perspective.
This course showed how CDOs and ABS instruments and markets work and guided participants through market practice for both products. It explained the methodologies of the ratings agencies and tackled issues such as the regulatory treatment of structured products.
Course faculty:
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William Perraudin, Imperial College
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Shamez Alibhai, ABS Portfolio Manager, Cheyne
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Alexander Batchvarov, Head of International Structured Credit Research, Merrill Lynch
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Mark Davis, Imperial College
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Arnaud de Servigny, Managing Director, Quantitative, Analytics, Barclays Wealth
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Walter Distaso, Imperial College
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Norbert Jobst, Senior Vice President, Structured Finance Quantitative Group, DBRS
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Victoria Johnstone, DBRS
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Vladislav M. Peretyatkin, Associate Director, Correlation Trading Team, Rabobank
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Domenico Picone, Head of Structured Credit Research, Dresdner Kleinwort
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Olivier Renault, Director, Credit Derivative Structuring, Citigroup
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Panikos Teklos, Senior Vice President, Structured Credit Products Strategy, Citigroup
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Olivier Toutain, Moody’s
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Astrid Van Landschoot, Associate Director, Quantitative Analytics, Standard & Poor’s
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Harry Zheng, Imperial College