ABS East 2019
Miami Beach, FL
September 22 - 24, 2019


IMN, and co-host FIIN, are excited to announce the 2019 edition of ABS East, taking place September 22-24 at the iconic Fontainebleau Miami Beach. ABS East attracts over 4,000 attendees annually and is the site of thousands of 1:1 private investor and issuer meetings, making it a major catalyst for structured product deal flow in the U.S.
Issuers looking to market their latest offerings and investors seeking yield in the ABS market will have many opportunities to connect pre, during and post-event using our unique 1:1 meeting software, in the exhibit hall and attendee lounges, and in dedicated public and sponsor- hosted private meeting spaces.
Our attendees gain a competitive edge from attending the sessions hosted at ABS East. Our timely program features speakers whose expert viewpoints provide important industry updates, key trends, and alerts about emerging regulations, products and markets.  We consult with the board and membership of the leading Fixed Income Investor association, FIIN, on the content of the program ensuring the topics are relevant, timely, insightful, and representative of the “Investor Voice”.
A must- attend event, ABS East is a platform that informs, engages and delivers a competitive edge for the entire U.S. structured finance community.

Who Should Attend
  • Regulators
  • Fixed Income Investors
  • Issuers Funding via Debt Capital Markets
  • Underwriters/Structurers
  • Rating Agency
  • Analysts
  • Trustees
  • Servicers Technology Platform Providers
  • Analytics Firms

Issuers & Investors 1369

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    Day 1

      10:00 AM
      Delegate Registration Opens

      Commence Concurrent Tracks A and B

      Track A 12:30 PM
      ABS 101: Understanding the Fundamentals of Securitization as an Investment Option and Funding Tool

      Track B 12:30 PM
      The New Esoteric: Driving Innovation, What ABS Technology Can Do

        • Recounting all the triumphs of ABS, from both a social and economic perspective
        • Examples of how ABS has funded new asset classes and startup companies that otherwise would not have launched
        • How securitization really is the best technology for disintermediating risk
        • Funding African Development Bank projects, resolving non-performing loan balances, and funding exciting new VCs: what are the new ‘esoteric’ asset classes for ABS?
        • Have MPLs, solar, tax equity and other unique asset classes have lost their ‘esoteric’ label and joined their plain vanilla counterparts?
        • What are some of the risks in getting too creative with ABS Technology, i.e. non-stable cash flows from Private Equity Fund ABS?

      Commence Concurrent Tracks A, B and C

      Track A 1:40 PM
      Evolution in Commercial Real Estate Lending

        • Why is CMBS an important part of any asset allocation strategy?
        • What are the different subsectors of CMBS of most interest to investors currently?
          • Small balance commercial loans
          • CRE CLOs
          • Single Asset Single Borrower CMBS
        • How is the CMBS profile similar to a residential mortgage pool?
        • What are the major trends in underwriting quality?

      Track B 1:40 PM
      Building a Multi- Asset/Multi Strategy Approach: Where Are Investors Putting Their Capital to Work Today?

        • Given the dearth of legacy asset opportunities (CMBS and RMBS), what new ABS assets re investors piling into?
        • Diversifying the capital stack: investing across the capital structure from senior trance to equity
        • New issue volume predictions: what asset classes are poised for high growth; i.e. Aircraft operating leases, GSE RPL programs
        • How does this diversification strategy ultimately improve overall secondary market liquidity?

      Track C 1:40 PM
      Risk Retention Finance Strategies for the Niche Lender

        • Smaller lenders may not have the same deep pool of capital as the incumbents. What are some of the more creative financing strategies employed to meet requirements?

      2:30 PM
      Refreshment Break

      Track A 3:00 PM
      Understanding SOFR: Understanding Them and Putting Them to Use (Now!)

        • Charting the SOFR variants (Forward Looking Term, Compounded in Advance, Compounded in Arrears, Simple Daily) What are their pros and cons?
        • Which can be used today? Which may never emerge?
        • Things to think about when picking a horse!

      Track B 3:00 PM
      Tricks of the Trade: Credit Analysis Tips and Procedures for Investors Entering a New Asset Class

        • What are best practices employed in credit analysis on any given asset. i.e. from credit cards and auto loans to aircraft or whole business deals
        • What are the key metrics to measure? The importance and how to analyze the underlying corporate credit? Is there issuer alignment?
        • Do non-traditional asset classes require extra measures? If so, what additional metrics or techinques should be employed?

      Track C 3:00 PM
      CECL Compliance: Best Practices

        • Overview of the new GAAP requirements on how you impair your assets and how to begin to address it now for 2020 implementation
        • How does this process materially differ from the previous manner of impairing assets or allocating reserves?
        • How do you determine the size of the reserve pool against potential write-downs and doubtful accounts?
        • Auditor opinions on best practices for compliance

      Track A 3:50 PM
      Incorporating LIBOR Replacement Language into Contracts: What to get in your docs today…and tomorrow!

        • This interactive session will provide guidelines and case studies for incorporating LIBOR replacement language into loans, FRNs and securitizations
        • What is the timeframe for adoption of hardwired replacement language in the loan market?
        • What are investors and issuers seeking in terms of language? Is there common ground?

      Track B 3:50 PM
      Did ABS Recently Update Its Dating Profile? How Securitized Products are Attracting a Whole New Type of Investor

        • Who will be the new investors in ABS? Will insurance companies be de-throned as the biggest players?
        • What alternative semi-ABS structures are being developed to broaden the investor base, i.e. pass thru certificates
        • Corporate ABS as a gateway: Whole business, aircraft and Cell tower deals have been attracting more cross-over buyers, will this trend potentially spread to other asset classes beyond the corporates?
        • Beyond corporate investors and landing the elusive Mubdala’s of the world: how can ABS attract the sovereign wealth fund investor?
        • What more can be done to socialize the virtues of ABS to a broader investor base?
        • The importance of educating the end investor on how and why ABS works, when things can go wrong, and how risk is proactively mitigated

      Track C 4:40 PM
      European STS and Risk Retention: How will they Impact the Cross Border Investor and Issuer?

        • Implications for the US in a post-EU STS implementation world
        • EU and U.S. compare and contrast; impact on cross-border issuance and investment
        • Divergent risk retention schemes, alternative reference rates, European STS requirements, risk-free rates: will we ever find common ground or is this the death knell of a truly global and liquid ABS market?
        • Are domestic investors essentially incentivized to avoid Europe at all costs now?

      Track A 4:40 PM
      Operationalizing LIBOR

        • For all SOFRs, how do we deal with the rate being a day old? Looking Back defined conventions
        • What is the effect on lender communications and notifications with a daily rate quote?
        • How much notice does a Borrower need with respect to a principal/interest payment?
        • How will the market handle prepayments and calculating the payoff amount?
        • Does transitioning from LIBOR affect a delayed compensation calculation?
        • What does one need to calculate daily accruals and NAVs?
        • Is there a change in how a lender will reconcile to the Agent Bank’s records? Will an automated solution emerge?

      Track B 4:40 PM
      Building a 3.0 Trading Desk: The Ever Increasing Role of Data Analytics and Future of Secondary Trading

        • Where is secondary trading headed given the net neutral growth of dealer trading desks ( i.e. some are reducing head count while others are building up new desks)
        • How does the buying power of bank trading desks compare with just a few years ago, do third party investors still view them as competition?
        • How much more are analytics a part of the trading desk vs. 10 years ago when it largely relied on the trader’s skill?
        • How do you build your trading desk so that you are staying relevant? How do you redefine a desk and its priorities?
        • What are the new job requirements for a trader? The ability to code, sift through data, and conduct your own research
        • Merging back office with front: the challenge of getting people who understand both capital markets dynamics and analytics

      Track C 3:50 PM
      2020: The Loan Market Will Implementing Delayed Compensation on Primary Allocations: Are You Ready?

        • Delayed Compensation Is 20 Years Old and Changing
        • Primary Delayed Comp Protocol: What It Is and When It Applies
        • What are the Seller Responsibilities?
        • CUSIPs Are Mandatory!
        • What does a Buyer of Bank Debt need to do to Earn Compensation?
        • How Does This Change Affect Secondary Trade Settlement?
        • What Should Buyers Be Thinking About?

      5:30 PM
      ABS East’s 25th Anniversary Celebration Commences

    Day 2

      8:00 AM
      Delegate Registration Opens and Breakfast

      9:00 AM
      Celebrating 25 Years of ABS East and Looking Towards the Future for the U.S. Securitization Market

        • What are the big structural changes in the market and how will they define what the market will look like in 2029, for example?
        • How will the traditional roles change for broker dealers/credit sales professionals given the impact of technology such as electronic trading and increasing reliance on Artificial Intelligence?
        • Will the fixed income market follow in the footsteps of how the equity market in terms of total automation of trading and pricing? What can fixed income learn from the equity markets?
        • Transparency and transaction cost analysis by investors: becoming just as important as your daily dose of cardio
        • Anticipating Fed rate volatility: given much of ABS is floating rate product, are there opportunities to be had for those who can predict the unpredictable?

      9:50 AM
      Keynote Address and Interactive Audience Q&A

        • Mohamed El-Erian , Chief Economic Advisor (Allianz)

      10:30 AM
      Navigating the Global LIBOR Crossroads

        • Is LIBOR Expiration the Next Y2K? How prepared is the market for the end of LIBOR? What do you need to do?
        • What is the status of SOFR in the U.S.? SONIA in the U.K? ESTER in Europe?
        • Public Sector View: What does the government expect from LIBOR users?
        • Private Sector View: What are leading financial institutions doing to get ready?
        • What’s next for ARRC: The plan for 2020 (and beyond!)

      11:20 AM
      Refreshment Break

      Commence Concurrent Tracks A-D

      Track A 11:50 AM
      Testing the Foundation for Cracks: Are Concerns over Loan/Credit Quality Valid, or is the CLO Market Built on Solid Ground?

        • How alarming is current credit quality, will it ignite the next major recession as recently touted or unnecessary scapegoating?
        • Is the proliferation of cov-lite structures concerning, or simply misunderstood? How will these loans behave in a recession?
        • The bearish and bullish view on the risks inherent in the leveraged loan market in the near future

      Track B 11:50 AM
      ABS Liquidity: The Traders’ Panel

        • Assessing the Impact of TRACE, declining dealer inventories and disappearing benchmarks
        • If SWAP spreads are the basis for trading, what will serve as the new benchmark with the disappearance of LIBOR?
        • Will we trade against treasuries, and will this represent an increase in spread volatility?

      Track C 11:50 AM
      Honey, I Shrunk the MBS Market!

        • The securitization market is becoming a bilateral one comprised of ABS and CLOs. What is happening to all the real estate assets?
        • Are the GSE’s casting too large of a shadow for PLS RMBS and CMBS to come back in a meaningful way?
        • Are the lack of GSE reform and the GSE’s competitive advantages creating the perfect storm to drown out the private markets?
        • Are the following the pathways to total GSE domination? The QM Patch, the no-cap policy on purchases of commercial real estate assets,  and the ability to sell off the bottom layers of risk via the CRT market
        • Banks are rebuilding their RMBS teams, is this a sign of a potential PLS return to meaningful volumes?

      Track D 11:50 AM
      The Role of ABS in Encouraging Sustainable Investment and ESG Goals

        • Overview of the UN Principles of Responsible Investing mandate
        • Where is most of the demand for ESG originating from (European Capital)?
        • Does investing in ESG inherently create alpha?
        • What are asset managers being asked to do in terms of their ESG policy?
        • Defining “ESG”: how are investors navigating the nuances of what is ‘socially responsible’?
        • Lessons to be learned from Europe: why are issuers abroad so ahead of the ESG curve?
        • What global standards around ESG compliance and labeling are emerging?
        • Is there a need for an ESG accreditation program for structured finance? Could it be a near term reality?

      12:40 PM
      Delegate Luncheon

      Track A 2:00 PM
      Myth vs. Reality: Addressing the Latest CLO and Leveraged Loan Market Headlines

        • Overview of the 2018/19 headlines: Researcher versus reporter 
        • Evaluation of the loan market liquidity and record outflow from mutual funds: Where do the industry sectors fall on the battlefield of the $1.4 trillion loan market 

      Track B 2:00 PM
      Using Trade as a Weapon: What ABS Sectors Could be Most Affected?

        • The administration has shown increased willingness to use trade as a means of tough negotiation with Europe, Canada, Mexico and China. What ABS sectors will be most impacted by using trade as a weapon?

      Track C 2:00 PM
      Non-QM RMBS Market Outlook: A Small Sign of Life amid Declining PLS RMBS Volumes

        • How are investors viewing the non-QM space in terms of opportunity and spreads?
        • What is the anticipated near and medium term growth outlook? Is this the second coming of PLS RMBS or just a false prophet?
        • Profiling the most prolific and upcoming issuers
        • Separating non-QM to the much maligned subprime moniker: key differences in FICO scores, LTV, mortgage lending rules, originator risk retention
        • What more needs to be done to grow the investor base?

      Track D 2:00 PM
      The Pricing Debate: Is the Market Pricing Risk Appropriately or Are We in a Race to the Bottom for Yield?

        • What does a downturn in the credit cycle mean for ABS?
        • How does risk get repriced during a down turn?
        • Why is ABS stronger than traditional corporate credit?
        • How does this affect the various sub sectors within ABS?

      Track A 2:50 PM
      Deciphering Emerging CLO Structures

        • The new ‘mascot’ feature received negative press. What are the facts vs. fiction regarding this and other new features emerging?
        • How prevalent is it going to be, how well utilized? Is it just for lesser-known managers? What is the tradability of the mascot?
        • Bond – loan hybrid deals: a solution to the drying up of loan collateral? What is investor appetite for non-Volker compliant collateralized credit opportunities?
        • Stress CLOs: Are we seeing an increased issuance in CCC deals?
        • How are these structures different than the much-maligned CDO?

      Track B 2:50 PM
      Readying Your Asset Allocation Strategy for the Next Down Turn

        • How are people thinking about a downturn? How are they shifting their allocation strategy in terms of asset mix? CLOs, aviation, legacy residential
        • The impact of buyer base depth and diversity on bond value and liquidity:
        • In the case of legacy residential loans: should we be concerned about one buyer holding a large pool of residential legacy loans in the event of a redemption? What does this do to bond value? To liquidity?
        • Are certain sectors inherently more prone to value and liquidity risk due to a less diverse buyer base, i.e. AAA CLOs?

      Track C 2:50 PM
      The Flight to Whole Loan Trading

        • Are investors voting with their feet by flocking to the whole loan market vs. RMBS?
        • Did the RMBS structure truly improve post crisis if investor appetite is less and less?
        • What are investors finding more appealing about purchasing whole loan portfolios? Is it the improved transparency? The ability to place their own servicer?
        • Are whole loans liquid? By taking whole loans and putting them by the billions into a mutual fund, are they truly liquid? Are we trading off lack of control and potential credit risk for increased liquidity risk?
        • Is the investor flight to whole loan purchases a sign they have given up on PLS RMBS? Will the lack of legacy RMBS to purchase further fuel flight to the whole loan market?

      Track D 2:50 PM
      Investing in Transportation Assets: Shipping/Container and Aviation

        • Shipping and container ABS: will this largely remain a private market?
        • What do investors find favorable about the recent aviation deals brought to the capital markets?
        • eNotes: Understanding investor rationale and issuer alignment for large equity stakes bought by PE firms; are the equity investors earning their keep or just taking unfair advantage?
        • Overarching sector fundamentals: outlook for supply and demand of aircraft, OEM and aircraft placement, and the impact of the Boeing 737 Max recall

      3:40 PM
      Refreshment Break

      Track A 4:10 PM
      CLO Investor Panel: Getting the Most out of CLOs in a Rate Cutting Environment

        • What is the current relative value of the CLO investment versus other competing fixed income products such as investment grade corporate credits, high yield mezz?
        • Differentiate liquidity profiles among the various tranches of the CLOs
        • How does the inverted yield curve impact investor appetite for CLO paper?
        • Choosing where to invest in the capital stack: the debt versus equity viewpoint

      Track B 4:10 PM
      The Necessary Evolution of Asset Management

        • Given asset management fees are down, are there technological solutions that can achieve greater efficiency, reduced cost, and improved performance?
        • Where does Big Data and AI intersect with the asset management world, and how far off are we from widespread implementation?
        • What are the most onerous risks for asset managers who fail to adapt to a changing paradigm?

      Track C 4:10 PM
      Green is the New Black: The Rise in Popularity of the Green Bond Label

        • Should issuers bother to attain a ‘green’ label? Is it worth it?
        • What is the process for obtaining the label?
        • Is there a single, accepted set of green standards emerging globally across fixed income asset classes?
        • What are the challenges specific to Structured Finance which impact obtaining green labels?

      Track D 4:10 PM
      Relative Value of Agency CMBS vs. Bank Conduit CMBS

        • The multi-family CMBS market has seen a lot of new activity and growth.
        • What is the implication for the conduit space? Is thjs the maing reason why the traditional bank conduit is being displaced?
        • What impact might GSE reform have in terms of shrinking Agency CMBS going forward in the multi-family market?
        • What type of credit risk is being taken by the GSEs?
        • Review of trends in underwriting
        • Is this engine of growth largely fueled by the CRT market?

      5:00 PM
      FHFA Keynote Fireside Chat

      3:30 PM
      Day Two of the 25th Anniversary ABS East Conference Concludes

    Day 3

      8:15 AM
      Delegate Registration Opens and Breakfast

      9:00 AM
      The Good, the Bad, and the Ugly: Identifying the Positive Developments, Possible Risks, and Major Hurdles to Promoting a Well-functioning Marketplace

      • This will be an interactive session lead by Members of the FIIN Board whereby audience members can proactively contribute topics of discussion with the Sli.do polling tool.
        • Regulation as a positive force
          •  Origination discipline and stronger underwriting
          •  Broker -dealer accountability and alignment of interests
          • Solid and reliable credit performance as expected
        • Frequently changing deal structures, i.e. GSE CRT programs. Is this creating more inherent risk as investors struggle to keep pace with the changes?
        • Liquidity hurdles, such as the two hour delay to buy a bond
        • Will issuers who employ best practices be rewarded with tighter pricing? Will the opposite also reign true?
        • Additional topics as submitted by the audience

      9:50 AM
      Keynote Speaker

        • Mike Cagney , Co-founder & Chief Executive Officer (Figure Technologies)

      10:10 AM
      DLT: How Large of an Impact will it Have on the Evolution of Securitization?

        • Silicon Valley vs. Wall Street: what are each side anticipating the timeline of DLT broad adoption by capital markets be? Who is right?
        • What are the major areas of ABS that DLT will be applied? Contracts? From asset origination through to securitization?
        • What are the hurdles to broad adoption? Especially for mortgage assets? i.e. varying state laws
        • Integration with legacy structure is important especially between different networks
        • Can DLT create potential for new asset classes? Esp. at point of origination. Health insurance for example, can securitize payment premiums
        • Understanding how smart contracts work, particularly when applied to an ABS transaction. Automate business logic and execution of contracts

      10:50 AM
      Refreshment Break

      Commence Concurrent Tracks A-C

      Track A 11:20 AM
      Headed Down the Rabbit Hole: What to Make of an Interest Rate Environment Inspired by the Mad Hatter’s Tea Party

        • It’s a crazy world when one year auto new issue is trading higher than the three year tranche. How are investors adjusting their strategy accordingly?
        • What types of products will the inverted yield curve affect the most?
        • Are rates investors pulling back from the ABS Market? How does this impact investors largely focused on spreads?
        • What does this mean for the future development of the SOFR curve? How will it be developed and utilized going forward? Plans to put a term structure in place.

      Track B 11:20 AM
      Charting the Progress of the MPL/Online Lending Sector

        • What is the current level of adoption by investors of the MPL asset class?
        • Taking investor temperature on platform leadership/turnover concerns at the C-suite level, performance of assets to date, and bond pricing structures
        • Do investors view static wind down pools of differently than revolving pools in their credit analysis?
        • What data sets are investors using to predict asset performance in a down turn? What proxies are appropriate?
        • Will marketplace lending ever be synonymous with unsecured consumer or will it always be treated as a separate ‘fintech’ asset class?
        • ABS versus pass thru certificates (whole loan transactions with a CUSIP)

      Track C 11:20 AM
      Assessing Your Investment Strategy in the New Issue Non QM ABS Market

        • Not all non – QM is created equally: from slightly outside the QM box to identical to pre-2008 subprime; what is the spectrum of non-QM?
        • What credit analysis must be done on the underlying collateral and where are investors finding their niche?

      12:10 PM
      Delegate Luncheon

      Track A 1:20 PM
      CLOs Across the Pond: Considerations for Investing in Europe vs the U.S.

        • How has regulation affected both deal construction and asset management? 
        • Impact of STS regulation on European investors and how this will affect participation in the US market
        • Comparison of yield and investors bases 
        • Where are managers deploying their risk retention capital 12 months later?
        • Differences in US vs. Europe loan markets 
        • Outlook post-Brexit? How will U.S. investors position their portfolio for a China Trade War?
        • Nuances in Euro CLOs compared to US CLOs

      Track B 1:20 PM
      Has FFELP Student Loan ABS Earned a Spot on the Endangered Species List?

        • As FFELP student loan asset class winds down, where do investors look to replace the exposure?
        • Will Private label issuance be robust enough to fill the void?
        • With $1.7 trillion in outstanding student loan debt, what is the latest stance by the DoE on forgiveness? How will that impact SLABS investor return expectations?

      Track C 1:20 PM
      Developments in Non –Traditional Mortgage Securitization

        • HELOC ABS

      Track A 2:10 PM
      This CLO Ship is Getting Crowded, Can it Stay Afloat? The New Manager Landscape

        • What is the true net number of new issuers to market in 2018 considering new entrants vs. non-active firms who have not issued?
        • New manager additions are occurring at the rate of 8-10 per year, is it an crowded field, or does it self-correct due to the on and off nature of some issuer’s activity?
        • Why does the market need another manager? What is the motivation and the thought behind it?
        • What is the survivability of some of them, will they get to critical mass, and can they make the arbitrage work in a wider spread environment. Can they make good on the promises they make?
        • Did the removal of Risk Retention requirements jump start new manager additions, or was the pace similar when the requirement was still in place?
        • Where is the collateral coming from? Retail funds are selling, but is this sustainable?
        • M&A and lending outlook: how many years of robust activity do we have until the next downturn?

      Track B 2:10 PM
      Is Whole Business ABS Still “Whole” Or is this Asset Class Waning?

        • With the robust growth of whole business ABS in the past few years, are we now seeing a decline in new issuance volume from robust borrower names?
        • Most of the activity is refinancing. How are the new issue borrowers comparing to the franchises and corporates that launched the market in terms of investor appetite and borrower performance?

      Track C 2:10 PM
      The Slowing PACE of PACE ABS: A Market Update

        • Impact of the California new consumer protection laws/ability to pay requirements on Resi-PACE program adoption by other states and issuance forecast for Resi-PACE ABS
        • Where is the CFPB as a national regulator?  How do various constituents (states, originators and investors) view having federal regulation of residential PACE?
        • What is holding back broader adoption of C-PACE programs and product use by propertyholders?  What is the state of new program launches and growth?
        • Where is C-PACE origination going, given the limited ABS issuance?
        • Impact of the California new consumer protection laws/ability to pay requirements on Resi-PACE program adoption by other states and issuance forecast for Resi-PACE ABS
        • Where is the CFPB as a national regulator?  How do various constituents (states, originators and investors) view having federal regulation of residential PACE?
        • What is holding back broader adoption of C-PACE programs and product use by propertyholders?  What is the state of new program launches and growth?
        • Where is C-PACE origination going, given the limited ABS issuance?

      Track A 3:00 PM
      Opportunities in Private Markets vs. Public Markets

        • What is behind the trend of increasing private market issuance vs. public?
        • Profiling the assets most often financed: NPLS, whole loan portfolios, specialty finance lender assets

      Track B 3:00 PM
      Digital Securities: Bringing New Asset Types to Market

        • It’s not cryptocurrency! Key differences including legal framework and familiar structures employed (144A, Reg D, S1)
        • Where are we on the timeline of developing a truly liquid for digital securities market?
        • As an issuer why raise money using a digital security?
        • Because anything can become an asset
        • To attract a new, broader investor base
        • To provide capital to  industries with little capital outlets

      3:50 PM
      The 25th Anniversary ABS East Conference Concludes



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  • Investor Rate - $1,575
  • Issuer Rate - $1,575
  • Early Bird Rate - $2,895
  • Standard Rate - $2,995

Keynote Speakers

Contact Us


  • Conference Venue
  • Fontainebleau Miami Beach

    4441 Collins Avenue
    Miami Beach, FL, 33140

    Additional Info:

    The room blocks at the Fontainebleau, Nobu Eden Roc and Confidante are reserved for sponsors and speakers only, and booking instructions will be provided by IMN. Conference delegates may book in the room block at the “Recommended Hotels” listed below.

    For attendees requiring a reduced government rate, we recommend checking the Holiday Inn Miami Beach Oceanfront. Please note that we do not have a room block at this property. 

    Investors/Issuers may contact Caitlin Fitzpatrick directly to ascertain availability at caitlin.fitzpatrick@imn.org

    Key Event Contacts

    For sponsorship opportunities: Chris Keeping, Head of Sales, at ckeeping@imn.org.
    For speaking opportunities: Jade Friedensohn, Managing Director, at jfriedensohn@imn.org.

    IMPORTANT NOTE: IMN has NOT retained a third party booking company to assist with reservations. If you are interested in making reservations at the Fontainebleau, Nobu Eden Roc or Confidante properties, you will need to book directly with IMN. For any of the alternative suggested properties, you may contact that hotel directly.

  • Suggested Hotel
  • Grand Beach Hotel

    4835 Collins Avenue
    Miami Beach, FL, 33140

    Additional Info: Please use the link above to book a room in IMN's room block, pending availability. 

1120 Avenue of the Americas, 6th Floor, New York, NY 10036
Tel: +1(212)901-0506 Fax: +1(212)768-2484
Email: mail@imn.org

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