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

Description

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 2171

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Agenda

    Day 1

      10:00 AM
      Delegate Registration Opens




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      Commence Concurrent Tracks A, B and C




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

        • How does the securitization market work?
        • What are typical securitization structures and what potential protection are in place for investors?
        • What are some key considerations first time issuer should contemplate before entering the securitization market?
        • What are the funding benefits of the securitization market for issuers and what are the accounting implications?
        • What differentiates the market from other fixed income assets? How correlated is performance to other debt/equity markets?
        • How liquid is the securitization market? What are some of the key risks investors should consider?
        • What is the value proposition of investing in securitized assets?
        • What value does investing in securitized products offer an investment portfolio?  


        • Nicole Lawrence, Director - Financial Engineering (Moody's Analytics)
        • Jeffrey O'Connor, Partner (Kirkland & Ellis)
        • Asa Herald, Partner (Morgan, Lewis & Bockius LLP)
        • Kailee Balagia, Director (PwC)
        • Isha Sinwer, Vice President, US Depository Strategies (Nomura)

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      Track B 12:30 PM
      The New Esoteric: Exploring the Potential for New Asset Classes Using Securitization as a Tool

        • 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 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?


        • Jeffrey Stern, Co-Chair, Structured Finance (Winston & Strawn LLP)
        • Robert Sannicandro, Managing Director (Deutsche Bank)
        • Gregory Kabance, Managing Director (Fitch Ratings)
        • Sajid Zaidi, Managing Director (Morgan Stanley)
        • Tricia San Cristobal, Chief Product Officer (T-REX)
        • Stacey Schacter, Chief Executive Officer (Vion Investments)

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      Track C 12:30 PM
      U.S. Mortgage Credit Risk Trends

      • Join this session to learn about credit trends in the mortgage market from a big data perspective. This will include an analysis of changes in consumer credit risk and score distributions, with applications to the CRT market, the single UMBS security and the role of nonbanks in the sector. By using AI we can shed light on the important trade-off between credit conditions and the availability of mortgage credit.

        • Joanne Gaskin, Vice President (FICO)
        • Richard Koss, Chief Research Officer (Recursion Co)

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      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?


        • Stuart Goldstein, Partner (Cadwalader, Wickersham & Taft LLP)
        • Chuck Lee, Director (Credit Suisse)
        • Joe McFadden, Managing Director – Business Development (CSC)
        • Nitin Bhasin, Senior Managing Director (Kroll Bond Rating Agency)
        • Francisco Paez, Director (MetLife)

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      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 are 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?


        • Andy Pollock, Senior Relationship Manager, Enterprise Sales (Radian)
        • Kevin Gibbons, Managing Director (Amherst Pierpont Securities)
        • Valerie Kay, Chief Capital Officer (Lending Club)
        • Brian Herr, Chief Investment Officer & Co-Head of Structured Credit and Asset Finance (Medalist Partners LP)
        • Michael Weisz, Founder, President (YieldStreet)

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      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?


        • Sarah Milam, Associate (Dechert LLP)
        • Aditya Bhatla, Director (Deutsche Bank)
        • James Peterson, Managing Partner (Nearwater Capital)

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      2:30 PM
      Refreshment Break




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      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!
        Hosted by:


        • Meredith Coffey, Executive Vice President of Research & Analysis (LSTA)
        • Stephen Kudenholdt, Partner and Head of Structured Finance (Dentons)
        • Claire Hall, Partner, Co-head of Derivatives practice, and Co-chair of LIBOR Transition Team (DLA Piper)
        • Phillip Thigpen, Director (PwC)
        • David Frey, Managing Director (HPS Investment Partners)

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      Track B 3:00 PM
      The 'QM Patch Expiration' Open Forum, hosted by the CFPB*

      • Attendees are invited to join the CFPB in an interactive discussion that will help to crystallize industry sentiment on the proposed expiration of the non-QM patch. Using the interactive polling tool Sli.do, participants will get to vote on questions posed by the CFPB, and will in turn be able to share their concerns and questions as well. * This forum is open to all ABS East attendees, but is closed to the press.

        • Patrick Orr, Policy Analyst (CFPB)

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      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


        • Tim Kosiek, Partner (Baker Tilly)
        • Nancy Beebe, Managing Director (Capital One)
        • Harvey Plante, Vice President, Product Management (Deloitte & Touche LLP)
        • Mehul Patel, Director (KPMG LLP)
        • Greg Hertrich, Managing Director (Nomura)
        • Jennifer Miller, Director (PwC)
        • Peter Danna, Senior Vice President - Structured Products (Radian Group Inc.)

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      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?
        Hosted by:


        • Charles Sweet, Partner (Morgan, Lewis & Bockius LLP)
        • Jeanne Naughton-Carr, Legal Affairs (BNY Mellon)
        • David Kucera, Senior Managing Director (Capital One)
        • Bruce Deane, Managing Director (Credit Agricole Corporate and Investment Bank)
        • David Jefferds, Chief Executive Officer (DealVector)
        • Alexis Pederson, Senior Company Counsel (Wells Fargo)

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      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


        • Evan Kelson, Senior Counsel (Chapman and Cutler LLP)
        • Andie Goh, Vice President (Ares Management)
        • Benjamin Fernandez, Managing Director (Barclays)
        • Nicky Dang, Senior Vice President/Manager (Moody’s Investors Service)
        • Eliza Kwong, Partner (PwC)

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      Track C 3:50 PM
      Digital Securities: Bringing New Asset Types to Market

        • Tokenized Securities: 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 few capital outlets


        • Matthew Hays, Partner (Dechert LLP)
        • John Mizzi, Chief Strategy Officer (Bond.One)
        • Marcus Austin, Global Head of Product Development – Issuer Services (Citi)
        • Joel Steinmetz, Chief Operating Officer (Rialto Markets)
        • Carlos Domingo, Chief Executive Officer & Co-Founder (Securitize)
        • Jennifer Mitrenga Maymon, Head of Americas, Provenance.io (Figure)

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      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?



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      Track A 4:40 PM
      Operationalizing the LIBOR Transition

        • 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?
        Hosted by:


        • Ellen Hefferan, Senior Vice President of Operations & Accounting (Loan Syndications and Trading Association)
        • Nitish Idnani, Advisory Principal (Deloitte & Touche LLP)
        • Cindy Tjoe, Managing Director (KPMG LLP)
        • Linc Finkenberg, Partner (Perkins Coie)
        • Ben Jordan, Head of Transaction Management (Wilmington Trust, N.A.)

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      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


        • William Tso, Director (Moody's Analytics)
        • David Sklar, Director (Bank of America Merrill Lynch)
        • Connor Buttner, Managing Director (KANERAI)
        • James Vogl, CFA, Head of Product (KopenTech)
        • Reginald Fernandez, Executive Director (Natixis)

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      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?


        • Prachi Gokhale, Partner (Katten Muchin Rosenman LLP)
        • Michael Mazzuchi, Partner (Cleary Gottlieb, Steen & Hamilton LLP)
        • Kyra Fecteau, Vice President, Investment Strategist (Loomis, Sayles & Company, L.P.)
        • Stephen McLoughlin, Partner, Finance (Maples Group)
        • James Warbey, Partner (Milbank LLP)

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      5:30 PM
      Opening Night Welcome Reception Hosted By:




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    Day 2

      7:00 AM
      Walkers Wellness: Bootcamp

      • Join the Walkers workout events at ABS East! Designed for maximum calorie burn in the shortest amount of time, Bootcamp allows you to get fit, get healthy, and challenge your mind and body. All levels will be catered for. Spaces are limited, so please email Dean-Paul.Wallace@walkersglobal.com to RSVP and secure your spot. All participants should meet in the lobby of the Fontainebleau at 6:45AM.


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      8:00 AM
      Delegate Registration Opens and Breakfast




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      9:00 AM
      Fixed Income Investor Network and IMN Welcoming Remarks



        • Jade Friedensohn, Managing Director (IMN)
        • Dave Blide, Managing Director (Fixed Income Investor Network)
        • Alessandro Pagani, ‎Vice President, Portfolio Manager, Head of Mortgage and Structured Finance; Chairman, FIIN (Loomis, Sayles & Company, L.P.)

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      9:10 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?
        • Trading 3.0: how AI and other technologies will become embedded in a competitive trading desk


        • Howard Kaplan, Senior Partner (Deloitte)
        • David Kucera, Senior Managing Director (Capital One)
        • Beth Starr, Managing Director (Credit Agricole)
        • Jim Ahern, Managing Director - Global Structured Finance (Moody's Investors Service)
        • Reed Auerbach, Partner (Morgan, Lewis & Bockius LLP)
        • Kristi Leo, President (Structured Finance Association)

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      10:00 AM
      Keynote Presentation: Question Time with Mohamed El - Erian

      • Submit questions via Slido.com or the Slido App, using code #ABS and select the 'Keynote' option. You can submit questions any time from the start of the conference until the end of keynote.

        • Jade Friedensohn, Managing Director (IMN)
        • Mohamed El-Erian, Chief Economic Advisor (Allianz Global Investors)

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      10:40 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 financial institutions doing to get ready?
        • What’s next for ARRC: The plan for 2020 (and beyond!)


        • Meredith Coffey, Executive Vice President of Research & Analysis (LSTA)
        • Richard Hopkin, Managing Director & Head of Fixed Income, Capital Markets (Association for Financial Markets in Europe (AFME))
        • Melanie Gnazzo, Partner (Chapman and Cutler LLP)
        • Chuck Weilamann, Chief Credit Officer (DBRS)
        • Alexey Surkov, Partner (Deloitte & Touche LLP)
        • Greg Hertrich, Managing Director (Nomura)
        • Peter Phelan, Deputy Assistant Secretary for Capital Markets (U.S. Department of the Treasury)

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      11:30 AM
      Refreshment Break Hosted By:




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      Commence Concurrent Tracks A-D




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      Track A 12:00 PM
      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


        • Serhan Secmen, Managing Director & Portfolio Manager (Napier Park Global Capital)
        • Neha Khoda, Leveraged Loan Strategy (Bank of America Merrill Lynch)
        • Thomas Majewski, Managing Partner & Founder (Eagle Point Credit Management)
        • John Brodbine, Vice President (Eaton Vance Management)
        • Kevin Kendra, Managing Director (Fitch Ratings)
        • Asif Khan, Managing Director, Head of CLOs (MUFG)
        • Steve Wilkinson, Senior Director (S&P Global Ratings)

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      Track B 12:00 PM
      The Role of ABS in Encouraging Sustainable Investment and ESG Goals

        • Defining and quantifying the market – definitions of ESG, criteria and size of the market
        • Understanding the investor perspective
        • Are third party designations important when looking at ESG investments?
        • How can investors track use of proceeds in ESG securitizations?
        • The rating agency perspective – what is their role in defining and setting parameters?
        • What concerns do the rating agencies have that investors should be aware of when considering ESG investments?
        • Is a global standard emerging for evaluating these investments?
        • What is the future of ESG in the securitization market?


        • Max Adams, Global Securitization Editor (GlobalCapital)
        • Robert McDonough, Director of ESG and Regulatory Initiatives (Angel Oak Capital)
        • Andrew Kaufman, Chief Investment Officer (Community Capital Management, Inc.)
        • Nathan Gabig, Managing Director (KPMG LLP)
        • Kruti Muni, Managing Director - Consumer ABS & RMBS Surveillance (Moody's Investors Service)
        • Ildiko Szilank, Senior Director (S&P Global Ratings)

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      Track C 12:00 PM
      Agency RMBS Update: GSE Reform, QM Patch Expiration

        • Outlook for GSE reform under new leadership
        • Are the GSE’s still casting too large of a shadow for PLS RMBS and CMBS to come back to pre-crisis ('04-'06) volume and product array?
        • Will the eventual expiration of the non-QM patch even the playing field for private label originators?


        • Michael Bright, Chief Executive Officer (Structured Finance Association)
        • Chris Helwig, Managing Director (Amherst Pierpont)
        • Richard Cooperstein, Director, Model Risk Management (Andrew Davidson & Co., Inc.)
        • Eli Stern, Principal (EY)
        • Mark Hanson, Senior Vice President Securitization (Freddie Mac)
        • Sharif Mahdavian, Senior Director (Kroll Bond Rating Agency)

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      Track D 12:00 PM
      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?


        • Bob Behal, Principal, Co-Head ABS & CMBS Investments (Vanguard)
        • Brian Kustrup, ABS Trader (Credit Agricole CIB)
        • Scott Levy, Senior Managing Director, Co-Head of Fixed Income (Guggenheim Securities)
        • Jeffrey Zavattero, Head of Fixed Income Sales and Trading (SMBC Nikko Securities America, Inc.)
        • Kyle Pietila, Director, Senior Trader (Societe Generale)
        • Alie Diagne, Director (FINRA)

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      12:50 PM
      Delegate Luncheon

      • A standing, full lunch will be provided to all conference delegates on Monday and Tuesday. If you wish to book a table to ensure private seating, please consider making a reservation at one of the following restaurants using the link below*:
        • Stripsteak: https://www.opentable.com/r/stripsteak-by-michael-mina-miami-beach 
        • La Cote: https://www.opentable.com/r/la-cote-fontainebleau-miami-beach
        • Vida: https://www.opentable.com/r/vida-fontainebleau-miami-beach
        *Lunch at restaurants not included.


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      Track A 2:00 PM
      Reading Between the Headlines: Addressing the Latest CLO and Leveraged Loan Market News

        • 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 


        • Eric Hudson, Managing Director (Kroll Bond Rating Agency)
        • Adam Tempkin, Reporter (Bloomberg)
        • Will Caiger-Smith, Associate Editor (Debtwire)
        • Mayra Rodriguez Valladares, Managing Principal (MRV Associates, LLC.)
        • Laila Kollmorgen, Managing Director (PineBridge Investments)
        • Olga Chernova, Chief Investment Officer (Sancus Capital Management)
        • David Preston, Managing Director (Wells Fargo)

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      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?
        • Will trade tensions negatively impact CLOs?


        • Jian Hu, Managing Director & Head of New Ratings for US Corporate Asset Securitization (Moody's Investors Service)
        • Mary Kane, Head of Securitized Products Research (Citi Global Markets, Inc.)
        • Jim Feeley, Co-Head of US (Investcorp Credit Management)
        • Kate Scanlin, Senior Director (S&P Global Ratings)

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      Track C 2:00 PM
      Non-QM RMBS Market Outlook: Promising Signs of Life for Private Label Issuance

        • Defining non-QM: profiling the borrower and the credits 
        • Did the RMBS structure truly improve post crisis if investor appetite has been anemic to this point?
        • 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?
        • Profiling the most prolific and up and coming issuers
        • Separating non-QM from subprime or the Alt-A moniker: key differences in FICO scores, LTV, mortgage lending rules, originator risk retention
        • What more needs to be done to grow the investor base?
        • What is the timeline for the QM patch expiration and what effect will this have on the ability of the private originator to expand its borrower base?


        • Pete Sack, Managing Director (Credit Suisse)
        • John Hsu, Head of Treasury Strategies (Angel Oak Capital)
        • Mary Stone, Managing Director (Bank of America Merrill Lynch)
        • Grant Bailey, Managing Director (Fitch Ratings)
        • James Egan, Executive Director, Structured Products Strategy (Morgan Stanley)
        • Jeremy Schneider, Senior Director (S&P Global Ratings)

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      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?
        • How can an ABS investor/ PM hedge against systemic credit underpricing?


        • John McElravey, Managing Director, Head of Consumer ABS Research (Wells Fargo Securities, LLC)
        • Theresa O'Neill, Managing Director (Bank of America Merrill Lynch)
        • George Shand, Senior Director - Scores & Analytics (FICO)
        • Lilia Dobreva, Executive Director (Morgan Stanley)
        • Manish Kapoor, CFA, Managing Principal (West Wheelock Capital)

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      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?


        • Ryan Suda, Partner (Mayer Brown LLP)
        • Sandeep Hoshing, Director (Credit Suisse)
        • Jim Kane, Managing Partner (GreensLedge Capital Markets LLC)
        • Paul St. Lawrence, Partner (Morgan, Lewis & Bockius LLP)
        • John Nagykery, Vice President - CLO Team Leader (Morningstar Credit Ratings)
        • Nicole Skalla, Partner (Paul Hastings)

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      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?


        • Vishwanath Tirupattur, Managing Director (Morgan Stanley)
        • Christopher Flanagan, Managing Director (Bank of America Merrill Lynch)
        • Tracy Chen, Portfolio Manager & Head of Global Structured Credit (Brandywine Global Investment Management)
        • Dev Chatterjee, Managing Director (Moody's Investors Service)
        • Neil Aggarwal, Head of Trading & Deputy Chief Investment Officer (Semper Capital Management)

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      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?


        • Eknath Belbase, Director, Mortgage Strategy (Andrew Davidson & Co., Inc.)
        • Dillon Vestal, Vice President, Advisory & Rapid Analytics Platform (Black Knight)
        • Vincent Fiorillo, Head of Global Relationship Management (DoubleLine Capital)
        • Alfred Chang, Director (MetLife)
        • Eric Kaplan, Director, Housing Finance Program (Milken Institute - Center for Financial Markets)

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      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


        • Robert Sheldon, Managing Director (Deutsche Bank)
        • Rich Barnett, Managing Director (Castlelake)
        • Madalyn Miller, Partner (Clifford Chance US LLP)
        • Carla Schriver, Vice President (Goldman Sachs)
        • Thierry Masson, Director, US Origination (M&G)
        • Yezdan Badrakhan, Executive Director (Morgan Stanley)
        • Elena Serdyuk, Senior Director (New York Life Investors)

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      3:40 PM
      Refreshment Break




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      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


        • Paul Nikodem, Managing Director, Head of Securitized Products Research (Nomura Securities International, Inc.)
        • Steven Abrahams, Senior Managing Director (Amherst Pierpont Securities)
        • Justin Pauley, Senior Structured Credit Analyst (Brigade Capital Management, LLC)
        • Patricia Antonios, Vice President (Eagle Point Credit Management)
        • Gaurav Singhal, Senior Portfolio Manager (Mill Hill Capital LLC)
        • Andrew Ross, Senior Director, Investment Risk and Structured Products (Pacific Asset Management)

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      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?


        • Scott Miller, Chief Business Development Officer (T-REX)
        • Matt Wong, Chief Executive Officer (Liquidaty)
        • William Moretti, Managing Director (Chainlink Advisory LLC)
        • Eiman Abdelmoneim, Head of Product (Sky Road)
        • Paul Livanos, Director (Virtus Partners)

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      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?


        • Joseph Lau, Managing Director & Chief Operating Officer (Lord Capital LLC)
        • Hector Herrera, Head of Business Development for Strategic and Conventional Sales (BNY Mellon)
        • Amy Hauter, Portfolio Manager (Brown Advisory)
        • Roelof Slump, Managing Director (Fitch Ratings)
        • Alexandra Cooley, Chief Operating Officer & Co-Founder (Greenworks Lending)

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      Track C 5:00 PM
      Esoteric ABS Cocktail Reception, Hosted by DZ Bank

      •                   Located in Splash 11 (Track C) from 5 PM to 6 PM This special event will bring together issuers and investors as well as service providers with a particular focus on the esoteric ABS asset classes such as solar, PACE, ILS, timeshare, IP, tax lien, etc. All delegates with a focus on esoteric ABS are welcome to attend.


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      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 this the main 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?


        • Lea Overby, Head of CMBS Research (Wells Fargo Securities)
        • Tracy Chen, Portfolio Manager & Head of Global Structured Credit (Brandywine Global Investment Management)
        • Scott Buchta, Head of Fixed Income Strategy (Brean Capital)
        • John Henry Iucker, Associate Portfolio Manager (Brown Advisory)
        • Amanda Nunnink, Vice President, Investor Relations (Freddie Mac)

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      5:00 PM
      Keynote Fireside Chat: US/China Trade and Currency Tensions: Reality, Fallout and Macroeconomic Implications



        • Max Adams, Global Securitization Editor (GlobalCapital)
        • Mark Sobel, US Chairman (Official Monetary and Financial Institutions Forum (OMFIF))

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      5:30 PM
      Day Two of the 25th Anniversary ABS East Conference Concludes




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      8:36 AM
      *** New Session ***




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    Day 3

      7:00 AM
      Walkers Wellness: Yoga

      • Centre yourself and have a positive start to the day with yoga on the Ocean Lawn. Mats and water will be provided and all levels will be catered for. Spaces are limited, so please email Dean-Paul.Wallace@walkersglobal.com to RSVP and secure your spot. All participants should meet in the lobby of the Fontainebleau at 6:45AM.


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      7:45 AM
      Delegate Registration Opens and Breakfast




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      8:00 AM
      Women in Structured Finance Networking Breakfast

      • Featuring a Lively Discussion on “Emerging Technology Applications for the ABS Market” We are excited to share the launch of IMN’s new Women in Thought Leadership initiative, which provides a platform for women in Finance and Real Estate, by encouraging their participation in high-profile speaking engagements and through their contributions to the content of our global programming. The initiative also strives to offer meaningful networking opportunities, raise awareness of issues that affect women’s professional advancement, and encourage engagement from all levels of experience. As part of this effort, we would like to invite you to join us at the Women’s Networking Breakfast. The event is hosted by Figure, which is the first company to issue a HELOC ABS transaction on the blockchain. Therefore the theme of this discussion will be “Emerging Technology Applications for the ABS Market”. By focusing on Fintech, we are highlighting not only a major trend, but also a sector that is traditionally male-dominated. A percentage of the proceeds from this breakfast will be donated to 100 Women in Finance, whose mission strongly aligns with that of IMN’s. This event requires pre-registration as space is limited. Please email Rachel Neil at rachel.neil@imn.org to reserve your seat.  

        • Amanda Pullinger, Chief Executive Officer (100 Women in Finance)
        • Jennifer Mitrenga Maymon, Head of Americas, Provenance.io (Figure)
        • Lisa Wong, Principal (Liquidaty)
        • Beth Forbes, Senior Vice President (Morningstar Credit Ratings)
        • Lilya Tessler, Partner (Sidley Austin)

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      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 FIIN 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 ring true?
        • Additional topics as submitted by the audience
        • ABS structures being used outside US & Europe


        • Alessandro Pagani, ‎Vice President, Portfolio Manager, Head of Mortgage and Structured Finance; Chairman, FIIN (Loomis, Sayles & Company, L.P.)
        • Tom Denkler, Managing Director, Head of Structured Products (AIG)
        • Mario Rivera, Managing Director (Fortress Investment Group)
        • Marjan Van Der Weijden, Managing Director (Fitch Ratings)
        • Carolyn Natale, CFA, FSA, Managing Director (Wellington Management)
        • Manish Kapoor, CFA, Managing Principal (West Wheelock Capital)

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      9:50 AM
      Keynote Speaker



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

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      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


        • Anthony Pompliano, Co-Founder & Partner (Morgan Creek Digital Assets)
        • Peter Silberstein, Head of Capital Markets (Figure)
        • Brian McGrath, Managing Director (Jefferies LLC)
        • Beth Forbes, Senior Vice President (Morningstar Credit Ratings)
        • Kristin Moore, Senior Vice President, Director Corporate Trust (WSFS Institutional Services)

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      10:50 AM
      Refreshment Break




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      Commence Concurrent Tracks A-C




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      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.


        • Leon Tatevossian, Adjunct Professor, Financial Mathematics and Engineering (NYU Courant and NYU Tandon)
        • Tony Atanasoff, Director, Securitized Products (RBC Capital Markets)
        • Beth Ann Bovino, Chief U.S. Economist/Managing Director (S&P Global Ratings)
        • John McElravey, Managing Director, Head of Consumer ABS Research (Wells Fargo Securities, LLC)

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      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)


        • Steve Moffitt, Managing Director (Goldman Sachs)
        • Eric Neglia, Managing Director (Kroll Bond Rating Agency)
        • Matthew Joseph, Partner (Morgan, Lewis & Bockius LLP)
        • Peter Lowden, Managing Director & Co-Portfolio Manager (Prime Meridian Capital Management, LLC)
        • Patricia Schulze, Vice President (Wilmington Trust)

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      Track C 11:20 AM
      The A-Z of Mortgage Market Dynamics: Emerging Trends and Developments in HELOC ABS, MSRs, SFR, Crowd Funding, Blockchain Origination and CRT

        • HELOC ABS
        • Crowd-funded mortgages
        • Blockchain originated credits
        • Roll off from legacy deals and limited options for reinvestment of principal
        • Increasing significance of non-bank entities in mortgage origination and servicing
          • Significant growth in PLS market due to investor demand
        • GSE mandate to off-load junior risk using STACRs & CAS
          • Has become a successful programmatic structure
        • MSR
          • Still a specialty play but see lot more players looking at it opportunistically for yield
          • MSR sales went up by over 10% in 2018 with sales of around $600 bln NOTIONAL underlying
            • Bigger players with b/s have been picking up MSRs from smaller entities
          • Players have to get comfortable with potential for binary loss due to termination or involuntary transfer


        • Kwaw De Graft Johnson, Director (Credit Suisse)
        • Sagar Kongettira, Managing Director, US RMBS (DBRS)
        • Ryan Stark, Managing Director (Deutsche Bank)
        • Christian Valencia, Director (Freddie Mac)
        • Meagan Signoriello, Counsel (Lowenstein Sandler LLP)
        • Somdutta Basu, Research (Morgan Stanley)

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      12:10 PM
      Delegate Luncheon

      • A standing, full lunch will be provided to all conference delegates on Monday and Tuesday. If you wish to book a table to ensure private seating, please consider making a reservation at one of the following restaurants using the link below*:
        • Stripsteak: https://www.opentable.com/r/stripsteak-by-michael-mina-miami-beach 
        • La Cote: https://www.opentable.com/r/la-cote-fontainebleau-miami-beach
        • Vida: https://www.opentable.com/r/vida-fontainebleau-miami-beach
        *Lunch at restaurants not included.


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      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


        • Louise Bowman, Deputy Editor (Euromoney Magazine)
        • Nicholas Robinson, Partner (Allen & Overy)
        • Dushy Puvan, Head of Europe CLO Origination & Structuring (BNP Paribas)
        • Robert Villani, Partner (Clifford Chance US LLP)
        • Jason So, Vice President (Fair Oaks Capital)
        • Colin Behar, Senior Investment Analyst (Prytania)

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      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?


        • Jon Riber, Senior Vice President, US ABS (DBRS)
        • Sophie Cuthbertson, Partner (Cadwalader, Wickersham & Taft LLP)
        • Brandon Maxwell, Managing Director, Credit (Charles Schwab & Co.)
        • Angela Galardi Ceresnie, Chief Executive Officer (Climb Credit)
        • Ken Ruggiero, Chairman & Chief Executive Officer (Goal Structured Solutions)
        • Amy Sze, Managing Director (JP Morgan Securities LLC)

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      Track C 1:20 PM
      Assessing Your Investment Strategy in the New Issue Non QM RMBS 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?
          The Non-QM borrower profile:
        • Overview of borrower types and projections for market size/growth
        • Appendix Q guidelines and ATR liability
          How have underwriting standards evolved in response to market growth:
        • Evolution of underwriting practices across issuers and potential concerns
        • Impact of Fin Tech
          Collateral performance and loss mitigation:
        • Modeling prepays and credit performance
        • How have loss mitigation practices changed
          Relative value in the Non-QM sector and evolution of deal structures:
        • Evolution in deal structures and relative value
        • Total returns thesis in light of negative convexity, deleveraging and upgrade potential
        • R&W overview in Non-QM deals


        • Pratik Gupta, Executive Director (Nomura)
        • Lauren Hedvat, Managing Director (Angel Oak Capital Advisors)
        • Roger Ashworth, MBS Research (Citi)
        • Lee Askenazi, Partner (Clifford Chance US LLP)
        • Luisa De Gaetano, Associate Managing Director - RMBS Primary (Moody's Investors Service)
        • Shelly Schwieso, Senior Relationship Manager-Enterprise Sales (Radian)
        • Vipul Jain, Managing Director (Wells Fargo)

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      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?


        • Steven T. Kolyer, Partner (Sidley Austin LLP)
        • Wynne Comer, Chief Operating Officer (AGL Credit Management LP)
        • John Timperio, Partner (Dechert LLP)
        • Oliver Wriedt, Chief Executive Officer (DFG Investment Advisers)
        • Dan Wohlberg, Director (Eagle Point Credit Management)
        • Amit Roy, Head, US CLO New Issue (Goldman Sachs)

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      Track B 2:10 PM
      Bon Appétit: Has Whole Business ABS become your investment menu option?

        • 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?


        • Jesse Sable, Director (S&P Global Ratings)
        • Cory Wishengrad, Senior Managing Director, Head of Structured Products Origination (Guggenheim Securities)
        • Caroline Chen, Senior Vice President (Income Research & Management)
        • Xilun Chen, Senior Director (Kroll Bond Rating Agency)
        • Iuliia Palamar, ABS Team Lead (Morningstar Credit Ratings)

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      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?


        • Stephanie Mah, Vice President, ABS (Morningstar Credit Ratings)
        • David Sykes, Partner (Chapman and Cutler LLP)
        • Lain Gutierrez, Chief Executive Officer (CleanFund Commercial PACE Capital)
        • Irene Eddy, Senior Vice President (DBRS)
        • Shawn Rose, Director (Deutsche Bank)
        • Susan Morth, CEO (Energize NY PACE)

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      3:00 PM
      The 25th Anniversary ABS East Conference Concludes




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      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



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      8:36 AM
      *** New Session ***




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      8:36 AM
      *** New Session ***




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      8:36 AM
      *** New Session ***




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Venue

  • Conference Venue
  • Fontainebleau Miami Beach


    4441 Collins Avenue
    Miami Beach, FL, 33140
    USA

    Additional Info:

    IMN's room block is at capacity. There may be availability outside of our block; all reservations booked outside of our block must be made by contacting the hotel directly. 

    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. 

    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
    USA

    Additional Info: Please use the link above to book a room in IMN's room block, pending availability. 
  • Suggested Hotel
  • The Shore Club South Beach


    1901 Collins Avenue
    Miami Beach, FL, 33139
    USA

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

Speakers


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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