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Workshop
Asset Backed Securities
October 29 & 30, 2009
(venue: EIB, Luxembourg)
( on
invitation )
Summary
A two day
conference on securitisation and asset-backed securities held at the European
Investment Bank in Luxembourg (www.eib.org).
The recent years have shown that the assessment and handling of asset-backed
securities are of great importance for the global financial market. The aim of
the conference is to gather speakers and participants from both industry and
academia, with expertise in securitisation, asset-backed securities and related
fields, to discuss the assessment and handling of ABSs and what lessons that
have been learned from the recent financial crisis. Topics to be covered include:
cashflow modelling; modelling of defaults and prepayments; data sources for
different securities; rating agency methodologies; risk management of ABSs; and
sensitivity analysis.
The
workshop is held within the framework of the research project "Quantitative
analysis and analytical methods to price securitization deals", sponsored by
the European Investment Bank via its University Research Sponsorship
programme (EIBURS).
The project aims at conducting advanced research related to rating, pricing
and risk management of Asset-Backed Securities (ABSs) and is implemented at
EURANDOM, Eindhoven, The Netherlands, in cooperation with European
Investment Bank, Luxembourg, Katholieke Universiteit Leuven, Belgium, and
Creative Capital Partners, Stockholm, Sweden.
Organising committee
Dr. Guido Bichisao, EIB
Dr. Henrik Jönsson, EURANDOM
Prof. dr. Wim Schoutens, K.U. Leuven & EURANDOM
Dr. Karsten Sundermann, EIB
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Speakers &
Participants
Programme
&
Abstracts
Practical Information
Registration
Sponsors
Speakers (confirmed)
Marco Angheben, ESF
Jessica Carboni, JRC
Matthias Föhl, D-Fine
João Garcia, Dexia
Sanja Hukovic, UBS
Henrik Jönsson, EURANDOM
Laila Kollmorgen and Luke Mellor, Forseti Capital
Benedicte Pfister, Moody's
Martin Scheicher, ECB
Heinz Martin Sorge, PepperMinds GmbH
Peter Jones and James West, Standard & Poors
Damian Thompson, Royal
Bank of Scottland
Marc Haguenauer, ICP Capital
Practical information
Conference Venue
European Investment Bank
100, Bd K. Adenauer
L-2950 Luxembourg
EIB-Conference room
West-entrance of the main building.
Location map
http://www.eib.org/attachments/adr_map_luxembourg.pdf
Hotel
Novotel, 4 rue Fort Niedergruenewald,
Quartier Européen Nord, Plateau de Kirchberg 2015, Luxembourg (http://www.novotel.com/gb/hotel-1930-novotel-luxembourg-kirchberg/index.shtml)
Indicate your arrival and departure date
on the
FORM.
Sofitel -
Royal -
Sofitel City -
the Meliá
Last up-dated
23-10-09
By LC
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