Main Conference Agenda
Day One
Tuesday, April 25
7:30
Continental Breakfast, Conference Registration & Opportunity To
View The Credit Derivatives Congress 2006 Solutions Zone
8:25-8:30
Credit Derivatives Congress 2006 Welcome Address
Ian McRae
Executive Director
Worldwide Business Research
8:30-8:50
Chairperson's Opening Address
Richard M. McVey
Chairman and CEO
MarketAxess
8:50-9:40
An Update From The Federal Reserve: Progress
In The Credit Derivatives Market
Brian Peters
Senior Vice President, Bank Supervision
Federal Reserve Bank Of New York
9:40-10:15
PANEL:
The Impact Of CDS Automation On Front, Middle & Back Office Behavior
Andy
Brindle
Senior Advisor
MarketAxess
10:15-10:50
Refreshment Break & Opportunity To View The Credit Derivatives
Congress 2006 Solutions Zone
10:50-11:25
PANEL:
Examining Market Liability For Pricing Credit Derivatives
Maurizio Ferconi
Managing Director, Head of Financial Engineering
Putnam Investments
Reto Gallati,
Chief Risk Officer,
Nuveen Investments
William Boss
Global Head of Credit Derivatives Operations
UBS
12:00-1:15
Lunch For All Attendees
CONCURRENT TRACKS - Don't Miss Out!
Make the most of the concurrent tracks of case studies by bringing
your middle and back office teammates. Specifically designed team
discounts mean that you can save serious money when you book your
whole team. With every session covered by you and your colleagues,
you can really start to leverage the real life experiences that speakers
explore.
| Stream
A - Operations |
Stream
B - Risk Management |
| 1:15 Jonathan Ambos 2:00-2:35 Ann Marie Davis |
1:15 1:25-2:00 Minh Trinh 2:00-2:35 Martin Goldberg |
2:35-3:05
Refreshment Break & Opportunity To View The Credit Derivatives
Congress 2006 Solution Zone
3:05-3:40
Best Practices For Bringing Your Back Office
Operations Up To Speed With Market Leaders
Mary Ambrecht
Managing Director, Operations
Citigroup
Kevin Sypolt
Director, Margin and Risk Management
Merrill Lynch
4:15-4:50
Identifying Critical Factors & Tools For
Managing Credit Risk
Aaron Brown
Head of Credit Risk Architecture
Morgan Stanley
4:50-5:50
Interactive Roundtable Discussions - You have the opportunity to choose
between five discussions!
These interactive and informal discussion groups are key highlights of Credit Derivatives Congress 2006! This is the time we set aside for you to ensure that you have an opportunity to meet with speakers and other participants on a one-to-one basis. A select group of speakers will lead individual discussions based on topics raised during the day. To make sure that you derive the most benefit from these informal discussions groups, each table will be limited to only eleven people to ensure that you have every opportunity to contribute to and benefit from this invaluable experience.
The informal atmosphere marks the start of the main conference networking;
allowing you to reflect on what you have learned during the day, discuss
controversial issues, and establish new ideas and strategies that
you can take back to the office. Make sure you sign up when you are
on site to reserve your place on the discussion group of your choice.
To really maximize the benefits of taking part, make sure that you
come fully armed with questions and points for discussion - the roundtables
work best when everyone brings ideas to the table!
Here are the great discussion groups that you will be choosing from:
1. Best Practices For Bringing Your Back Office Operations
Up To Speed With Market Leaders
Mary Ambrecht
Managing Director, Operations
Citigroup
2. Identifying Critical Factors & Tools For Managing
Credit Risk
Aaron Brown
Head of Credit Risk Architecture
Morgan Stanley
3. Collateral Analysis: How Are Credit Derivatives Being
Evaluated From A Collateral Management Standpoint?
Kevin Sypolt
Director, Margin and Risk Management
Merrill Lynch
4. Best Practices For Managing Risk Of CDO Tranches
Minh Trinh
Senior Vice President, Quantitative Credit Research
Lehman Brothers
5. Managing Risk By Accessing Quality Pricing Models For
Customized Products
Martin Goldberg
Head of Model Validation, Risk Architecture
Citigroup
5:50-7:00
Credit Derivatives Congress 2006 Networking Cocktail Party
After a day filled with constructive discussion, case studies and critical information for your service and support operations, RELAX, UNWIND and make new friends and contacts at the Networking Cocktail Party! Take advantage of this opportunity to network with the industry's brightest and most forward thinking leaders in a relaxed and informal atmosphere.
Day Two
Wednesday, April 26
8:30-9:00
Continental Breakfast, Conference Registration & Opportunity To
View The Credit Derivatives Congress 2006 Solutions Zone
9:00-9:20
Chairperson's Opening Address
John La Vecchia
Head of Credit Sales
TradeWeb
9:20-9:55
Longer Term Solutions With Regards To Swaps
Processing
Joseph W. Sack
Executive Vice President
The Bond Market Association
9:55-10:30
PANEL:
Interpreting ISDA® Documentation And The Restatement Of Terms
Andrea S. Kramer
Partner
McDermott Will & Emery
John Gatsos
Associate General Counsel
Amaranth Advisors
10:30-11:00
Refreshment Break & Opportunity To View The Credit Derivatives
Congress 2006 Solutions Zone
11:00-11:35
PANEL: The
Ideal Electronic Matching Platform: Reviewing Current Functionality
Against The Evolving Market
Brad Bailey,
Senior Analyst,
The Aite Group
Leo Schlinkert
President, CEO
Communicator Inc
11:35-12:10
PANEL:
Redefining Work Processes Around Credit Derivatives Across The Front,
Middle & Back Office
Tim Murray
Senior Managing Director, Global Manager of the Derivatives Middle
Office
Bear Stearns & Company
Garth Barker Goldie
Vice President, Middle Office for Credit Trading and Back Office Operations
JP Morgan Chase
Harrell Smith
Manager, Securities and Investments Practice
Celent
Mark Beeston,
President,
T-Zero
12:10-1:15
Lunch For All Attendees
CONCURRENT TRACKS - Don't Miss Out!
Make the most of the concurrent tracks of case studies by bringing
your middle and back office teammates. Specifically designed team
discounts mean that you can save serious money when you book your
whole team. With every session covered by you and your colleagues,
you can really start to leverage the real life experiences that speakers
explore…
| Stream
A - Middle & Back Office Operations |
Stream
B - Risk Management |
| 1:15 1:25-2:00 Kathy Andrews Angie Montalvo George Wehbe Brian Turkfeld 2:00-2:35 Zdenka Griswold 2:35-3:05 3:05-3:40 Jane Carlin |
1:15 1:25-2:00 Raymond Kahn 2:00-2:35 John Hull 2:35-3:05 3:05-3:40 David Li |
3:40-4:15
Maximizing The Functionality Of Electronic
Matching Platforms To Reduce Operational Issues
Peter Axilrod
Managing Director, Business Development
Depository Trust & Clearing Corporation
4:15
End of Credit Derivatives Congress 2006 Main Program
WBR is the sole organizer of Credit Derivatives Congress. Any use
or reference to ISDA is done for reference purposes only, and WBR
does not purport any affiliation with, or sponsorship or endorsement
by, ISDA.