09:55 Eastern Daylight Time
Opening Remarks
10:00 Eastern Daylight Time
ESG / CLO
CLOs are said to be the perfect vehicle for ESG selection criteria. Can investors seek enhanced yield through ESG compliant CLOs and how do managers demonstrate a track record that these structures offer attractive returns? How can investors be satisfied that ESG deals are genuinely compliant with their criteria?
Panel includes:
Charlie Wu – Morgan Stanley (Moderator)
Fatima Hadj – Climate Action Women
Herman Guelovani – NIBC Bank
Steve Baker – JP Morgan
Jon Brager – Palmer Square Capital Management
Elena Rinaldi – TwentyFour Asset Management
10:45 Eastern Daylight Time
Break
11:05 Eastern Daylight Time
Electronification
Some banks are looking to achieve time and cost efficiencies to the secondary loan and CLO market through electronification. But does this represent as big an opportunity for investors and other market players, or is there a better way to improve market infrastructure for everyone?
Panel Includes:
Sean Kelley – US Bank (Moderator)
Olga Chernova – Sancus Capital Management
Anthony Schexnayder – KopenTech
Jason Schechter – Jefferies
John Wu – Seix Investment Advisors
11:50 Eastern Daylight Time
Break
12:10 Eastern Daylight Time
Middle Market CLOs
Offering a wider spread advantage to their BSL siblings how is the more opaque sector really faring now the initial stage of the Covid crisis is behind us, but the true economic impact is still ahead, and do MM CLOs still offer enough reward for the risk? How attractive are risk adjusted returns for MM CLOs, what are the challenges in analysing the credits given the private/bilateral nature of loans?
Panel includes:
Mark Fontanilla – Mark Fontanilla & Co. (Moderator)
Pramit Mukherjee – Converge RE
Christopher Gilbert – Natixis
Kevin McLeod – Cerberus
12:55 Eastern Daylight Time – 13:45 Eastern Daylight Time
Break
13:45 Eastern Daylight Time
Alternative structures
The structured credit outliers of recent years such as CBOs, CFOs and PFI CLOs have begun to re-emerge of late – can they and other similar instruments start to show genuine volume growth as well as enhanced yields?
Panel Includes:
Magnus Wilson-Webb – BNY Mellon (Moderator)
David Goldfinger – GreensLedge Capital Markets
Craig Bergstrom – Corbin Capital Partners
Putri Pascualy – Angelo Gordon
14:30 Eastern Daylight Time
Break
14:50 Eastern Daylight Time
Pricing and relative value
An in-depth look at the key issues in CLO analytics, pricing and valuation including: secondary market trading patterns, primary pricing indicators, manager tiering and the relative opportunities and challenges between US and European markets. As well as examining the practicalities of dealing with those issues such as a bottom up versus a top down approach, key metrics, early warning signals and the genesis of pricing equity through this cycle.
Panel includes:
Geoffrey Horton – Barclays (Moderator)
Laila Kollmorgen – PineBridge Investments
Dagmara Michalczuk – Tetragon Credit Partners
Andy Ross – Pacific Asset Management
Batur Bicer – Napier Park
Chris Saltaformaggio – New York Life Investors
15:35 Eastern Daylight Time
Networking Event
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