Wednesday, June 13, 2007

Credit default swaps conference

I got an email today advertising an upcoming 2nd Annual Credit Default Swaps and Loan-Only CDS Forum with the tagline "Hear from the experts responsible for driving the growth of this industry"...that ought to be a rather tumultuous gathering considering the mortage industry issues and events that have transpired recently...I can't go but it would by interesting to hear what the experts are saying now about the topics to be discussed:

Pricing and Valuation:

Calculate the probability of default, determine the present value of the expected future payoff /payments and address the issue of counterparty risk

LCDS Trading Strategies:
Discuss single name LCDS trades, Legacy LCDS trades, Total Return Swaps and more!

Overcome issues with market liquidity, combat the problem of too many buyers and examine whether there are enough names in the ABX


Evaluate the Risk, Settlement, Documentation and Operational Aspects

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