Securitisation Event

March 22nd, 2018 | 08.30u-19.00u

• 08.30

  Reception and registration with coffee and tea

• 09.00

  Opening by our chairmans

  • Rob Koning Dutch Securitisation Association (DSA)
  • Hendrik Jan Luikinga NN Bank
• 09.10

  The new Securitisation framework

  Moving from regulation to implementation and supervision  

  • Christian Moor EBA
• 09.30

  The implementation of the APPs

  ABS market conditions and impact of the APPs

  • Beatriz Sotomayor ECB
• 09.50

  Debate: the Impact of regulation on funding asset portfolios – a holistic view on various instruments

  Moderated by Jan-Joost Leusveld, Debt Capital Markets – Secured Debt, ABN AMRO

  • Ian Bell PCS
  • Otto ter Haar ING
  • Arnold Gast ACTIAM N.V.
  • Jan-Joost Leusveld ABN AMRO
  • Richard Sullivan Arch Underwriters Europe
  • Jeroen Conijn NIBC
• 10.15

  Coffee break

• 10.45

  Update European Securitisation Regulation and the role of the Dutch Market Supervision (AFM) 

  • Mieke Wennekes Authority Financial Markets (AFM)
• 11.15

  Capital and balance sheet-relief: the future of securitisation?

   

  • Thomas Zelders Rabobank
• 11.45

  Overview of Whole loans vs RMBS vs Covered bonds – Use of funding tools per asset class in international perspective: will markets converge?

  Moderated by Boudewijn Dierick, Head of flow ABS and Covered Bond Structuring, BNP Paribas
  

  • Alexander Batchvarov Merrill Lynch
  • Boudewijn Dierick BNP Paribas
  • Cliff Pearce Intertrust Group
  • Sachin Patel Natixis
  • Kees van Kalveen Nationale-Nederlanden Bank N.V.
  • Alessandro Pighi Fitch Ratings
• 12.10

  Debate: Trends in ABS & Capital Markets

  Moderated by Matthew Jones, MD Structured Finance, S&P Global Ratings

  • Ruben van Leeuwen Rabobank Groep
  • Joost Beaumont ABN AMRO
  • Alexander Batchvarov Merrill Lynch
  • Matthew Jones S&P Global Ratings
  • Gordon Kerr DBRS
• 12.45

  Lunch

• 13.45

  Breakout sessions – choose between A or B:

  
  A: Crash Courses (Round 1 & Round 2)

  Round I – 13.45 (choose between 1, 2 or 3)

  Round II – 14.35 (choose between 4, 5 or 6)

  B: Innovation in Finance: Fintech/Lending platforms

• 13.45

  Break out A – Crash courses

• 13.45

  Round I

  Crash Course 1: How to use securitisation to manage MREL/TLAC, IFRS9, concentration risk, stress testing and core tier 1 ratio under Basel 2 and 4

  • Jeroen Batema Open Source Investor Services (OSIS)
• 13.45

  Round I

  Crash Course 2: Achieving capital relief through risk transfer (regulation, structures and benefits) 

  • Giuliano Giovannetti Arch Mortgage Insurance dac
• 13.45

  Round I

  Crash Course 3: Covered bonds

  • Antonio Farina S&P Global Ratings
• 14.35

  Round II
  Crash Course 4: Impact of STS and EMIR

  • Mariette van ’t Westeinde Loyens & Loeff
• 14.35

  Round II

  Crash Course 5:  Financing a sustainable future with green project bonds, bonds and loan

  • Michael Wilkins S&P Global Ratings
  • Corinne Bendersky S&P Global Ratings
• 14.35

  Round II

  Crash Course 6: How to use securitisation to manage MREL/TLAC, IFRS9, concentration risk, stress testing and core tier 1 ratio under Basel 2 and 4

  • Jeroen Batema Open Source Investor Services (OSIS)
• 13.45

  Breakout B – Marketplace Lending

  By chairman Sjoerd Wegener Sleeswijk, Head of Strategy & Development, NIBC
  

  • Sjoerd Wegener Sleeswijk NIBC
• 13.45

  Breakout B –Trends in the Direct Lending market

  • Jeroen Broekema Funding Circle
• 14.15

  Breakout B – Legal & structuring considerations when investing through mortgage lending platforms

  • Philippe Steffens Baker & McKenzie
• 14.45

  Breakout B – Debate: New lending platforms (marketplace lending)

  • Daan Potjer Dynamic Credit
  • Markus Papenroth Fitch Ratings
  • Ewout van der Meer Aegon Asset Management
• 15.15

  Coffee break

• 15.45

  Investors panel: appetite of investors in Dutch assets

  Moderated by Annabel Schaafsma, Managing Director, Moody’s Investors Service

  • Kay Mennens APG Asset Management
  • Bas Kragten ACTIAM N.V.
  • Vaibhav Piplapure M&G Investments
  • Aza Teeuwen Twentyfour Asset Management
  • Annabel Schaafsma Moody’s Investors Service
  • Hon-Cheung Man NN Investment Partners
• 16.30

  Debate: Future of the buy to Let market
  Moderated by Neil Hepworth, Managing Director, Head of Structured Credit, CarVal Investors

  • Neil Hepworth CarVal Investors
  • Jeroen Bakker Cervus Capital Partners
  • Ivo Knottnerus RNHB B.V.
  • Chris Kruthoffer APG Asset Management
  • Neil Monro S&P Global Ratings
• 17.00

  The Securitisation AWARD 2018

  Short pitches of Award nominees, followed by voting and the announcement of the Winner of the Securitisation AWARD 2018 by the Chairman

• 17.30

  Drinks and Bites

• 18.30

  Networking dinner