09:00 – 12:00 Exploring Potential Risks in Restructured Credit Products

(inclusive of morning break)

In this workshop, Peter will examine the recent experience with structured credit products to provide a perspective on lessons learned in risk management and how those lessons can be applied by financial institutions.

This workshop will address:

• Identifying weaknesses in management’s understanding of product risks
• Diligence efforts
• Portfolio diversification standards
• Application of proper accounting standards
• Use of external credit ratings
• Pricing and liquidity
• Adverse classification of investment securities
• Capital treatment and adequacy

Facilitator:

Peter Dobson
Risk Director
Basis Capital Group

About Your Workshop Leader:

Mr. Peter L Dobson B.Com (Econ), M.A.(Mgt) is the Director – Finance and Risk of Basis Capital Funds Management Limited since 1999. He brings over 24 years risk management experience in Australian and Asia-Pacific financial markets, capital markets and derivatives operations for a number of major financial institutions including County NatWest Capital Markets, Westpac and Chase Manhattan Bank. Particular areas of risk management in multiple jurisdictions include business risk, compliance and reputational risk, long/short middle office market risk and credit risk management, operational and audit risk and marketing/investor relations management.