Course Tutors

• Mahesh Bhimalingam, BARCLAYS CAPITAL
• Joao Garcia, DEXIA HOLDING
• Serge Goossens, DEXIA BANK
• Phanikiran Naraparaju, MORGAN STANLEY
• Wim Schoutens, K. U. LEUVEN
• Vishwanath Tirupattur, MORGAN STANLEY
• Sunil Verma, ROYAL BANK OF SCOTLAND
• Jochen Felsenheimer, UNICREDIT MIB

Course highlights:

• Development of the loan market
• Risk Management and LCDS
• LevX and LCDX indices
• Hedging with LCDS
• Developments in the CLO market
• Jump Driven Prepayment and Default Models for LCDS, ABS and portfolios of LCDSs
• Recoveries: the missed point
• Documentation risks
• A closer look at US and European LCDS products