THE ASSET MANAGERS FORUM'S
Swaps Compliance - Lunch and Learn
March 23, 2006
11 a.m. to 2:00 p.m. ET
Global Financial Markets Conference Center
360 Madison Ave.
New York City
The Asset Managers Forum invites you to attend a Lunch and Learn about compliance with investment guidelines and risk management for swaps. To ensure interactivity, this Lunch and Learn will take place in a Roundtable discussion format.
This interactive Lunch and Learn is sponsored by SimCorp and will include a presentation of compliance and risk management concepts outlined in the best practice recommendations. The instruments covered in the discussions are interest rate swaps, credit default swaps and total return swaps.
The following questions are going to be discussed during the Roundtable
- How should the duration of a swap be determined?
- When is the notional value of a swap the correct exposure? When to use market value?
- How do you calculate the leverage contribution of swaps?
- How should the credit quality of a swap be determined?
- For Credit Default Swaps what are the differences in exposure for buying and selling protection?
Who should attend?
Compliance professionals at asset management firms and custodian banks; operations professionals who would like to gain an understanding of swaps compliance and risk management issues and how they can help solve many operations and reporting challenges; members of the investment team who would like to understand the ways of measuring risk components of swaps.
Registration Information
Registration Fees:
$95 Members of AMF and TBMA
$145 Non-member
Refund Policy
The Association will issue refunds, each subject to a $25 service charge, on cancellations received in writing on or before Wednesday, March 16, 2006. No refunds will be issued on cancellations after this date. Substitutes are welcome at any time.
If you have any questions, please call Debbie Devine at 646.637.9289.
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