Ignacio Franceschelli, Senior Consultant, NERA Economic Consulting to Speak at The Knowledge Group’s Emerging Trends and Developments on ISDA’s Credit Derivatives Definitions
TKG, the leading producer of regulatory focused webcasts, has announced today that Dr. Ignacio Franceschelli, Senior Consultant, NERA Economic Consulting will speak at its webcast entitled, “Emerging Trends and Developments on ISDA’s Credit Derivatives Definitions: Navigating Implications to the Year Ahead and Beyond.” This event is scheduled for June 4, 2020 from 12:00 PM to 1:30 PM (ET).
- (1888PressRelease) May 22, 2020 - The Knowledge Group, the leading producer of regulatory focused webcasts, has announced today that Dr. Ignacio Franceschelli, Senior Consultant, NERA Economic Consulting will speak at its webcast entitled, “Emerging Trends and Developments on ISDA’s Credit Derivatives Definitions: Navigating Implications to the Year Ahead and Beyond.” This event is scheduled for June 4, 2020 from 12:00 PM to 1:30 PM (ET).
For further details, please visit:
https://www.theknowledgegroup.org/webcasts/isdas-credit-derivatives-definitions/
About Dr. Ignacio Franceschelli
Dr. Franceschelli is a Senior Consultant in NERA’s Securities and Finance Practice. He specializes in the analysis of complex securities including mortgage-backed securities and collateralized debt obligations.
Since joining NERA he has provided support to expert testimony related to the credit crisis and the resultant litigation. He has managed projects involving RMBS litigation and his work comprises the analysis of securitized mortgage loans including sampling design and mortgage default and loss severity econometric models to estimate future collateral losses. He has also analyzed the factors that influence loan pricing in projects concerning mortgage discrimination claims.
About NERA Economic Consulting
NERA Economic Consulting (www.nera.com) is a global firm of experts dedicated to applying economic, finance, and quantitative principles to complex business and legal challenges. For over half a century, NERA's economists have been creating strategies, studies, reports, expert testimony, and policy recommendations for government authorities and the world’s leading law firms and corporations. We bring academic rigor, objectivity, and real world industry experience to bear on issues arising from competition, regulation, public policy, strategy, finance, and litigation.
Event Synopsis:
Earlier this year, the International Swaps and Derivatives Association (ISDA) proposed amendments to the 2014 ISDA Credit Derivatives Definition for "narrowly tailored credit events" (NCTE). NCTE is described as an arrangement with a certain corporation that induces a credit event leading to a credit default swap settlement while denigrating the impact on the corporation. However, its proposed amendments relate only to 'failure to pay' credit events. If the amendment is to be adopted, it is expected that market participants will use the amended resolution for new credit default swaps (CDS) contracts, and a market protocol will provide market participants the opportunity to apply the amended definition to existing credit derivative transactions.
Beyond the growth and amendments of this overall policy, market participants should keep in mind that the proposed resolution can present potential ambiguities.
In this LIVE Webcast, financial experts Ignacio Franceschelli (NERA Economic Consulting) and Bjorn Bjerke (Shearman & Sterling LLP) will provide the audience with an in-depth analysis of the recent developments on ISDA’s credit derivatives definitions. As experts, they will also present the important issues surrounding this significant topic including the implications and ambiguities to face for the year ahead.
Key topics include:
• ISDA’s Proposed Amendments – Updates
• ISDA’s Proposed Guidance – What You Should Know
• Commentaries
• Implications and Ambiguities
• Outlook
About The Knowledge Group
The Knowledge Group was established with the mission to produce unbiased, objective, and educational live webinars that examine industry trends and regulatory changes from a variety of different perspectives. The goal is to deliver a unique multilevel analysis of an important issue affecting business in a highly focused format. To contact or register to an event, please visit: http://theknowledgegroup.org/.
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