webinar

Charting the Course for Structured Credit Markets in 2024

A panel of market experts provide insights into the structured mortgage sector and other interest rate-sensitive structured products, highlighting the key risk factors and unique market dynamics that shape them.

This webinar explores the intricate world of structured credit markets in 2024. The discussion reviews key market dynamics in 2023, looking ahead to 2024 to see how practitioners are handling challenges posed by high interest rates, persistent inflation and the ongoing implications of the Libor transition.

A panel of experts provide insights into the structured mortgage sector and other interest rate-sensitive structured products, highlighting the key risk factors and unique market dynamics that shape them. Advanced risk management strategies are also under discussion, as well as the role of technology in understanding, monitoring and mitigating risk in these markets.

Discussion points:

  • The latest trends in structured credit markets, and whether volumes will recover in 2024 after this year's decline
  • How firms in these markets will adapt to the challenges posed by high interest rates, and manage inflation risks that many practitioners have never dealt with before
  • Current developments and challenges within the different sectors of the structured credit markets, and how these challenges are being addressed by market participants
  • How the Libor transition is still impacting these markets
  • The latest trends in structured credit markets, and whether volumes will recover in 2024 after this year's decline

Featured Speakers:

  • Kelli Sayres, Senior Managing Director, Head of Product, Numerix
  • Audrey Blater, Head of Risk and Capital Markets, Coalition Greenwich
  • Lawrence Kwoh, Former Chief Risk Officer, FHLB San Francisco
  • Laila Kollmorgen, Managing Director, CLO, PineBridge Investments
  • Moderator: Stella Farrington, Head of Content, Risk.net
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