Impact of COVID-19 on Structured Product Valuations

May 21, 2020 | (Online)
Webcast , Countries

Please join Duff & Phelps experts for a discussion of how the coronavirus pandemic has affected valuations of structured products.

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Schedule: 12:00 p.m. – 1:00 p.m. ET

Topics

  • How the COVID-19 economic environment is impacting the structured product markets.
  • The short, medium and long-term impacts of a market disruption on the business and operations of an investee company. 
  • How underlying collateral will perform regarding forbearance plans and changes in default and prepayment assumptions. 
  • Selecting discount rate assumptions. 
  • How much weight to place on observable transactions when faced with forced selling.

Moderator

Panelists

  • Michael Bachmann, Director, Consumer ABS, Financial Instruments and Technology
  • Robert Maxim, Director, CMBS, Financial Instruments and Technology
  • Aaron Read, Director, RMBS, Financial Instruments and Technology
  • Deo Sabino, Director, CLO, Financial Instruments and Technology

CPE Credit: 1.0 CPE credit will be provided. 

Questions? Contact us at [email protected].


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