Day 2

Day Two: Friday 7th May 2010

8:30 Registration

9:10
EXTENDED CLASSROOM STYLE SESSION 1: Understanding investor needs in challenging markets
• How the landscape for structured products has changed following the impact of 08/09
• Matching the product with the investor
• The importance of portfolio diversification
• Focusing on differing interest rate scenarios
• Equity, commodity & currency linked structured products
Joseph Castelluccio, Managing Director Fixed Income Trading and Structured Products, MAXIM GROUP

10.10
EXTENDED CLASSROOM STYLE SESSION 2: Structured product pricing and valuation
• Pricing analysis of the core product types in the US market including worked examples
• Funding levels and credit risk
• Primary market and secondary market valuations
• Portfolio considerations for those invested in structured products
Tim Mortimer, Managing Director, FUTURE VALUE CONSULTANTS

11.20 Morning break

11.50
EXTENDED CLASSROOM STYLE SESSION 3: The ins and outs of ETFs and ETNs
• How do ETFs complement other investments in a diversified portfolio?
• Defining the differences between ETNs and ETFs
• Understanding the rewards and risks in investing in reverse and leveraged ETFs
• Successful usage of ETFs and ETNs in investment portfolios
Dr Elliot Noma, Managing Director, GARRETT ASSET MANAGEMENT

13.00 Closing remarks followed by lunch on the terrace
14.00 End of Structured Products Americas

------------------------------------------------------------------