Wednesday webinar at one: European ABS - leveraging loan-level data (Fully Booked)
Wed 06 Mar 19 at WEBINAR, Link will be emailed closer to the time

Ten years ago, the European ABS market experienced significant distress. This led to a greater risk aversion from investors’ perspective which eventually reshaped issuers’ lending practices. The European Central Bank (ECB), with the aim to revive the ABS market, reacted to this by increasing regulatory and surveillance activities to enhance transparency, restore confidence and facilitate risk assessment. A cornerstone of ECB’s action plan was an establishment of a loan-level initiative, which posed a new requirement for loan-level data (LLD) disclosure, covering all ABS transactions starting from 2013.

There are over 120 million loans reported in more than 1,250 transactions in Europe as of Q4 2018. This large universe allows this webinar to elaborate on some interesting developments in the European securitization market and provides insights into the underlying loan attributes, collateral, and performance figures.

Petr Surala, CAIA from European DataWarehouse, the designated ABS data repository, will explain the benefits of leveraging LLD-based analysis on a specific example – Italian non-performing loans.

Speakers
Petr Surala
Head of Product Development, European DataWarehouse


Petr Surala, CAIA leads Product Development department at European DataWarehouse (ED), the largest ABS data repository in Europe. He was previously Senior Analyst, covering analysis of all ABS asset classes. Prior to joining ED, Petr worked for IBM Risk Analytic as Financial Engineer. At his current role, Petr manages key projects focusing on development of loan-by-loan analytical tools including cashflow modelling, default predictive modelling, and data quality assessment.

Petr holds masterís degree in economics from Mendel University and is an active member of CFA Society Germany and German Chapter of CAIA Association.

When and where?

Date
Wednesday 06 March 19

Time
Registration: 12:55
Event: 13:00 - 13:45

Location
WEBINAR, Online, Link will be emailed closer to the time
View map | View directions

Nearest tube station
N/A
TFL journey planner

Price
Member - ££0
Non-member - ££20
CPD

This is eligible for 0.75 CPD hours