Impact of COVID-19 on Structured Product Valuations

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

• Jennifer Press, Managing Director, Financial Instruments and Technology

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].