Charting the course for structured credit markets in 2024

The panel

• Kelli Sayres, Senior managing director, head of product, Numerix
• Audrey Blater, Head of risk and capital markets, Coalition Greenwich
• Laila Kollmorgen, Managing director, chief learning officer, PineBridge Investments
• Lawrence Kwoh, Former chief risk officer, FHLB San Francisco
• Moderator: Stella Farrington, Head of content, Risk.Net

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

Our panel of experts provides insight 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 discussed, as well as the role of technology in understanding, monitoring and mitigating risk in these markets.

Key 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 presented 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 role of technology in monitoring and mitigating risk for firms in structured credit markets.

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