Second Annual
Asset Backed Securities Summit

September 25, 2006
Bayards, New York City
(Map)

   

Agenda

8:30      Breakfast

9:00      Chairperson’s Opening Remarks
              
Michael Hall, Partner
               KPMG


9:15      Opening Roundtable
             State of the ABS Industry and Outlook for Next Year
              Moderator:
              
Mark H. Adelson,
Managing Director, Head of Structured
                  Finance Research
               Nomura Securities International Inc.

              Panelists:
               Christopher Flanagan,
Managing Director, Head of ABS Research
              
JP Morgan
              
Gregory Walker, Managing Director and Managing Attorney
               UBS Securities LlC
              
Richard D. Rudder, Senior Partner
               Baker & McKenzie
              
Jay H. Eisbruck, Senior Vice President
               Moody's Investors Service
               
Samuel Pilcer, Managing Director
             
 Calyon Investment Bank

10:00    Regulatory Update
             
Moderator:
               
Stephen S. Kudenholdt,
Partner
                Thacher Proffitt & Wood LLP

             
Panelists:
                Edward Gainor,
Partner
                McKee Nelson LLP
               
Elizabeth Raymond, Partner
                Mayer, Brown, Rowe & Maw LLP


10:45    Refreshment Break

11:00    The Sub-Prime Market
              
Allan Krinsman,
Partner
               
Stroock & Stroock & Lavan LLP
              
Marjan Riggi, Vice President, Senior Credit Officer
               Moody's Investors Service


11:45    A Look at the Global Securitization Market
              Moderator:
               
Charles Quintal,
Director of Securitization
                Societe Generale Corporate and Investment Banking
              Panelists:
                Dr. Stefan Bund,
Managing Director
                Fitch Ratings
               
Kevin Fisher, Senior Manager & Principal Strategist
                Dartmouth Research & Consulting
               
Tim Colpitts, Vice President, Capital Markets
               
GMAC-RFC


12:15    Luncheon

1:15      ABS Tax and Accounting Update
              
 Michael Hall, Partner
                KPMG
               
Donald Carden, Partner
                Clifford Chance


2:00      Advanced Securitization Techniques and Strategies
                Moderator:             
                  Jeffrey Stern, Partner
                 
Stroock & Stroock & Lavan LLP
                Panelists:
                  David Beard, Director, Corporate Finance
                  Financial Security Assurance
                 
Iain Bruce, Managing Director, Consumer ABS,
                    Utilities, and Structured Energy

                  AMBAC
                  Ron D'Vari, CFA, Managing Director, Head of Structured
                    Finance CDO's
                  Blackrock
                 
Taimur Jamil, Ass't Vice President
                  Moody's Investors Service

2:45      Refreshment Break

3:00      Exotic ABS Product Analysis
                Moderator:
                 
Barbara Goodstein,
Partner
                  LeBoeuf, Lamb, Greene & MacRae, L.L.P.

                Panelists:
                 
Cristal Jones, Director
                  Standard & Poor's
                 
Brian Feit, First Vice President, Commercial ABS Group
                  AMBAC
                 
Michael O'Connor, Executive Director
                  WestLB

3:45      Update on Credit Derivatives
                Moderator:
                 
Keith Ashton,
Portfolio Manager
                  TIAA-CREF

                Panelists:
                 
Jonathan Egol,
Vice President, Head of Structured
                    Product Correlation Trading

                 
Goldman, Sachs & Co.
                 
Trude Akersveen, Director
                  XL Capital Assurance Inc.
                 
Chui C. Ng, Senior Vice President, CDOs
                  Dominion Bond Rating Service


4:30      Conference Adjourns

Last Year's Delegates

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

AMBAC
Andrew Davidson & Co.
Assured Guaranty Corp

BMW
Baku Capital
Bank of New York
Bear, Stearns
Brown Rudnick Berlack
Citigroup
CIT Group

City of Philadelphia
Clayton Services
Clifford Chance LLP

Countrywide Home Loans
Delaware Investments
Deloitte Tax LLP
Dillon Eustace Solicitors
Dresdner Kleinwort Wasserstein
Ernst & Young

Fannie Mae
Federal Reserve Bank NY
Fitch Chicago
Fitch Chile
Fitch Mexico
Fitch Ratings
FMW Capital
Franklin Templeton Investments
FRB Boston

GE Finance Corporation
GMAC-RFC

General Re Financial
Goldman Sachs
Grant Thornton LLP
KPMG
LeBoeuf, Lamb, Greene
Lehman Brothers
Lewtan Technologies
Mayer, Brown
McKee Nelson
MIGA
Mizuho Securities USA
Moody's Investor Service
Morgan Stanley

Nissan Motor Acceptance
Nomura Securities International
NYSE

PG&E Corporation
Pershing
PriceWaterhouseCoopers
Radian Group
Riviere Jenison Securities

Sallie Mae
Scottish Widows Investment Partnership
Securitization News
SG Corporate and Investment Banking
Shroock & Shroock
SimCorp
Standard & Poor's
SunGard
SunGard Shareholder Systems LLC
Tabb Group
UBS Securities LC
Wachovia Securities
WestLB