Agenda
Registration & Refreshments
Welcome Remarks
Fireside Chat: CLO Market Outlook
- Growth and Performance of the CLO Market
- Future Trends, Strategies, and Opportunities in CLOs
Panel 1: CLO Managers Roundtable
- CLO market outlook for 2024 from a Manager’s perspective.
- Navigating current challenges: The impact of inflation and higher interest rates
- Differentiating between new managers and established platforms
- CLO Documentation and flexibility in distressed situations
- Optimization and Artificial Intelligence: The potential impact of technological developments in the CLO market
Refreshment Break
Panel 2: CLO Market Innovations
- Exploration of innovative strategies in the primary and secondary market
- Examination of the influence of AI, machine learning, and optimization technologies on market dynamics
Panel 3: CLO Investors Roundtable
- Opportunities & Challenges for CLO investors in the current market
- Attractiveness & relative value of CLO Structures
- Portfolio Management approaches to master the current and upcoming headwinds
Networking Cocktail Reception
VENUE
Event Details:
Venue Name: Moody’s London Office
Address:
1 Canada Square - 14th Floor
London E14 5FA, United Kingdom
Date:
Wednesday, May 21, 2025
Time: 4:30 PM - 7:00 PM BST
CONTACT US
If you have any questions about the event, please contact Nancy Alvarado nancy.alvarado@moodys.com
For a live demo or meeting with a representative from Octaura, please contact keely.goody@octaura.com or visit octaura.com
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closeAnnabel Schaafsma is a Managing Director and Global Head of the Structured Finance Group within Ratings and Research. She is responsible for a global team that both assign primary ratings as well as the surveillance of existing ratings covering all asset types including Asset Backed Securities, Corporate and Residential Mortgage Backed Securities, Structured Credit and Covered Bonds.
Annabel has many years of experience in credit analysis, as well as managing credit professionals. Annabel first joined Moody’s in 2001 in the Structured Finance Group where she went onto leading teams assigning Primary ratings to Residential Mortgage Backed securities and the surveillance of Consumer Asset Backed Securities in EMEA. Prior to her current role she worked in Credit Strategy and Standards Group responsible for the Methodology Development Group. Prior to joining Moody’s Annabel worked for Credit Suisse in the Credit Risk Management department in various roles in London and New York. In 2006 Annabel joined Standard Chartered Bank as Head of Credit Research for the Structured Credit Investment team that invested in structured finance instruments. Before re-joining Moody’s in 2010, Annabel was head of Traded Credit Risk Management for Standard Chartered Bank in London responsible for the identification and analysis of credit risks within the firm’s trading business.
Annabel is passionate about diversity and inclusion; she is the executive sponsor of the Moody’s UK Women’s Business Resource Group. Annabel holds an undergraduate degree in Economics focused in finance and accountancy from Manchester University
Domi de Coincy is a seasoned professional with over ten years of experience at Moody's, who currently heads the EMEA Customer Success team, catering to Structured Finance clients. Her expertise includes the modeling and analysis of ABS, RMBS, and CLO transactions and a deep understanding of different workflows for investors, arrangers and managers in the Securitizations space.Before her current role, Domi was heading the EMEA Risk and Regulatory team. In this capacity, she provided innovative solutions to banks investing in securitizations. Her work involved conducting stress tests and calculating Basel III capital charges and IFRS 9 impairment, using macroeconomic scenarios and credit model simulations.Domi holds a Master of Arts in Mathematics of Finance from Columbia University. Prior to this, she completed her Bachelor's degree from Dauphine University.
Domi de Coincy is a seasoned professional with over ten years of experience at Moody's, who currently heads the EMEA Customer Success team, catering to Structured Finance clients. Her expertise includes the modeling and analysis of ABS, RMBS, and CLO transactions and a deep understanding of different workflows for investors, arrangers and managers in the Securitizations space.Before her current role, Domi was heading the EMEA Risk and Regulatory team. In this capacity, she provided innovative solutions to banks investing in securitizations. Her work involved conducting stress tests and calculating Basel III capital charges and IFRS 9 impairment, using macroeconomic scenarios and credit model simulations.Domi holds a Master of Arts in Mathematics of Finance from Columbia University. Prior to this, she completed her Bachelor's degree from Dauphine University.
Thorsten Klotz heads a team of Moody’s primary analysts in the EMEA region mainly reviewing Collateralised Debt Obligations (CDOs)(including Balance Sheet CLOs), granular ABS SME transactions and Asset Backed Commercial Paper(ABCP).Thorsten Klotz has been lead analyst on various transactions, including CDOs of ABS, Leveraged Loan CLOs and German SME loan securitisations.Before joining Moody’s in 2002, Thorsten Klotz was a Senior Derivatives Structurer at CDC IXIS Capital Markets where he was responsible for the development and pricing of interest rate and inflation linked structures. Prior to this role, he was working as a trader for callable bonds and equity linked structures at DZ BANK(former DG BANK).Thorsten Klotz holds a degree in managerial economics (University of Passau) withmain options in insurance & risk theory, finance and statistics.
Ian is an Associate Managing Director within the Structured Finance Group with primary responsibilities of managing the team in charge of monitoring Corporate Securitization transactions which include CLOs, ABS SMEs, ABCP, Repacks and CMBS.
Ian joined Moody’s in August 2001 and was lead analyst on rating various types of CDOs and Consumer ABS structures until April 2013 when he moved to his current role.
Prior to joining Moody’s, Ian worked at CDC Marches (now Natixis) as a Risk/Result Analyst.
Ian holds a Master’s Degree in Structured Finance from Université de Paris I (Pantheon-Sorbonne) and a Global Executive MBA from TRIUM (HEC Paris / NYU Stern / LSE).
Till Schweizer is part of the Liquid Loans business unit, based in London. He is a member of the European Liquid Loans Investment Committee. He has been with Partners Group since 2007 and has 17 years of industry experience. Prior to joining Partners Group, he worked at UBS Investment Bank and Credit Suisse Equity Capital Markets. He holds a master’s degree in banking and finance from the University of St. Gallen (HSG), Switzerland. He is also a CFA charterholder.
Alex joined Moody’s in September 2021 as a Director in the Structure Finance team. Before that he worked at StormHarbour Securities, focusing on both private and public Structured Credit Sales. He was previously at Investec Bank, which took over Evolution Securities where he was Head of ABS Sales & Trading. Prior to that, Alex was Head of ABS Trading at Societe Generale from 2005 to 2009. He started his career in 2001 at WestLB, where he was a Structured Credit Trader. Alex holds an MSc in Accounting & Finance from the London School of Economics and a BA(Econ) in Economic Studies & Finance from The University of Manchester.
Robert is a Managing Director and Head of Collateralised Loan Obligation (‘CLO’) for Pemberton. CLOs invest in broadly syndicated leveraged loans and Robert is responsible for building Pemberton’s CLO business into an innovative platform.
He joined in 2022 and brings over 15 years of experience in the European Leverage Loan and CLO markets. After a career in mainstream banking, Robert went on to hold senior positions at Spire Partners, 3i Debt Management and Resource Europe Management.
Robert has a Maths degree from Manchester University, an MBA from Bayes Business School and a Doctorate from Durham University Business School. He is also an Associate of the London Institute of Banking and Finance.
Robert is a member of the Pemberton ESG working group and on the ELFA CLO Committee and a regular speaker at industry conferences.
Benjamin Gaitskell is a CLO Analyst at PGIM Fixed Income and is based in London. Mr. Gaitskell is responsible for supporting the group's portfolio structuring and administrative function, including analysis, strategy, compliance and reporting. Prior to joining the Firm in 2022, Mr. Gaitskell worked in the structured credit team at Fitch Ratings and at Bloomberg LP. Mr. Gaitskell received a PG.Dip. in Economics from Cambridge University and an M.Eng. (Hons) in Civil Engineering from Imperial College London.
Carlos Castro, Director in the Content Solution Structured Finance team, has worked for Moody’s for the past 11 years from MA’s London office. He managed a number of CSS (previous known as SAV) client relationships in Europe, where he has and continues to provide custom implementation services, client support, analysis and advice across all structured finance asset classes. He also has extensive experience developing cash flow models for structured finance transactions of all asset classes, with significant focus on EMEA RMBS and ABS. Mr Castro has spearheaded our ongoing efforts to improve data accuracy and completeness for EMEA securitizations. Prior to joining Moody’s, Mr. Castro was an ABS credit analyst at the European Bank for Reconstruction and Development and a rating analyst at Fitch Ratings focusing in the monitoring of the Consumer ABS European transactions. Carlos holds an Economics degree from the Nova School of Business and Economics (Lisbon).
Nefeli is a Vice President at JPMorgan’s CLO Structuring and Origination desk and has been with JPMorgan since June 2022, having spent two years at S&P Global as a CLO analyst working on European new issue and surveillance CLOs. Prior to that, Nefeli was at Moody’s Analytics as a Financial Engineer working in the structured finance group covering a range of Structured Finance issuers and investors.
Nefeli holds a First Class Honours BSc Economics with Econometrics from the University of Exeter.
Vitaliy Kozak is Octaura’s Chief Product Officer, leading product development for the syndicated loan & CLO electronic trading platform. As the platform’s co-creator, he played a central role in the design, development and build-out of what was then known as Project Octopus (now Octaura). Vitaliy was formerly at Citi as a Managing Director and Global Co-head of the CLO, ABS, TRUPS and CDO trading desk. His work on CLO Citi Velocity was recognized by CreditFlux’s annual CLO Census as the best Secondary CLO Analytics in 2021 and 2022.
He earned a Bachelor of Science in Mathematics and Computer Science from the Imperial College London and currently resides in New York with his family.
Max is an Associate Director in the Structured Finance division at Moody’s based in Frankfurt. He focuses on solutions for the Structured Finance Investor business and particularly the CLO market.
Prior to this he worked at KPMG focused on valuation of financial derivatives. Max holds a Master’s degree in engineering management from Darmstadt University of Technology.
Maria is currently Head of the Credit Desk in the Markets division of Piraeus bank. She is responsible to run the bank’s investments with a mandate ranging from Greek Corporates & Financials to International Financials, Mutual Funds and Greek & Foreign Equities.
Since the end of 2021, she has broadened the investment outreach to also include CLOs, introducing a new and niche asset class for the Bank.
She has been with Piraeus Bank for over 17 years working in different divisions, ranging from Treasury Sales to Sovereign Trading and finally in the Credit Desk.
Maria holds a B.Sc. in Economics from University of Athens and an M.Sc. in Investment Management from Bayes Business School [formerly Cass Business School].