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Credit Assessment and Ratings Methodology For the MBS Sector Monday – October 20, 2008

Credit Assessment and Ratings Methodology For the MBS Sector Monday – October 20, 2008 Track A – 4:05 p.m. October 19-21, 2008. Presented By Diane R. Maurice Director. Proposed Agenda and Questions. Introduction to Speakers

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Credit Assessment and Ratings Methodology For the MBS Sector Monday – October 20, 2008

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  1. Credit Assessment and Ratings Methodology For the MBS Sector Monday – October 20, 2008 Track A – 4:05 p.m. October 19-21, 2008 Presented By Diane R. Maurice Director

  2. Proposed Agenda and Questions • Introduction to Speakers • - Each panelist after the introduction, will discuss (1 minute) the biggest challenge which uniquely impacts their involvment in the market Questions For Kishore, Bryan, Andrew • What is the biggest piece of the analytical puzzle missing today? • What are the appropriate benchmarks to assess credit? • What strategies in the credit assessment process work? • How has your analytical approach changed? • What are the assumptions behind the methodologies? • What are the differences between AltA, Prime and Jumbo? • Can the assumptions for the new rating methodologies that can get the new issue pipeline going again? • What structural changes can we anticipate as a result of the new methodologies? • Will the OC/Excess spread structure predominant in subprime survive? • How about the 6 pack prevalent in prime and most of AltA? • What is the future of – Ratings? Data availability? Rating advisory and modeling? Wrap Up Prognosis for the Future? – 1 Minute each How will the relationship between the rating agencies and investors change?

  3. Panelists • Bryan Chandler – Senior Vice President • Amherst Securities Group LLP • Quincy Tang – Senior Vice President • DBRS • Kishore Yalamanchili – Managing Director • Blackrock, Inc. • Susan Barnes – Managing Director • Standard & Poor’s • Andrew Davidson • Davidson Associates • Diane R. Maurice – Directors / Moderator • TDSecurities (USA) LLC

  4. Q & A

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