Structured Transactions

Transcription

1 NEW for 2014 Structured Transactions for Energy Risk Management SEPTEMBER NEW YORK REGISTER EARLY AND SAVE $200!

2 Structured Transactions for Energy Risk Management SEPTEMBER 17-18, 2014 NEW YORK Although many companies use plain vanilla derivative products to manage risk, frequently the best way to match risk to payoff is to utilize more specialized contracts. This course will provide an understanding of the various structured contracts, plus you ll learn the pros and cons of each and how to evaluate the associated risks. AS AN ATTENDEE, YOU WILL BE ABLE TO: Explain how structured contracts differ from plain vanilla derivatives List the most commonly used structured contracts and describe the advantages/disadvantages of each Identify the type of financing required for these kinds of transactions Understand how to measure and manage the risks associated with structured products Evaluate the risks involved with each type of contract Outline the key accounting and back office issues with derivatives and structured transactions»» Determine whether specific derivatives are transacted for hedging, trading, or dealing purposes»» Describe how best to capture the relevant data to meet reporting requirements, etc. Identify the inputs and risk information required to properly value a structured contract Value the six most common structured contracts

3 AGENDA DAY ONE September 17 Registration and continental breakfast open at 7:45 a.m. Foundations of Structuring Risk in Structured Products SNL Product Features for Structured Transactions Overview Wholesale Electric Structuring Power Purchases Agreements Day One concludes at approximately 5:00 p.m. DAY TWO September 18 Continental breakfast opens at 8:00 a.m. Tolling Contracts Financial Contracts that Mimic Physical Assets Default Service/Provider of Last Resort/Full Requirements Retail Electric Structuring Day Two concludes at approximately 5:00 p.m.

4 INSTRUCTOR Kenneth Skinner, PhD Vice President and Chief Operating Officer, Integral Analytics Dr. Skinner has over 20 years experience in evaluation and risk measurement, having worked as an energy consultant with PHB Hagler Bailly and Financial Times (FT) Energy, and as the Derivative Structuring Manager for the retail energy supplier Sempra Energy Solutions. He earned his PhD from Colorado School of Mines, in Mineral Economics, with an emphasis in Operations Research, an MBA from Regis University and a BS in Engineering from Letourneau University. Dr. Skinner is a nationally recognized expert in economic evaluation and modeling of energy assets including energy storage, distribution and generation, efficiency and demand response, renewable energy alternatives, financial derivatives and structured contracts using net present value, econometric and statistical methods, optimization principles, and real option valuation techniques. Dr. Skinner is widely published and currently the technology columnist for Wiley Natural Gas and Electricity Journal. PROFESSIONAL DEVELOPMENT CREDITS CFA Institute: 13.5 hours of professional development credit CPE Institute: 15.5 hours of credit

5 THE ESSENTIALS When and Where: September 17-18, 2014 Downtown Conference Center 157 William St, New York, NY How to Register: Click Here or call (201) Early Bird Savings: $1,795 ($1,995 after August 1, 2014) Your registration includes all program work materials, plus continental breakfast and lunch both days. Who Attends: Credit risk analysts Market risk managers Energy traders and managers End-users of derivatives in corporations Risk consultants Risk and audit committee members Finance department professionals Compliance managers