Frankfurt, February 2008

Monday 18th February 2008

Committee for Methods & Measures

11:00       Opening Remarks: Chris Golden- EFFAS EBC
 
11:15       “Credit, its Dimensions and its Derivatives”
                Chris Golden  - EFFAS-EBC
 
12:30       Lunch Break
 
14:00       “A view on international fixed-income markets in the wake of the subprime crisis”
                Paolo Fegatelli - Clearstream Intl., Deutsche Boerse Group
 
15:00       Coffee Break
 
15:15       “Omega and Credit”
                Con Keating – Brighton Rock
 
16:00        “Further Thoughts on LIBOR/EURIBOR”
                 Jean-François Borgy - NATIXIS
 
16:45        “Pricing Real-Time Indices in Illiquid Markets: the iBoxx Experience”
                 Christian Schedling – Concerto
        
19:00         Dinner sponsored by EFFAS-EBC : details to follow
 
Please confirm whether or not you will attend the dinner by e-mailing Jenni Miller at

Secretariat@EFFAS-EBC.org

Tuesday 19th February 2008

Plenary Session of the EFFAS-European Bond Commission

09:00       Chairman’s Report

09:20       Treasurer’s Report

09:40       Report from the Acting Chairman of the Methods and Measures Committee

09:50       Projects and Matters Arising
 

10:00       Coffee Break

10:30       Review of Official and Market Responses to the Credit Crisis
                David Clark
11:15       Review of EU Regulatory Developments
                TBA
12:00       Lunch
 
14:00       “Is the US heading for Recession?”
                Klaus Holschuh – Head of Research division,  DZ Bank
                Chris Golden – EFFAS-EBC  
 
16:00       Coffee Break
 
16:45       Tour de Table: Local Commissions report on local bond market developments
 
 
17:15       Any Other Business