Post-Conference Workshop: Thursday, March 25, 2010

1:45 pm – 3:45 pm Life Settlement “Hybrids”: Effectively Structuring Fusion Products to Expand the Investor Base for Longevity-Based Investments

Registration at 2:45 pm

One of the major risks associated with traditional investments in life settlements is that of longevity extension: the chance that – whether through underwriting error or sheer bad luck – a portfolio of life settlements takes longer than expected to mature. Longevity extension, if it is acute, can significantly reduce the returns on a portfolio or even eliminate them entirely, turning the investment into a source of loss. One new strategy for mitigating extension risk is blending or “fusing” life settlements with other alternative asset classes, to create life settlement “hybrids”. These new life settlement products preserve much of the uncorrelated characteristics of the asset class, but remove the sting of a possible longevity extension scenario. Matthew Browndorf and Jonathan Sadowsky – both of Browndorf PEM – have pioneered the approach in recent months, and will guide you the challenges of structuring these investments most effectively.

What You Will Learn:

  • Understand the concept of life settlement “hybrids”
  • Determine the most effective assets for inclusion within fusion products
  • Examine the ways in which fusion products react within different market scenarios
  • Identify the investor types most likely to benefit from fusion products

How You Will Benefit:

  • Engineer product structures that mitigate longevity risk
  • Reduce your exposure to underwriting error
  • Create new sources of diversity within a portfolio, beyond multiple lives
  • Attract new kinds of investor

About the Workshop Leaders:

Matthew Browndorf
Founder & Chief Investment Officer
Browndorf PEM

Matthew C. Browndorf is the founding and managing member of Browndorf PEM, LLC. Mr. Browndorf has successfully led Browndorf PEM during the past two years and navigated the Firm through perilous credit climates to form four successful and emerging Funds with absolute return features and diverse asset classes such as Longevity, film equities and other illiquid assets. Mr. Browndorf is a pioneer in risk-mitigation strategies involving longevity-linked principal protection and structured products. Prior to joining Browndorf PEM, Mr. Browndorf was an attorney in Manhattan, New York (most notably at Bryan Cave LLP and Buchanan Ingersoll PC), where he represented securities brokers and private clients in securities and white collar criminal litigation, including the notable People of New York v. Kozlowski and Swartz litigation involving TYCO.

Interested in attending the workshop? Make sure you register for the All-Access Pass – Main Conference & Post-Conference Workshop – on the registration form.

 

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