Home » Archives for shanon2023 » Page 2

Author: shanon2023

McKinsey/IACPM Study Finds Broader Role for CPM

The IACPM, in conjunction with McKinsey and Company, surveyed 41 financial institutions across the globe to understand the evolving role of the Credit Portfolio Management function within the Enterprise amidst new regulatory requirements, increasing cost and margin pressure, and changed market conditions. A White Paper outlining study findings can be found here: IACPM/McKinsey 2015 Survey: …

Read more

Survey Respondents in Latest IACPM Credit Outlook Survey Forecast Worsening Credit Conditions in Europe Post-Brexit

But Also Expect More Difficult Conditions In The Rest Of The World      New York, NY – Respondents to the latest IACPM Credit Outlook Survey acknowledge the general expectation for worsening credit conditions in Europe following the British vote to leave the European Union but they also are forecasting more difficult conditions around the rest …

Read more

IACPM Joins Associations in Comment Letter on the BCBS Consultative Document

The IACPM has joined the Global Financial Markets Association (GFMA), the International Swaps and Derivatives Association (ISDA) and the Japan Financial Markets Council (JFMC) to comment on the Basel Committee’s Consultative Document “Reducing variation in credit risk-weighted assets – constraints on the use of internal model approaches”.  The joint association letter addresses concerns that restricting …

Read more

IACPM Comments on Revisions to the Standardised Approach for Credit Risk

The IACPM joined a group of other industry associations, including the Institute of International Finance (“IIF”), the Global Financial Markets Association (“GFMA”) and the International Swaps and Derivatives Association (“ISDA”) to provide comments on the broader issues covered in the Consultative Document. The joint Association letter addresses various topics proposed by the Basel Committee, such …

Read more

IACPM Comments on APRA Discussion Paper “Revisions to the prudential framework for securitisation”

The IACPM submitted a comment letter to APRA in response to the discussion paper “Revisions to the prudential framework for securitisation”, released November 2015.  In the letter concerns raised by APRA regarding deal complexity and possible counterparty credit issues are addressed by highlighting the benefits of balance sheet synthetic securitisation structures. Click here to access …

Read more

Latest IACPM Credit Outlook Survey Turns Sharply Negative

Survey Respondents See Credit Spreads Widening, Credit Defaults Rising New York, NY – The latest quarterly IACPM Credit Outlook Survey turned sharply negative as survey respondents see conditions deteriorating in every segment measured. They expect credit spreads to widen over the short term for both investment grade credit and high yield debt. They forecast rising defaults …

Read more