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2013

IACPM Submits Comment Letter to Basel Committee

Last December the Basel Committee proposed a new capital framework for securitizations – Basel Committee’s consultative document, “Revisions to the Basel Securitization Framework” (BCBS236) – that could have a significant impact on credit portfolio managers’ ability to use securitizations as risk and portfolio management tools. On March 15, 2013, the IACPM submitted a comment letter to …

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Sentiment Considerably Improved in Latest IACPM Credit Outlook Survey

Outlook for Credit Spreads Strongly Positive; Default Outlook Negative but Better       New York, NY – Survey respondents in the IACPM Credit Outlook survey turned sharply positive in the latest reading, forecasting tighter credit spreads and becoming considerably less pessimistic about the prospects for credit defaults. Measured at the beginning of the year, the IACPM Credit …

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Stepping up to the Liquidity Challenge: The Changing Role of CPM

In 2011-2012 the IACPM, in collaboration with KPMG, undertook a comprehensive benchmarking survey on funding liquidity management and credit portfolio management. The goal of the survey was to assess the growing linkages between Credit Portfolio Management and Asset and Liability Management related to funding costs and portfolio analytics and stress testing, and to benchmark how …

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