IACPM Annual Fall Conference Washington, DC November 3-4, 2016

DAY 1 — THURSDAY, NOVEMBER 3

OPENING REMARKS (pdf)

  • Som-lok Leung, IACPM
  • Jeff Weaver, KeyCorp

PLENARY SESSION I: Outlook and Strategy for Financial Services in the Changing Environment (pdf)

PLENARY SESSION II: Regulators’ Perspectives (pdf)

  • Jamey Hubbs, Office of the Superintendent of Financial Institutions
  • Martin Pfinsgraff, Office of the Comptroller of the Currency
  • Cam DesBrisay, RBC Capital Markets

Stream A – Evolution of CPM

Financial Resource Management: Balancing Multiple Constraints (pdf)

  • Ugur Koyluoglu, Oliver Wyman
  • Ilya Khaykin, Oliver Wyman

Measuring and Managing the Impacts of IFRS9/CECL on Earnings Volatility and Capital (pdf)

  • Yashan Wang, Moody’s Analytics
  • Jing Zhang, Moody’s Analytics

Expanding CPM Business Models: Practitioners Discussion

  • Tim Hartzell, Barclays
  • Patrick D’Herouville, BNP Paribas
  • Sean Kavanagh, Citigroup
  • Ugur Koyluoglu, Oliver Wyman

Stream B – Market Developments

SURVIVOR! Life in the Digital Banking Revolution (pdf)

  • David Shrier, MIT Connection Science

The Future of Banking Is Here (pdf)

  • Michelle Bishop, Forrester Research
  • Michael Underwood, Brilliance Financial Technology

Insurance as a Tool for CPM (pdf)

  • Richard Abizaid, XL Catlin
  • Nick Williams, Clifford Chance
  • Brad Dunderman, Sumitomo Mitsui Banking Corporation
  • Eva Fredriksson, Willis Towers Watson
  • John Wake, Willis Towers Watson

Stream C – CPM Applied Topics

Managing Concentration Risk

  • Michael Boyd, Bank of America Merrill Lynch
  • Scott Taylor, Morgan Stanley
  • Chris Camisa, Bank of Tokyo-Mitsubishi UFJ, Ltd
  • Katherine Wytrykush, Bank of Montreal

The Creditworthiness Conundrum (pdf)

  • Suresh Sankaran, Kamakura Corporation

Evolving Risk Management Frameworks: A Regulatory Perspective on Current and Emerging Issues (pdf)

  • Theresa Meeker, Office of the Comptroller of the Currency

PLENARY SESSION III: Board Members’ Perspectives

  • Kevin Blakely, HSBC North America Holdings
  • Wanda Felton, Export-Import Bank of the United States
  • Dave Wilson, KeyCorp
  • Jeffery Weaver, KeyCorp

DAY 2 — FRIDAY, NOVEMBER 4

IACPM ANNUAL MEETING AND IMPORTANT INDUSTRY INITIATIVES (pdf)

  • Som-lok Leung, IACPM

PLENARY SESSION: Senior Executives’ Perspectives: Balancing Multiple Capital and Liquidity Constraints

  • Janice Fukakusa, Royal Bank of Canada
  • William Hartmann, KeyCorp
  • Tom Feil, Capital One
  • Andy Strait, BNP Paribas
  • Som-lok Leung, IACPM

Stream A – Evolving Market and Tools for CPM

Data Science and Portfolio Risk Management (pdf)

  • Jeffrey Bohn, State Street Bank

Mitigating Concentration Risk by Mutual Re-insurance (pdf)

  • Federico Galizia, Inter-American Development Bank

Credit Risks and Opportunities (pdf)

  • Jim Sullivan, CreditSights

Market Developments for CPM: Practitioners’ Use of Market Tools

  • John Calzolaio, Societe Generale
  • Brian Hurdal, Credit Suisse
  • Jon Sadow, JPMorgan Chase
  • Jennifer Bearden, IACPM

Investors’ Perspectives: The Evolving Loan Market

  • Judith Fishlow Minter, RBC Capital Markets
  • William Lemberg, Alcentra
  • Philip Robbins, Citizens Bank
  • Tom Stein, Guggenheim Partners
  • Steven Miller, Fulcrum Financial Data LLC

Stream B – Accounting, Capital and Quantitative Issues

Discussion on Current Expected Credit Loss (CECL)

  • Matt Esposito, Financial Accounting Standards Board (FASB) (pdf)
  • Fang Du, Federal Reserve Board (pdf)
  • Brooks Brady, Zions Bancorp (pdf)

Stress Testing/CCAR (pdf)

  • Stevan Maglic, Regions Bank
  • Grant McMillion, Bank of America Merrill Lynch
  • Mark Parker, PNC Financial Services
  • Atul Gupta, Former MUFG Union Bank

New Accounting Standards for Credit Losses: What’s Different between IFRS 9 and CECL? (pdf)

  • Cristiano Zazzara, S&P Global Market Intelligence

Stream C – CPM Applied Topics

Managing Risk in an Organization – A Case Study on the Interaction between CPM and Risk (pdf)

  • Chris Abe, RBC Capital Markets
  • Wendy Gorman, RBC Capital Markets

Standardized Capital Approaches, Internal Models and Practical Effects for CPM Impact

  • Ben Bosco, Federal Deposit Insurance Corporation
  • Norah Barger, Federal Reserve Board
  • Joseph Hwang, Goldman Sachs

Crowdsourced Credit Transition Matrices and CECL (pdf)

  • Mahim Mehra, Credit Benchmark

Addressing Model Risk Management: Industry Perspectives and Organizational Approaches (pdf)

  • Sean Keenan, AIG
  • Greg Vaysman, TD Bank
  • Joerg Behrens, Fintegral Consulting

Data and Analytics: A Fundamental Shift in Enterprise Decision Making

  • Scott Hallworth, Capital One

Washington, DC Playlist

iTunes link