DAY 1 – Thursday, May 16, 2019

OPENING REMARKS (pdf)

• Som-lok Leung, IACPM
• Timothy Hartzell, Barclays

PLENARY SESSION I: Economic Outlook and Credit Strategy

• Matt King, Citigroup (pdf)
• Philip Gisdakis, UniCredit Bank AG (pdf)

PLENARY SESSION II: Geopolitics, Regulation and Risk Management

• Andreas Krautscheid, Association of German Banks
• Bettina Stark-Watzinger, Member of the German Bundestag and Chair, Finance Committee
• Francois Favret, Natixis

PLENARY SESSION III:  Risk Sharing and the Evolution of the Credit Market: Investors Perspectives

• James King, M&G Investments
• Alexandre Martin-Min, AXA IM
• Frank Roeters van Lennep, PGGM
• Timothy Hartzell, Barclays

STREAM A:  Evolution of CPM

Managing Portfolios at the Turn of the Credit Cycle

• Christian Meidinger, Unicredit S.p.A
• Chris White, Barclays
• Matt King, Citigroup

Climate-Linked Credit Risk Modelling – Methodology, Application, and Operationalization (pdf)

• Alban Pyanet, Oliver Wyman
• Cristiano Zazzara, S&P Global Market Intelligence

Active Management of the Balance Sheet: A Panel Discussion (pdf)

• Simon Dale, JPMorgan
• Francois-Edouard Hetier, Credit Agricole CIB
• Michael Prosser, Australia & New Zealand Banking Group
• Marcia Banks, IACPM

Ich bin ein Berliner!  Are We Succeeding in our Efforts to be Smart? (pdf)

• Adrian Docherty, BNP Paribas

STREAM B:  CPM Emerging Issues

Climate Change: Managing A New Financial Risk (pdf)

• Alban Pyanet, Oliver Wyman

Designing Portfolio Pricing Models: Enter IFRS 9/CECL (pdf)

• Amnon Levy, Moody’s Analytics

Climate Change and ESG (pdf)

• Antoni Ballabriga, BBVA
• Emmanuel Martinez, Societe Generale
• Leon Wijnands, ING

Digitalisation, AI and CPM (pdf)

• Jorn Koch, Rabobank
• Edwin van Logtenstein, Rabobank

STREAM C:  Market Developments and Capital Risk Sharing

Securitisation–Are SRT CLOs Resilient in Times of Stress? (pdf)

• Jason Marlow, Barclays
• Martijn van der Molen, PGGM
• Anna Olsen, Standard Chartered Bank
• Himesh Shah, Christofferson, Robb & Company
• Matthew Monahan, Linklaters LLP

The Modernization of Pricing (pdf)

• Dorthe Iisager Jensen, Jyske Bank
• Thomas Villadsen, Jyske Bank
• Vanessa Wu, Brilliance Financial Technology

Loan Market Trends (pdf)

• David Cox, S&P Global Market Intelligence
• Deji Davies, JPMorgan
• Tanya Trainer, Barclays Bank
• Peter Jerauld, Citigroup

Credit Insurance as a Risk Mitigation Tool

• Timothy Cleary, Clifford Chance LLP
• Sebastien Heurteux, BNP Paribas
• Ramona Homfeld, KfW IPEX-Bank GmBH

 

DAY 2 – Friday, May 17, 2019

PLENARY SESSION I:  The Future of Risk Management – An Interview (pdf)

• Mark Hughes, Royal Bank of Canada (retired)
• Som-lok Leung, IACPM

PLENARY SESSION II:  Balancing Multiple Constraints: Senior Executives Perspectives

• Olivier Belorgey, Credit Agricole CIB
• Mark Hughes, Royal Bank of Canada (retired)
• Anil Kishora, State Bank of India
• Som-lok Leung, IACPM

Stream A:  New Lending Platforms and CPM

Internal Credit Risk Capital –How Complex Can It Be? (pdf)

• Jan-Hinnerk Fahrenkamp, Deloitte
• William Shields, Deloitte

The New Fintechs and Insurtechs

• Jean de Chambure, Euler Hermes Digital Agency
• Manuel Holzhauer, InsurTech Hub Munich e.V.
• Oliver Schreiber, N26 Bank
• Falko Meissner, UniCredit Bank AG

Managing Trade Finance Portfolios

• Davide Guidicelli, Swiss Re Corporate Solutions
• Stephen Menke, Natixis
• Audrey Zuck, A2Z Risk Services

Stream B:  New Technology and Capital Markets

Predictive Markers of Credit Distress (pdf)

• Martin Zorn, Kamakura Corporation

Blockchain, Digital Assets and CPM (pdf)

• John Ho, Standard Chartered Bank

Sustainable Finance and Green Lending (pdf)

• Steven Baillie, International Finance Corporation
• Natalie Mordi Hillaert, Bank of America Merrill Lynch
• Sven Wabbels, KfW
• Uwe Jurkschat, Deutsche Kreditbank AG

Stream C:  Market Developments and Capital Risk Sharing

The Loan Market –What CPM Needs to Know (pdf)

• Nicholas Voisey, Loan Market Association

CPM and Risk Mitigation: Assessing Capital Efficiency under Different Approaches (pdf)

• Jeroen Batema, OS-IS