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)
- Christopher Whalen (www.rcwhalen.com), Kroll Bond Ratings
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