IACPM Annual Fall Conference Miami, November 21-22, 2019

DAY 1 – Thursday, November 21, 2019

OPENING REMARKS (pdf)

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

PLENARY SESSION: Outlook for the Economy and Monetary Policy (pdf)

  • Karen Gilmore, Federal Reserve Bank of Atlanta 

PLENARY SESSION: Emerging Markets in Focus: LATAM Outlook (pdf)

  •  Martin Rama, World Bank

PLENARY SESSION: Outlook for the U.S. Equity Markets (pdf)

  • Lori Calvasina, RBC Capital Markets

PLENARY SESSION: Regulatory Perspectives and Next Steps

  • Kris McIntire, Promontory Financial Group
  • Amrit Sekhon, Office of the Comptroller of the Currency
  • Debbie Toennies, JP Morgan
  • Cam DesBrisay, RBC Capital Markets

STREAM A: CPM Challenges at the Turn of the Cycle

CPM Business Models: Mandate, Governance and Tools (pdf)

  • Simon Bowmer, Bank of America
  • Christopher Camisa, MUFG Bank
  • Francois Favret, Natixis
  • Marcia Banks, IACPM

Managing Leveraged Finance Portfolios 

Managing Distressed Portfolios 

  • Christopher DeCotiis, RBC Capital Markets
  • Geoffrey Raicht, Haynes and Boone LLP
  • Joe Saad, JPMorgan
  • Amitabh Bhargava, Capital One

STREAM B: Managing New and Emerging Risks

Climate Risk: Developing New Frameworks for Risk Management 

Negative Interest Rates (pdf)

  • Martin Zorn, Kamakura Corporation

New Approaches to Risk Assessment: Data Science and AI (pdf)

  • Mike Hepinstall, Oliver Wyman

Establishing a Data Strategy: Governance, Sourcing, Dashboards and Reporting

  • Manfred Affenzeller, Deutsche Bank
  • Omar Dapul, Allvue Systems
  • Gopal (Sharath) Sharathchandra, PNC
  • Martin Brown, HSBC

STREAM C: Risk Sharing and Market Tools

Credit Insurance as a Risk Mitigation Tool

  • Gary Lowe, Standard Chartered Bank
  • Mark Harwood, AXIS Insurance
  • Dan Riordan, AXA XL
  • Michael Sullivan, Sullivan & Worcester LLP
  • Andrew van den Born, Willis Towers Watson

LIBOR Transition Analytics – Managing the Financial Impact of the LIBOR Transition in a Credit Portfolio (pdf)

  • Esther Bruegger, Oliver Wyman
  • Ugur Koyluoglu, Oliver Wyman

Securitisation

  • Kaelyn Abrell, ArrowMark Partners
  • Jean-Francois Leclerc, Bank of Montreal
  • Jessica Littlewood, Clifford Chance LLP
  • Mark Kruzel, Citigroup

The Leveraged Loan Market: Investor Perspectives (pdf) 

  • Judith Fishlow Minter, RBC Capital Markets
  • Jonathan Insull, Crescent Capital Group LP
  • Michael Paladino, Fitch Ratings
  • Steve Miller, Fitch Solutions

DAY 2 – Friday, November 22, 2019

PLENARY SESSION I: CEO Keynote Address – Future of Financial Services – Strategic Priorities

  • William Demchak, The PNC Financial Services Group

PLENARY SESSION II: Senior Executive Panel – Balancing Multiple Constraints

  • Bradley Chapin, BMO Capital Markets
  • Thomas Mercein, Credit Suisse
  • Lakshmi Shyam-Sunder, World Bank
  • Maria Teresa Tejada, Wells Fargo
  • Som-lok Leung, IACPM

Stream A: CPM Challenges at the Turn of the Cycle

Quantitative Approaches to Managing Credit Portfolios in the Face of Climate Change (pdf)

  • Amnon Levy, Moody’s Analytics
  • Lisa Stanton, Four Twenty Seven

New Opportunities: Green Lending and Sustainable Finance

  • Stanislas Dupre, 2° Investing Initiative
  • Robert White, Natixis
  • Molly Whitehouse, Mariner Investment Group LLC
  • Leanne Banfield, Linklaters LLP

CPM Sector Focus: Trade Finance (pdf)

  • Filipe Mossmann, Standard Chartered Bank
  • Stephen Tapp, Export Development Canada
  • Luis Torres, HSBC Bank USA, N.A.
  • David Anderson, Anderson Risk Consultants, LLC

Stream B: CPM Applied Topics

Managing Climate Risk: Where We are Today and the Horizon Ahead

  • Hans Helbekkmo, McKinsey & Company

CPM Focus: Implementing CECL

  • Anil Chadha, Regions Bank
  • Stavros Steven Zafiridis, Ernst & Young LLP
  • Jesse Rosenthal, CreditSights, Inc.
  • Mircea Pigli, Fifth Third Bank

Liquidity Optimization (pdf)

  • Navneet Kaur, Barclays

Stream C: Risk Sharing and Market Tools

The Impact of LIBOR Transition on Pricing (pdf)

  • Ugur Koyluoglu, Oliver Wyman
  • Vanessa Wu, Brilliance Financial Technology

LIBOR Replacement (pdf)

  • Meredith Coffey, LSTA
  • Rachel Megitt, RBC Capital Markets
  • Julie Schell, Bank of America
  • Tamar Joulia-Paris, IACPM

The CDS Market

  • David Lucking, Allen & Overy LLP
  • Fred Quenzer, Derivatives Association, Inc.
  • Greg Mellone, Bank of America