IACPM Annual Fall Conference Miami, November 14-15, 2024

  • DAY 1 – Thursday, November 14, 2024

OPENING REMARKS (pdf)

  • Som-lok Leung, IACPM
  • William Ledger, JPMorgan

PLENARY SESSION I: Economic Outlook and Macro Strategy (pdf)

  • Sarah Wolfe, Morgan Stanley

PLENARY SESSION II: U.S. on the Global Stage Post-Election (pdf)

  • Jon Lieber, Eurasia Group

PLENARY SESSION III: Regulatory Perspectives

  • Joseph Hwang, Goldman Sachs
  • Paul Nash, Oliver Wyman
  • Enice Thomas, Office of the Comptroller of the Currency


Stream A: Market and Regulatory Developments

Developments in Securitization: SRT in the U.S. and Globally

  • Frank Benhamou, Cheyne Capital
  • Christopher Horn, Cadwalader, Wickersham & Taft LLP
  • CJ Martino, JPMorgan Chase
  • Kaelyn Abrell, ArrowMark Partners

S&P Global Ratings’ Perspectives on CRTs/SRTs (pdf)

  • Brendan Browne, S&P Global Ratings
  • Ronald Burt, S&P Global Ratings

Market Tools for CPM: A Comparison

Leveraged Loan Market (pdf)

  • Mark Liscio, Freshfields Bruckhaus Deringer US LLP
  • Corry Short, Barclays
  • Charles Tricomi, Xtract Research LLC
  • Shubha Hoveland, Barclays

Regulatory Priorities

  • Karen Bartman, Federal Reserve Bank of Chicago
  • Elizabeth Ewing, Federal Reserve Bank of Chicago
  • Stephen Pepper, Prudential Regulation Authority
  • Eric Lindberg, US Bank


STREAM B: Evolution of CPM

GenAI, AI and CPM (pdf)

  • Elena Eyries, Banco Santander
  • Arvind Govindarajan, McKinsey & Company
  • Jannike Jackson, International Finance Corporation
  • Jania Kesarwani, McKinsey & Company

The Importance of Loss Given Default (LGD) in Commercial Loan Pricing (pdf)

  • Joel Rosenberg, Brilliance Financial Technology

Energy and Finance

  • Katrine Kleppan Blystad, DNB Bank ASA
  • Ousseynou Nakoulima, International Finance Corporation
  • Kim Yates, Bank of Montreal
  • Simon Gates, BNP Paribas

Concentrations and Limits Frameworks: New Approaches

  • Arnisa Abazi, Citigroup
  • Jérôme Jacques, Societe Generale
  • Mary Young, Regions Bank
  • Christopher Abe, Royal Bank of Canada

Credit Portfolio Management for Retail Banks (pdf)

  • Jorge Azevedo, McKinsey & Company Knowledge Partner
  • Bruno Batista, McKinsey & Company Knowledge Partner

DAY 2 – Friday, November 15, 2024

PLENARY SESSION I: Future of Financial Services

  • Bettina Orlopp, Commerzbank AG
  • Som-lok Leung, IACPM

PLENARY SESSION II: Vision for Risk Management: Where Do We Go from Here?

  • Craig Broderick, Bank of Montreal
  • Nicholas Silitch, Prudential Financial
  • Cam DesBrisay, Royal Bank of Canada

PLENARY SESSION III: Senior Executives’ Perspectives

  • Ryan Kiskis, US Bank
  • Rachel Robboy, IDB Invest
  • Mitchell Smith, Nomura
  • William Ledger, JPMorgan

PLENARY SESSION IV: Private Credit Assessing Challenges and Opportunities (pdf)

  • Teddy Desloge, Blackstone
  • Marina Lukatsky, PitchBook | LCD
  • Timothy Hartzell, Barclays


Stream A: Market and Regulatory Developments

Applied Generative AI for Credit Risk Managers – Industry Case Studies (pdf)

  • James Gordon, Oliver Wyman
  • Ugur Koyluoglu, Oliver Wyman


Stream B:  Evolution of CPM

Escalating Threat of Extreme Events and their Impact on Physical Risk, Financial Metrics, and Sustainable Investments (pdf)

  • Raghuveer Vinukollu, Munich Re
  • Markus Waniek, Munich Re