IACPM Annual Spring Conference Berlin, May 16-17, 2019

DAY 1 – Thursday, May 16, 2019


  • 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