DAY 1 – Thursday, May 19, 2022
OPENING REMARKS (pdf)
- Som-lok Leung, IACPM
- Cam DesBrisay, Royal Bank of Canada
PLENARY SESSION I: Economic Outlook and Credit Strategy
PLENARY SESSION II: Sustainability as the Central Component of Business Strategy
- Antoni Ballabriga, BBVA
- Som-lok Leung, IACPM
PLENARY SESSION III: Priorities for Finance in an Evolving Environment
- Carlos Muniz, Banco Santander
- Som-lok Leung, IACPM
Stream A: Evolution of CPM
Building Next Generation CPM Models. Does the Originate and Distribute Model Work?
- Ian Shipley, Oliver Wyman
- Syril Pathmanathan, DE Shaw
- Cam DesBrisay, Royal Bank of Canada
There is No Free Lunch – How Portfolio Managers Need to Adapt to a Shifting Macroeconomic Paradigm (pdf)
- Martin Zorn, Kamakura Corporation
Basel IV (aka Final Basel III): CPM is the key to deal with its flaws/floors (pdf)
- Adrian Docherty, BNP Paribas
- Nimesh Verma, BNP Paribas
ESG Scoring: Practical Approaches (pdf)
- Luigi Burgoni, Intesa Sanpaolo
- Biagio Giacalone, Intesa Sanpaolo
Credit Portfolio Steering and Stress Testing Under Climate Scenarios
- Joseba Eceiza, McKinsey & Company
- Alberto Gómez Pajares, McKinsey & Company
STREAM B: Risk Sharing and Market Developments
Improvements to the SRT Market – Investors’ Perspectives (pdf)
- Kaelyn Abrell, ArrowMark Partners
- Vincent Charles-Gervais, M&G Investments
- Martijn van der Molen, Christofferson, Robb & Company
- Jason Marlow, Barclays
ESG and Credit Risk: The Path from Climate Scenarios to Financial Stress (pdf)
- Loïs Beyriere, S&P Global Market Intelligence
Synthetic Securitisation and STS: A Case Study
- Bruno Bancal, BNP Paribas
- Presiyan Petkov, European Commission
- Angélique Pieterse, PGGM
- Toby Gray, Linklaters
The Loan Market in Europe: Latest Developments (pdf)
- Jane Gray, Covenant Review
- Joanne Lloyd, JPMorgan
- Chris White, Barclays
CPM Current Priorities
- Kuveshen Chetty, Nedbank
- Natalie Chiaramonte, Sovereign Risk Insurance
- Benedicte Guerin, BNP Paribas
- James Parsons, PAG
- Victor Salgado, AIIB
- Valeria Smarrini, AIIB
- Lukasz Stepien, ING
- Marcia Banks, IACPM
DAY 2 – Friday, May 20, 2022
PLENARY SESSION I: Regulatory Priorities – An African Perspective
- Kuben Naidoo, Reserve Bank of South Africa
PLENARY SESSION II: The Journey and the Destination: Regulatory Priorities Looking Forward
- Maria Abascal, Spanish Banking Association
- Angel Estrada, Bank of Spain
- Hanna Lenart, ING
- Adrian Docherty, BNP Paribas
PLENARY SESSION III: ESG, Climate and the Transition Path
- Alan Haywood, BP Corporation
- Nasreen Kasenally, UBS
- Sue Lloyd, Standards Board
- Tamar Joulia, IACPM
PLENARY SESSION IV: Chief Executive Perspective with Alison Rose, NatWest
- Alison Rose, NatWest Group plc
- Som-lok Leung, IACPM
Stream A: Evolution of CPM
Integrated Risk Assessment for Credit Portfolio Management (pdf)
- Gustavo Ordonez, Moody’s Analytics
Greening Portfolio: 360 Overview Across Asset Classes
- Neven Graillat, JPMorgan
Stream B: Risk Sharing and Market Developments
Securitisation in an Insecure World (pdf)
- Omar Dapul, Allvue Systems
New Ways That Insurance is Adding Value for Lenders, Borrowers & Investors
- Andrew Cormack, Banco Santander
- Mark Harwood, Axis Capital
- Oscar Holloway, Marsh Credit Specialties