IACPM has published a White Paper on the findings of its 2013 biennial Principles and Practices in CPM member survey. This was the fourth time that the IACPM conducted this study, …
IACPM Credit Outlook Survey Sees Defaults Rising From Recent Low Levels
High Yield Credit Spreads Forecast to Widen as Investors Re-Price Risk New York, NY – Amidst the US Federal Reserve’s consideration of ending its quantitative easing program, almost half the …
IACPM Submits Comment Letter to the IASB
The IACPM has submitted a comment letter in response to the IASB’s publication of Exposure Draft “Financial Instruments: Expected Credit Losses”, detailing its key concerns with the IASB’s approach to updating …
IACPM’s Executive Director Publishes Article in The Banker
The IACPM’s Executive Director, Som-lok Leung, wrote an article for The Banker: How to Run a Bank 2013 on the changing role of CPM in the post-crisis world. In the article, Leung …
IACPM Submits Comment Letter to Basel Committee
The Basel Committee published the consultative document, “Recognizing the Cost of Credit Protection Purchased” (BCBS245). The IACPM feels that the requirements proposed in the document would undermine any regulatory recognition …
IACPM Credit Outlook Survey Close to Neutral as Outlook for Credit Spreads Eases
Respondents Point to Plateau; Outlook for Corporate Credit Defaults Rises Modestly New York, NY – Respondents to the latest IACPM Credit Outlook Survey took a decidedly neutral approach to the …
IACPM Submits Comment Letter to Basel Committee
Last December the Basel Committee proposed a new capital framework for securitizations – Basel Committee’s consultative document, “Revisions to the Basel Securitization Framework” (BCBS236) – that could have a significant …
Sentiment Considerably Improved in Latest IACPM Credit Outlook Survey
Outlook for Credit Spreads Strongly Positive; Default Outlook Negative but Better New York, NY – Survey respondents in the IACPM Credit Outlook survey turned sharply positive in the latest reading, …
Stepping up to the Liquidity Challenge: The Changing Role of CPM
In 2011-2012 the IACPM, in collaboration with KPMG, undertook a comprehensive benchmarking survey on funding liquidity management and credit portfolio management. The goal of the survey was to assess the …
IACPM Credit Outlook Survey: Dealing with two Realities
Credit Default Forecast Rises in Latest IACPM Credit Outlook Survey While Credit Spread Outlook Falls to Virtually Neutral New York, NY – Respondents in the latest IACPM Credit Outlook Survey …