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IACPM 2019 SPRING CONFERENCE May 16-17, 2019

Hotel Palace Berlin Berlin, Germany

Pre-Conference Day - May 15, 2019, Wednesday

8:30 – 4:00 IACPM Credit Portfolio Management Educational Seminar (Bordeaux I, 2nd Floor)

§ Business Models for Portfolio Management § Active Credit Portfolio Management Techniques and Toolkit § How to Manage a Credit Portfolio: A Simulation Exercise § Implementing CPM: From Analytics to Action

4:00 – 5:30 Concurrent Roundtable Discussions (Open to IACPM members attending the Conference) (Registration desk, 2nd Floor Foyer)

§ IFRS 9: Lessons Learned and Future Path Moderators: Gerald Chappell, Partner, McKinsey & Company Enrico Risso, Senior Expert, McKinsey & Company

§ Managing Credit Portfolios at the Tail End of the Credit Cycle Moderator: Jing Zhang, Global Head of Quantitative Research, Moody’s Analytics

§ Managing MDB ECA Portfolios (by invitation only) Moderators: Katherine Baeten, Senior Manager Portfolio Management, UK Export Finance and Steven Buck, Manager Operational Risk and Solutions, International Finance

5:30 – 7:00 Welcome Cocktail Reception (Burgund III, 2nd Floor)

Scroll Down for Day One and Day Two of the Spring Conference

IACPM 2019 SPRING CONFERENCE 1

IACPM 2019 SPRING CONFERENCE May 16-17, 2019 Hotel Palace Berlin Berlin, Germany

DAY 1 THURSDAY MAY 16

8:00 – 8:30 AM REGISTRATION AND CONTINENTAL BREAKFAST (Foyer, 2nd Floor)

8:30 – 8:50 AM OPENING REMARKS (Bordeaux, 2nd Floor)

SPEAKERS: Som-lok Leung Timothy Hartzell Executive Director Global Head of Loan Portfolio IACPM Management Barclays Chairman, IACPM

8:55 – 9:55 AM PLENARY SESSION I: Economic Outlook and Credit Strategy (Bordeaux, 2nd Floor)

• The global economy and the credit cycle risks and outlook • When the cycle turns - credit strategy today and looking forward • Prioritizing areas of concern and opportunity for risk managers

SPEAKERS: Matt King Philip Gisdakis Global Head of Credit Products Strategy Head of Strategy Research AG

10:00 – 10:55 AM PLENARY SESSION II: Geopolitics, Regulation and (Bordeaux, 2nd Floor)

• Outlook and priorities • Assessment of future path

SPEAKER: Jose Maria Roldan Bettina Stark-Watzinger Chairman and Chief Executive Officer Member of the German Bundestag and Spanish Banking Association and Chair, Finance Committee Vice President, European Banking Federation

11:00 – 11:30 AM MORNING BREAK (Foyer, 2nd Floor)

11:30 – 12:15 PM DAY ONE STREAMS Stream A Stream B Stream C Evolution of CPM CPM Emerging Issues Market Developments and (Bordeaux, 2nd Floor) (Provence I-III,4th Floor) Capital Risk Sharing Managing Portfolios at the Climate Change Risk: Awareness, (Burgund III, 2nd Floor) Turn of the Credit Cycle Measurement, Management and Securitisation – Are SRT CLOs Disclosure resilient in times of stress? • Sector Allocation and outlook • Climate change and risks for FIs: • Can structures be executed in • Impact/implications for industry developments stressed markets? credit risk and portfolio • Results of IACPM • Investor appetite in difficult benchmarking management markets • Practitioner perspectives • Experiences during Global Financial Crisis SPEAKERS: • Implications and path forward

Matt King • How to ensure SRT CLOs are resilient – regulations, etc. Global Head of Credit SPEAKER: Products Strategy Ilya Khaykin SPEAKERS: Citigroup Partner Jason Marlow

Oliver Wyman Managing Director Christian Meidinger Barclays Head of Large Credit

Transactions & Country Risk Martijn van der Molen Unicredit S.p.A Senior Director

PGGM

IACPM 2019 SPRING CONFERENCE 2

Anna Olsen Managing Director, Head of Distribution, Credit and Portfolio Management Bank

Himesh Shah Managing Director & Portfolio Manager Christofferson, Robb & Company

MODERATOR: Matthew Monahan Partner Linklaters LLP

12:20 – 1:45 PM LUNCH (Restaurant Bon Dia, 2nd Floor)

1:45 – 2:30 PM IACPM SPONSOR PRESENTATIONS Stream A Stream B Stream C (Bordeaux, 2nd Floor) (Provence I-III,4th Floor) (Burgund III, 2nd Floor) Sponsored by Brilliance Financial Designing Portfolio Pricing Technology Models: Enter IFRS 9/CECL Sponsored by Moody’s Analytics

SPEAKER: Amnon Levy Managing Director, Head of Portfolio Research Moody’s Analytics

2:35 – 3:20 PM DAY ONE STREAMS Stream A Stream B Stream C Evolution of CPM CPM Emerging Issues Market Developments and (Bordeaux, 2nd Floor) (Provence I-III,4th Floor) Capital Risk Sharing Active Management of the Climate Change and ESG (Burgund III, 2nd Floor) Balance Sheet: A Panel Loan Market Trends Discussion • Developing the framework • Integrating metrics into CPM • Latest on transaction • IACPM Principles and • Regulatory environment structures Practices benchmarking of • Business challenge and • Documentation Trends current industry practices opportunities • Pricing and Liquidity • CPM priorities, mission, • Impact of IFRS 9 and mandate SPEAKERS: regulation • Practitioners discuss applicability of CPM market Antoni Ballabriga • Market participants tools by asset and region Global Head of Responsible Business BBVA and Chair of Sustainable SPEAKER: SPEAKERS: Finance Working Group, European David Cox Simon Dale Banking Federation Associate Editor EMEA Head Credit Portfolio S&P Global Market Intelligence Management & Research Emmanuel Martinez JPMorgan Group Environment Director Deji Davies Societe Generale Executive Director Francois-Edouard Hetier JPMorgan Head of Credit, Funding & Leon Wijnands Liquidity Portfolios Global Head of Sustainability Tanya Trainer Credit Agricole CIB ING Director Barclays Bank Michael Prosser Global Head of Institutional MODERATOR: Portfolio Management Peter Jerauld Australia & New Zealand Director, Global Portfolio Banking Group Optimisation Citigroup MODERATOR: Marcia Deputy Director IACPM

IACPM 2019 SPRING CONFERENCE 3

3:20 – 3:50 PM AFTERNOON BREAK (Foyer, 2nd Floor)

3:50 – 4:35 PM DAY ONE STREAMS Stream A Stream B Stream C Evolution of CPM CPM Emerging Issues Market Developments and (Bordeaux, 2nd Floor) (Provence I-III,4th Floor) Capital Risk Sharing Ich bin ein Berliner! Digitalisation, AI and CPM (Burgund III, 2nd Floor) Are We Succeeding in our Credit as a Risk Efforts to be Smart? • Developing metrics to assess Mitigation Tool risk – the new dashboards • Market frothiness and • Using big data, sentiment • Update on insurance and fragility analysis and other tools in risk contract terms • Update on dire regulatory assessment • Claim history and experiences changes (Basel IV, IFRS 9 • Linking to CPM and portfolio • Getting capital relief and CECL) decision-making • Determining use and suitability • Is Credit risk still the for CPM dominant source of risk for SPEAKERS: a bank? Jorn Koch SPEAKERS: • Trends in capital efficiency Head of Portfolio Analytics Timothy Cleary and value management Partner • Scale and consolidation or Clifford Chance LLP TBTF? Edwin van Logtenstein • Strategic challenges: Head of Credit Portfolio Management Sebastien Heurteux disruption, obsolescence Rabobank Deputy-Head of Portfolio and reinvention Management Solutions, ITFA Insurance Committee SPEAKER: Member Adrian Docherty BNP Paribas Head of Bank Advisory BNP Paribas Ramona Homfeld Senior Project Manager, Private Risk Insurance KfW IPEX-Bank GmBH

4:40 – 5:30 PLENARY SESSION III: Risk Sharing and the Evolution of the Credit Market: Investors Perspectives (Bordeaux, 2nd Floor) • Roles of nonbank investors in the credit markets – investment strategies • Portfolio goals, transaction parameters and structural considerations • Market and liquidity • Competition or collaboration with banks? • Future path and challenges, opportunities

SPEAKERS: James King Alexandre Martin-Min Frank Roeters van Lennep Portfolio Manager CIO, Structured Finance Chief Investment Officer, Private Markets M&G Investments AXA IM PGGM

MODERATOR: Timothy Hartzell Global Head of Loan Portfolio Management Barclays Chairman, IACPM Board of Directors

6:00 – 6:30 PM BUS PICKUP AT HOTEL

6:30 – 7:30 PM COCKTAIL RECEPTION (Classic Remise Berlin, Wiebestraße 36-37)

7:30 – 10:00 PM DINNER (Classic Remise Berlin, Wiebestraße 36-37)

IACPM 2019 SPRING CONFERENCE 4

DAY 2 FRIDAY MAY 17

8:30 – 9:00 AM REGISTRATION AND CONTINENTAL BREAKFAST (Foyer, 2nd Floor)

9:00 – 9:30 AM PLENARY SESSION I: The Future of Risk Management (Bordeaux, 2nd Floor) An Interview

• Reflections on a career in risk management • Thoughts on the road ahead for

SPEAKER: Mark Hughes Chief Risk Officer (Retired) Royal Bank of

MODERATOR: Som-lok Leung, Executive Director, IACPM

9:35 – 10:30 AM PLENARY SESSION II: Balancing Multiple Constraints: Senior Executives Perspectives (Bordeaux, 2nd Floor) SPEAKERS: Olivier Belorgey Mark Hughes Anil Kishora Finance Director Chief Risk Officer (retired) Chief Risk Officer Credit Agricole CIB State Bank of India

Ricardo Laiseca Head of Global Finance BBVA

MODERATOR: Som-lok Leung, Executive Director, IACPM

10:30 – 10:50 AM MORNING BREAK (Foyer, 2nd Floor)

10:55 – 11:40 PM IACPM SPONSOR PRESENTATIONS Stream A Stream B Stream C (Bordeaux, 2nd Floor) (Provence I-III,4th Floor) (Burgund III, 2nd Floor) Sponsored by Deloitte Predictive Markers of Credit Distress Sponsored by Kamakura Corporation

• Market Signals: a look at global markets and sector performance • Quantitative Models • Relative Analysis – Credit Spreads to Matched Maturity Default Probability

SPEAKER: Martin Zorn President and Chief Operating Officer Kamakura Corporation

11:45 – 12:30 DAY TWO STREAMS Stream A Stream B Stream C New Lending Platforms and New Technology and Capital Market Developments and Capital CPM Markets Risk Sharing (Bordeaux, 2nd Floor) (Provence I-III,4th Floor) (Burgund III, 2nd Floor) The New Fintechs and Blockchain and CPM Regulatory Issues Impacting the Insurtechs Loan Market - , Brexit • Debt placement and lending with • Facilitators vs. disruptors blockchain • LIBOR replacement • Regulatory implications • Smart contracts • Brexit and implications • Fintech business models • Market and liquidity implications • Other current issues • Examples of successful • Case studies and unsuccessful applications • Future paths

IACPM 2019 SPRING CONFERENCE 5

SPEAKERS: SPEAKER: SPEAKER: Jean de Chambure John Ho Nicholas Voisey Head of Business Global Head of Legal, Financial Managing Director Development Digital Markets Loan Market Association Euler Hermes Digital Agency Standard Chartered Bank

Manuel Holzhauer Managing Director InsurTech Hub Munich e.V.

12:35 – 1:20 DAY TWO STREAMS Stream A Stream B Stream C New Technologies and CPM Market Developments and Capital Market Developments and (Bordeaux, 2nd Floor) Risk Sharing Capital Risk Sharing Managing Trade Finance (Provence I-III,4th Floor) (Burgund III, 2nd Floor) Portfolios Sustainable Finance and Green CPM and Risk Mitigation: Lending Assessing Capital Efficiency • Originating and managing under Different Approaches trade finance exposure • Expanding sources of • Assessing and managing sustainable finance: bonds, • Managing the portfolio against risks – banks and loans, structured credit multiple ratios and constraints insurance • Client considerations and • Assessing impact of different • Regulatory impacts of impact distribution strategies using Basel III, Solvency II • Purpose and structure baseline and adverse • Evolving Approaches • Evolving capital approaches scenarios • Future path • Synthetic securitization, debt SPEAKERS: fund, syndication/sale Davide Guidicelli SPEAKERS: Global Head, Bank Trade and Steven Baillie SPEAKER: Infrastructure Finance (BTI) Principal Financial Officer Jeroen Batema Swiss Re Corporate Solutions International Finance Corporation OS-IS

Stephen Menke Natalie Mordi Hillaert Global Head of Trade Finance Director, ESG Capital Markets Trade and Treasury Solutions Lynch Sven Wabbels MODERATOR: Vice President, Corporate Strategy Audrey Zuck KfW Director A2Z Risk Services MODERATOR: Uwe Jurkschat Head of Funding and Investor Relations Deutsche Kreditbank AG

1:20 –2:30 CLOSING LUNCH (Restaurant Bon Dia, 2nd Floor)

IACPM 2019 SPRING CONFERENCE 6