Committees and Working Groups

Board of Directors

2010 BOARD

Chair: Mark Hughes, RBC Capital Markets

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Program Committee

NEW YORK PROGRAM COMMITTEE-FALL 2010

Chair: Marcia Banks, IACPM

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Working Groups/ Committees

ACCOUNTING COMMITTEE

Chair(s): Cam DesBrisay, RBC Capital Markets and Allan Yarish, Channel Capital Advisors

CAPITAL MARKETS

Chair: Mark Davis, UBS

DATA AND MODELING

Chair: Michel Araten, JP Morgan

The Committee discusses quantitative issues affecting credit portfolio managers and develops and advocates industry best practices for data and modeling topics. The Committee is currently working on a project on credit valuation methodologies. Previous initiatives include work on the convergence of credit capital models and portfolio benchmarking.

ECONOMIC CAPITAL BENCHMARKING PROJECT

Chair: Som-lok Leung, IACPM

The project's goal is - to provide an opportunity to IACPM member firms to compare economic capital and stress testing (for credit risk) against their peers, i.e., benchmark calculation parameters, methodologies, and execution, and benchmark policy and usage - to provide information useful for discussions with local regulators - to publish a research paper or article based on results

MIDDLE MARKET COMMITTEE

Chair: Jeffery Weaver, KeyCorp

The Committee promotes liquidity in the middle market and less liquid asset classes and serves as a discussion forum for IACPM members on middle market topics. Projects have included benchmarking of private firm credit risk models and other issues affecting less liquid credit assets.

WEBSITE WORKING GROUP

Chair: Juliane Littman, IACPM

Helps with the conversion and improvement of the IACPM website.

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