To view conference presentations, please click session title. Please note that all presentations are password protected. If you require access, email creditpract@mkmv.com. Arrival: Sunday, September 23rd 2:00–5:00pm Registration 6:00pm Welcome Reception 7:00pm Dinner Day One: Monday, September 24th 7:00am Open Breakfast 8:30–9:00am Moody’s KMV Opening Address: State of the Credit Environment Geoff Fite, Chief Operating Officer and Head of Moody's KMV 9:00–9:30am The Current Credit Environment and the Role of the Rating Agency Ray McDaniel, Chairman and CEO, Moody's Corporation 9:30–10:15am Keynote: Managing Loans as an Asset Class Peter Gleysteen, CEO, CIFC; Former Head of Chase Syndications 10:15–10:30am Break 10:30–11:15am Plenary Session: Moody's KMV Research Vision Jing Zhang, Head of Research, Moody's KMV 11:15–12:00pm Plenary Session: Banks' Loan and Commitment Valuation Practices and Issues James O’Brien, Senior Economist, Federal Reserve Board 12:00–1:00pm Lunch 1:00–5:00pm Stream Sessions 1 (see table below) 6:30–7:30pm Cocktail Reception 7:30pm Credit Practitioner Gala Dinner Keynote: Brian Ranson, Managing Director, Moody’s KMV
STREAM SESSIONS 1 Corporates: Giving Credit to Best Practices Commercial Banks, Financial Institutions & Credit Risk Management Asset Management, Broker/Dealer, Insurance: Credit Strategies - Beyond Bonds Professional Services: Client Challenges and Tailored Solutions Research: The New Frontiers and Insights The Factory Floor: Product Highlights and Strategy 1:00–2:00pm "Exploring the Opportunities for Credit Managers Afforded by Climate Change?" Jan-Peter Onstwedder, BP “Fun and Games with LGD”: Different perspectives on LGD model development. Andrew Curtis, Barclays Dave Keisman, MIS Ewa Nikiel, Fifth Third Bank Moderator: Ivo Antonov, Moody's KMV “Valuing CDOs Through the Lens of Moody’s KMV Analytics”: Why MKMV’s valuation approach more accurately captures the true risk inherent in CDO tranches Steve Wiggins, Moody’s KMV “Going from Portfolio Manager to Risk Frontier: A Practical Perspective”: Advisory Services experiences with Risk Frontier implementations. Mikael Nyberg, Moody’s KMV “Location, Location, Location”: Modeling the portfolio risk of CRE Farshad Mashayekhi, Moody’s KMV CreditMark/ Valuation Web Service: Valuing loans and revolvers. Empirical results and the role of the Buy Side. Alec McAndrew, Moody’s KMV 2:00–2:15pm Break Break Break Break Break Break 2:15–3:15pm "GE Lights the Way": Integrating risk measurement in a global multiproduct portfolio. Sean Keenan, GE "Evolution of a Risk Rating Process" Jouni Korhonen, UBOC Moderator: Don Lewis, Moody's KMV “Bridging the Gap”: Loan Valuation trends – CreditMark uses and value Terry Benzschawel, Citigroup Global Markets Scorecard Building, Model Validation and Calibration Ivo Antonov, Moody's KMV “Beyond Corporate Correlations”: An update on recent correlation research and projects Richard Vasicek, Moody’s KMV RiskFrontier: Learn about the market’s most advanced credit portfolio management tool Stephanie Lee, Moody’s KMV 3:15–3:30pm Break Break Break Break Break Break 3:30–4:30pm "Qualitative Internal Rating Models": Compensating for the lack of reliable financial information Ian Assersohn, Moody's KMV “Performance Management Isn’t Challenging!”: Development and implementation of RAROC/RORAC Models Martha Sellers, Moody’s KMV “Adjusting EDF Measures for Short Horizons." Nihil Patel, Moody’s KMV "Going from MFA to RiskAnalyst: A Client's Perspective" Jim Pendergrass, CoBank "Structured Products, Overlapping Collateral Risk, Concentration and Correlation: Allocating credit risk in a modern portfolio." Andy Kaplin, Moody’s KMV CRD: Creating an Effective Credit Risk Database Jim Herrity, Jennifer Abbene, Emil Lopez, Moody's KMV

Day Two: September 25th
7:00am	Open Breakfast
8:30–9:00am	Moody's KMV Opening Address: The Credit Environment and the Need for Credit Solutions – The Moody's KMV Response Geoff Fite, Chief Operating Officer and Head of Moody's KMV
9:00–9:30am	Enhanced Solutions through Moody's Analytics Mark E. Almeida, Senior Vice President, Moody’s Analytics
9:30–10:15am	Keynote: Global Economy and Credit Market Overview – Future of Economy Mark Zandi, Chief Economist, Moody's Economy.com
10:15–10:30am	Break
10:30–11:15am	Plenary Session: Back to the Future? Lessons Learned from a Systematic Credit Shock Wayne Super, CRO, Cisco
11:15–12:00pm	Plenary Session: Managing Change: Effective Risk Management through People, Process and Technology Bob Lewis, CRO, AIG
12:00–1:00pm	Lunch
1:00–5:00pm	Stream Sessions 2 (see table below)
6:45pm	Meet in Lobby (Guided walk to Reception)
7:00pm	Closing Reception & Dinner
Stream Sessions 2 Corporates: Giving Credit to Best Practices Commercial Banks, Financial Institutions & Credit Risk Management Asset Management, Broker/Dealer, Insurance: Credit Strategies - Beyond Bonds Professional Services: Client Challenges and Tailored Solutions Research: The New Frontiers and Insights The Factory Floor: Product Highlights and Strategy 1:00–2:00pm “Credit Risk Portfolio Reporting”: The implications of Basel II for asset finance companies. Ronnie MacLachlan, Iveco Finance Holdings “Sowing the Seeds of Portfolio Management”: How a bank begins to implement ACPM. Raymond Monnik, Rabobank Moderator: Ed Emanuel, Moody's KMV "Loan Portfolio Management – using CreditMark." Steve Conyers, Citigroup “Making the Grade”: Basel IRB challenges with internal rating model approval. Carl Chambers, Lloyd’s TSB "Adding Salt to the Wound: Theory and evidence of systematic risk in recovery." Amnon Levy, Moody’s KMV CRE Model: Update on MKMV’s Commercial Real Estate Initiative. Brad Saegesser, Moody’s KMV 2:00–2:15pm Break Break Break Break Break Break 2:15–3:15pm “21st Century Workflow Models for Credit”: Rating frameworks, internal scorecards and how to incorporate workflow for an efficient global credit rating function. Greg Cortez, Hess Corporation "Realizing the Potential Benefits of Credit Portfolio Management." Gene Guill, Deutsche Bank Moderator: Charles Stewart, Moody's KMV “Credit Underwriting – Through an Insurer’s Eyes”: Panel discussion on improving your credit underwriting. Steve Haney, ACE Terry Reckamp, CNA Surety Bart Davis, RLI Francis McGrath, Liberty Mutual Moderator: Emilie Cortes, Moody’s KMV “Avoiding Valium”: Modeling and Advisory Services support for stress testing. Ivo Antonov,Farshad Mashayekhi, Moody’s KMV Tony Hughes, Moody's economy.com “Is It Worth It?”: Comparing ultimate recovery to post-default price. Doug Dwyer, Moody’s KMV RiskCalc & CreditEdge: The newest development and improvements in public and private EDF models and products. John Gibbon, Moody’s KMV Anuj Gupta, Moody's KMV 3:15–3:30pm Break Break Break Break Break Break 3:30–4:30pm “Creating a Global View of Credit Risk": Leading practices in standardizing supplier credit risk management. Rex Roney, Spirit AeroSystems “X Marks the Spot”: Portfolio performance benchmarking. Brian Dvorak, Jim Herrity, Moody’s KMV  “Building on Solid Foundations”: Credit risk management challenges in today’s commercial real estate markets. Tad Philipp, MIS Jon Southard, Torto Wheaton Research Moderator: Jim Hall, Moody’s KMV “And Now What?”: What happens once a bank has finished building its internal rating models? How to capitalize on this investment and what are the maintenance issues? Denis O’Donoghue, TD Carl Chambers, Lloyds TSB John Kloberdanz, M & T Bank Moderator: Jamie Stark, Moody's KMV "Beyond Horizon": The implication of credit migration models on valuation and risk analysis. Yashan Wang, Moody’s KMV RiskAnalyst: A discussion about the range of internal rating methodologies from simple scorecards to fundamental analysis models Ian Assersohn, Moody’s KMV