CPM Business Models Annual Fall Conference November 18-19, 2014 Philadelphia Cam DesBrisay Global Head of Credit RBC Capital Markets Tim Hartzell Global Head of Credit Portfolio Management Barclays Mitch Smith Global Head of Credit Portfolio Group JPMorgan Chase Moderator: Marcia Banks, Associate Director, IACPM CPM Organizational Overview CPM Reporting Line Global CPM Headcount JPMorgan Barclays RBC Risk Business Business 14 35 12 Portfolio Size US$350B GBP100B US$250B Portfolio Asset Coverage Wholesale & Counterparty Wholesale Wholesale Public Public with selective wall crossing Private Loan Hedge Ratio ~2% 5% <1% Direct Execution with the Street Yes No Yes Transfer Price No No No Public / Private 2 18 November 2014 | Fall Conference Assessing Risk/Return Prioritizing Use of Capital for Deals Barclays RBC Committee Committee Committee Role of CPM None Public side Veto Vote Role in Syndication Committee None Public side Veto Veto ROE RoRWA, ROE RAROC, Return on Reg Cap, Market Price RWA, EC RWA, EC, BS RWA, EC, ECL Leverage Ratio Cost Allocation to Transaction Level Yes Yes* No Liquidity Cost Allocation to Transaction Level Yes Yes Yes Medium High High Transaction Profitability / Client Performance Measurement Risk Measured in RWA / EC / Other Involvement in Implementation of Regulation and Compliance 3 JPMorgan Chase 18 November 2014 | Fall Conference CPM Business Models Annual Fall Conference November 18-19, 2014 Philadelphia Cam DesBrisay Global Head of Credit RBC Capital Markets Tim Hartzell Global Head of Credit Portfolio Management Barclays Mitch Smith Global Head of Credit Portfolio Group JPMorgan Chase Moderator: Marcia Banks, Associate Director, IACPM
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