Christopher Pappalardo

Managing Director
Leads the A&M Global Valuation Services innovation program that leverages cloud computing, modular automation, and AI
CPA specializing in derivatives and risk management
Software engineer proficient in Python, Linux, AWS, and Azure
San Francisco
@alvarezmarsal
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Chris Pappalardo is a Managing Director with Alvarez & Marsal Global Valuation Services in San Francisco.

Mr. Pappalardo leads the A&M Global Valuation Services innovation program that leverages cloud computing, modular automation, and artificial intelligence to deliver on-demand digital services to internal and external users.

Prior to joining A&M, Mr. Pappalardo was the Chief Interest Rate Risk Officer in the Enterprise Risk Management group at IndyMac Bank, where he was responsible for oversight of bank-wide interest rate and liquidity risk management.

Previously, Mr. Pappalardo was a Senior Manager at KPMG, where he focused on derivative valuation and hedge accounting advisory services for some of the firm's largest clients.

Mr. Pappalardo earned a bachelor’s degree in accounting from Loyola Marymount University. He is a Certified Public Accountant (CPA) specializing in derivatives and risk management, as well as a software engineer proficient in Python, Linux, and managing workloads on multiple cloud platforms.

Insights By This Professional

The ability to accurately predict corporate credit ratings is essential to numerous business functions for both borrowers and lenders. When predicting debt ratings, analysts often apply linear models, financial ratios analyses or a combination of the two. These models are usually inadequate across several measures.
Latest insights The latest insights from Christopher Pappalardo's team
Thought Leadership
The latest edition of A&M Valuation Insights – German vs. European Banks reveals a favorable turn in market dynamics: rate cuts and resilient stress test outcomes are lifting bank equities, compressing the cost of capital, and pushing price-to-book multiples to record levels.