Programme

Asia Risk Congress 2018 agenda

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Asia Risk Congress, 13 September

08:00

Registration

08:50

Chairperson’s welcome remarks

Aziz Durrani, Senior Financial Sector Specialist, Financial Stability and Supervision and Payment & Settlement Systems, THE SEACEN CENTRE

09:00

Keynote address

Loh Boon Chye, Chief Executive Officer, SGX

09:30

Thriving in an era of change and upheaval

  • Addressing the top risk priorities for 2018/19?
  • Managing regulatory change
  • Current and emerging risks – geopolitical risk, Brexit and the trade war fears, how will this impact your firm’s risk strategy?
  • Talent management – an on-going challenge
  • What’s next?

Monderator:
Narayanan Somasundaram, Hong Kong Bureau Chief, RISK.NET

Panellists:
Ahmad Shukri Abdul Rahman, Chief Risk Officer, BANK RAKYAT MALAYSIA
Markus Blattmann, Chief Risk Officer Asia, BANK JULIUS BAER
Sylvie Davidson, Managing Director, Chief Risk Officer APAC, UBS AG
Urban Wilde, Regional Chief Risk Officer, Asia, EFG BANK AG

10:20

Morning coffee break

Stream 1 Derivatives & Collateral
Chairperson: Aziz Durrani

10:40-11:30

Initial margin big bang – what’s next?

  • Where does the industry stand in implementing margin requirement rules?
  • What are the challenges faced by regional banks and buy-side firms?
  • What were the lessons learnt from the variation margin big bang?
  • What are the best practices in efficiency and control in margin call, collateral posting and administration?

Moderator
Blake Evans-Pritchard, Deputy Bureau Chief, Asia, RISK.NET

Panellists:
Nick Horn, Senior Financial Risk Advisor - Stress Testing, SUNCORP GROUP
Filippo Santilli, Managing Director, APAC Head of Liquidity and Segregation, BNY MELLON, HONG KONG
Dr Frederick Shen, Head Global Treasury Business Management, OCBC BANK

11:30 - 12:00

Understanding Initial Margin impacts & MVA

  • Margin rules for non-cleared derivatives: Initial Margin & SIMMTM  
  • Day 1 operational challenges : return on experience
  • Understanding the Margin Valuation Adjustment (MVA) without math
  • Dealing with the funding costs of Initial Margins in practice

Alexandre Bon, Senior Manager, MUREX

12:00 - 12:40

A shift to clearing

  • Clearing progression in Asia Pacific
  • A case for change – current industry practice and the changes required
  • Margin rules for non-cleared derivatives – preparing for implementation
  • CCP risk management, recovering and resolution

Moderator
Nick Horn, Senior Financial Risk Advisor- Stress Testing, SUNCORP GROUP

Panellists:
Catherine Ford, APAC Lead, Rates and FX Sales and Relationship Management, LCH
Christer Rydberg, Senior Vice President & Head of Risk Policy, SGX

Stream 2 Risk & Regulations
Chairperson: Ahmad Shukri Abdul Rahman

10:40 - 11:20

Global risk management trends – moving towards a forward-looking credit risk assessment framework

  • What keeps risk managers awake at night: Towards an Enterprise-wide Risk Management Framework
  • Leveraging risk to shape the business: Portfolio structure, lending decisions, pricing
  • Early warning signals for forward-looking risk assessment
  • Forward-looking provisioning and capital requirements: Ensuring consistency across IFRS 9 and Pillar II capital calculations

Dr Dimitrios Papanastasiou, Senior Director, MOODY’S ANALYTICS

11:20 - 11:50

Bridging business and digital risk

  • Impact, likelihood and uncertainty
  • Diverse in nature, amplified by interconnectivity and technology
  • Technology and cyber risk through an operational risk lens
  • Embracing innovation while maintaining a secure and sound environment
  • Broader implications when considering cyber threats

James Fong, RSA Archer GRC Solution Leader, Asia-Pacific & Japan, RSA

11:50 - 12:20

Assessing trade tariffs from a credit point of view 

  • Supply chain linkages and default risks
  • Assessing the impact of US trade tariffs on Asian exporters
  • Supply chain risk comparisons of public companies vs. private SMEs - a Chinese case study 
  • Case study

Michelle Cheong, Director, Credit Solutions, S&P GLOBAL MARKET INTELLIGENCE

Stream 3 Risk & Innovation
Chairperson: Dr Khoo Guan Seng

10:40 - 11:50

Risk & innovation think tank

Join a panel of industry experts spearheading digital innovation from a range of financial institutions and find out the practical implementation of digital transformation in their business operations and management of the emerging risks


This session will be conducted in the form of discussion, live polling and interactive Q&A and we encourage active participation from the audience.

  • How are firms gearing up to face the challenges posed by risk and innovation?
  • How can companies help cultivate innovation internally?
  • Where does risk enter the picture when trying to be innovative?
  • How do firms tackle these challenges?
  • What are the examples of emerging tools from the tech world?

Moderator:
Dr Khoo Guan Seng, Former Head of ERM/GRC, ALBERTA INVESTMENT MANAGEMENT CORPORATION

Panellists:
Tomasz Kurczyk, Digital Transformation Director, AXA SINGAPORE
Juliana Chua, Head, Digital Transformation Programme Office, INCOME
Swee Siong Lee, Managing Director, TRUEVA CAPITAL
Steve Soeyanto, Head of Innovation and FinTech, UNITED OVERSEAS BANK INDONESIA
Bernard Lee,Founder and Chief Executive Officer, HEDGESPA
Ray Wyand, CEO & Co-founder, GINI

11:50 - 12:20

How Asia will embrace digital wealth

  • What are the key drivers in the wealth service model transformation?
  • Digital wealth – the cost-benefit analysis
  • Are lower/free investment products inevitable for Asia?
  • Future trends in wealth management digitisation 

Frank T. Troise, Managing Partner & CEO, SOHO CAPITAL

12:20 - 12:50

Artificial intelligence – the game changer for risk management

  • Current reality and the vision summary
  • Short video/ presentation
  • How artificial intelligence, machine learning and robotics are revolutionising risk management
  • Risk Management & Hedging optimisation and execution with AI Machine Learning
  • Hedge fund AI strategy creation and Big Data processing
Tom James, CIO & CEO, NR CAPITAL PTE LTD and a Partner of SingularityNET

Stream 4 Investment Management
Chairperson: Sean Chanho Ahn

10:40 - 11:10

What are the top investment trends for 2018/2019?

  • Expectation vs. reality – responding to the political risk
  • Strategies in asset allocation and risk diversification in the rising rate environment 
  • Analysing the shifts in investors' asset allocation preferences in Asia 
  • Outlook on the performance of different asset classes
  • Risk vs. reward – where are the opportunities for investments in 2019?

Moderator:
Aleksey Mironenko, Partner & Chief Distribution Officer, PREMIA PARTNERS

Panellist:
Wang Shengzu,Co-head of Investment Strategy Group Asia, GOLDMAN SACHS PRIVATE WEALTH MANAGEMENT

11:10 - 12:00

New climate for sustainable investment

  • Potential risk exposure
  • The Trump administration and its influence on trade and sustainable investment
  • China and green finance
  • UN Sustainable Development Goals
  • Safeguarding against reputational risk in ESG due diligence

Moderator:
Sean Chanho Ahn, Investment Officer, INTERNATIONAL FINANCE CORPORATION

Panellists:
Yannick Ouaknine, Head of SRI Research, SOCIETE GENERALE CORPORATE & INVESTMENT BANKING
Chatchai Thisadoldilok, Director of Research, SECURITIES AND EXCHANGE COMMISSION THAILAND
 

12:00 - 12:30

Implementing factor-based strategies effectively in your portfolios

  • Drivers to the growth of index-based factor investing
  • Shifting from active to passive - what's the trade-off? Is this a sustainable trend?
  • How to reap the benefits of factor investing?
  • How to evaluate different factor-based strategies?
  • The development from single-factor to multi-factor strategies

Roberto Lazzarotto, Head of Sales, Senior Managing Director, STOXX

12:50

Lunch and networking break

Featuring the “Trend Spotting Stands”

Meet subject matter experts to discover the latest trends in the following areas

  • Collateral management:
    Filippo Santilli, Managing Director, APAC Head of Liquidity and Segregation, BNY MELLON, HONG KONG
    David James Brown, Director Asia Pacific Markets, BNY MELLON
  • Artificial intelligence in risk: Tom James, CIO & CEO, NR CAPITAL PTE LTD and a Partner of SingularityNET
  • Cryptocurrency and blockchain: Ville Oheman, Co-founder and Director, DAVOS CUSTODY
  • Digital risk: James Fong, RSA Archer GRC Solution Leader, Asia-Pacific & Japan, RSA  
13:50

Executive address: Regulatory initiatives in optimising swap trading, clearing and benchmark reform

Michael Gill, Chief of Staff, Chairman J. Christopher Giancarlo, US Commodity Futures Trading Commission (CFTC)

14:10

Effective risk management to foster Asia’s infrastructure growth and transformation – the Asian Infrastructure Investment Bank’s experience

  • Building AIIB’s Risk Culture
  • Nature of AIIB and risk factors
  • How AIIB views and manages risks in investments and funding operations
  • Outlook on risk in emerging market investments

Martin Kimmig, Chief Risk Officer, ASIAN INFRASTRUCTURE INVESTMENT BANK

14:30

Opening of Chinese financial market and opportunities in RMB currency risk management

  • Market trends: increase in RMB adoption in trading and investments (FICC, stock/ bond connect, OBOR and more)
  • Are global asset allocators increasing allocation to Renminbi assets?
  • How investors could better position themselves from two-way volatility of RMB?
  • What hedging tools (Repo, IRS, FX derivatives) does the market want and need to mitigate RMB risks?
  • Where are the hedges executed? What are the legal, risk and documentation issues for investors to consider?

Moderator:
Blake Evans-Pritchard,Deputy Bureau Chief, Asia, RISK.NET

Panellists:
Zhai Feng, Director of Compliance, CCB PRINCIPAL ASSET MANAGEMENT
Jake Fisher, Director, Head of Global RMB Development, BMO FINANCIAL GROUP
Eddie Lau, Chief Investment Officer & Deputy CEO, RONGTONG GLOBAL INVESTMENT LIMITED
Ketan B. Patel, Deputy Group Risk Officer, HKEX

15:20

Afternoon coffee break

15:40

Decision-making in a volatile world

  • Rising US interest rates and possible synchronised hiking of rates by some ASIA central banks: Tactical views on Asian currencies

  • Key macro indicators shaping the FX/ fixed income market in 2019

  • FX hedging strategies

  • What are the latest regulatory and strategic challenges that the FX market faces?

  • What are the market microstructure changes impacting FX trading ?

  • How are exchanges expanding into the traditional OTC FX world?

Moderator:
Chris Davis,  Derivatives Reporter, RISK.NET

Panellists:
Amit Garg, Director, FX Specialist, SGX
Rajeev De Mello, Chief Investment Officer, BANK OF SINGAPORE
Trinh Nguyen, Senior Economist, Emerging Asia, Natixis Asia Pacific, Global Market Research, NATIXIS

16:30

Building the culture for good conduct, a top down approach

  • Reviewing industry’s response to increasing regulatory focus on conduct and culture
  • Conducting an organisation-wide risk assessment to identify weak links 
  • Benchmarking as a tool for managing culture
  • Role of non-executive directors and permeating culture

Moderator:
Jawad Ali Latif, Principal Auditor – Compliance & Anti Financial Crime, DEUTSCHE BANK

Panellists:
Elizabeth Bell, Former Chief Controls Officer, Asia, BARCLAYS
Richard Carrick, Regional Head Financial Crime Assurance, BARCLAYS
Martin Kimmig, Chief Risk Officer, AIIB
Venkatesh Subbaraman, Regional Chief Operating Officer, Institutional Banking, ANZ

17:20 Closing remarks and end of congress