Asia Risk Congress 2018 agenda


Asia Risk Congress, 13 September




Chairperson welcome remarks


Keynote address: The priorities in spearheading growth and integration in the financial market amidst uncertainties in the global landscape


All-star panel: Thriving in an era of change and upheaval

  • Addressing the top risk priorities for 2018/19?
  • Model governance
  • 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?

Morning coffee break

Stream 1 Risk and Regulations


Trading book capital - FRTB and CVA

  • Internal Risk transfers between the banking book and the trading book
  • Implementation challenges of sensitivity based approach
  • Model validation process
  • NMRF: evidence from industry analysis
  • What are the changes banks need to consider?

Financial benchmark – the Asia impact

  • To ditch or not to ditch Libor?
  • Multi-rate approach
  • Impact on hedging
  • The effect of switching floating-rate notes to a risk-free rate
  • How to adapt from a non EU-administrator’s  perspective?

Credit risk management through industry cycles

  • Credit trends in Asia’s S&P Global Ratings’ rated entities vs. the “Unrated Universe”
  • Quick look at Credit Bubble Risk in South Korea
  • Case Study:  Impact of Export Tariffs on Steel Exporters

Risk implications of new and emerging threats

  • 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

Stream 2 Derivatives and Collateral Management


Fireside chat: 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?

Considerations of pricing CVA into derivatives trades

  • Latest industry view and impact of financial regulations on CVA/ XVA practices
  • Accounting debate over CVA/ XVA
  • Infrastructure and advanced practice of CVA/ XVA desk activities
  • Implementation strategies and roadmap

Implications of latest regulatory and settlement changes on collateral management operations

  • What are the top challenges in derivatives operations under the current regulatory landscape?
  • What is the impact of T+0 settlement for certain repos has on the Japanese market?
  • How are institutes coping with heightened demand in managing documentation and repapering of CSA in derivatives trading?
  • How to improve standardisation of collateral management practices across legal, front, middle and back office?

Leveraging Mifid II as a catalyst for change

  • Lessons learnt from US and EU market
  • Adopting innovative ways of working to meet the MIFID II requirements to drive market efficiencies

Stream 3 Risk technology and analytics


Artificial intelligence – the game changer for risk management

  • How artificial intelligence, machine learning and robotics are revolutionizing risk management?
  • Risk implications of using robotics - how do you control automation in the era of digitalization?
  • Using technology to achieve regulatory compliance
  • Applying high-performance technology to improve model execution and implementation
  • What are the right risk frameworks appropriate to your level of automation?

Defining and shaping a Blockchain strategy for business transformation

  • Impact of Blockchain technology on trading, hedging and risk management
  • Considerations of inherent risks and prospects in transforming existing business process
  • Blockchain innovations in enhancing service offerings and administration
  • Case studies and applications

Mitigating cloud computing risk with effective third party management

  • Why is cloud relevant in the new era of risk management and compliance?
  • Best practices in collaborating with cloud services to prevent unauthorized access to customer and business data
  • What steps can be taken to ensure the security, character and reputation of your cloud service provider?
  • The latest data security regulations and the importance of your cloud service maintaining compliance

The need for speed – utlising data analytics to achieve operational efficiency

  • From best to smart execution- How to build a comprehensive enterprise-wide technology workflow that goes beyond meeting your best execution obligations
  • Exploiting new data and analytics capabilities in improving Risk Management capabilities 
  • Build vs. buy- How can you establish what tools are best to keep in house and what you can outsource in your quest to find better liquidity?

Stream 4 Investment Management


Live chat with Chief Investment Officer: 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?

Conversation with ESG experts: 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 dilligence

Effective ETF portfolio management and investment strategies

  • What are the key trends shaping the ETF landscape in the region?
  • How ETFs are changing the fixed income market? 
  • How trading platforms and distribution methods are evolving?
  • What are the latest strategies and approaches in ETF model portfolio design and construction?
  • Tactical allocation vs portfolio risk hedging: how are investors using ETFs?

Eye to the future - Advances in AI and analytics technology

  • Architecture Innovation for AI: Harnessing scalable and virtualized processing to support new data analysis in real time
  • AI for assisted pricing and trade decision making - how is this working in practice?
  • Cleansing internal and external data to increase the accuracy of trade predictions
  • Optimising AI within the financial services and best practices from other industries?
  • The evolution or downfall of the human trader - will firms function entirely by machine in years to come and how will the human element evolve or decline?

Lunch and networking break


Panel discussion: Fixed income market outlook – the new regime

  • Recent regulatory efforts
  • Navigating today’s evolving bond market under the rising rate and lower return environment
  • Opening of China’s interbank bond market – developments and opportunities
  • Benefiting from China’s high yield investment opportunities – channels to access its debt markets
  • The innovations and implications of bond connect
  • Embracing new developments in the fixed income space to gain a competitive edge 

Strategy panel: Decision-making in a volatile world

  • What are the greatest strategic FX challenges facing treasurers today 
  • Rising US interest rates and possible synchronized hiking of rates by some ASIA central banks: Tactical views on Asian currencies
  • Enhancing intra-regional flows of investment & trade
  • FX hedging strategies
  • What are you looking for when investing in technology to deliver more real-time analytics to define and help combat FX exposures?

Afternoon coffee break


The great debate: Battle between the incumbent traditional banks and the new disruptors- the non-bank financial providers

In a world that embraces disruptive technology, fintech companies have been seen morphing into a bank, even without licenses. They begin small but have been expanding their services from single payment to every aspect of your financial life exponentially. They are challenging traditional banks as the go-to place for all related financial services. How will banks face off this battle? 


Board-level discussion: 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

Closing remarks and end of congress