Programme

08:00 Registration

08:45 Welcome address

Agnes Koh, Chief Risk Officer, SINGAPORE EXCHANGE

09:00 Keynote interview: The future of Asia's capital markets

Interviewer: Aaron Woolner, Hong Kong Bureau Chief, RISK.NET
Andrew Ng, Group Executive, Head of Treasury and Markets, DBS BANK

09:30 Regulatory dialogue: Way forward for financial market reform 

  • Updates on latest regulatory concerns
  • Key regulatory priorities globally and in Asian jurisdictions
  • Assessing the plans for improved industry practice and reduced regulatory fragmentation across the region
  • Balancing regulatory expectations and strategic business developments

Moderator: Aaron Woolner, Hong Kong Bureau Chief, RISK.NET
Benedicte N. Nolens,
Senior Director, Head of Risk & Strategy, SECURITIES AND FUTURES COMMISSION
Dr Laura Kodres, Division Chief for the Asian Division in the Institute for Capacity Development, INTERNATIONAL MONETARY FUND
Mushtaq Kapasi, Chief Representative, Asia-Pacific Region, INTERNATIONAL CAPITAL MARKETS ASSOCIATION

10:15 Morning coffee break

 

Stream one

Basel Banking Regulations

Stream two

Derivatives markets

Stream three

Institutional investors

10:35

Panel discussion: IFRS 9 compliance where do we stand on the timeline

  • Interpretation of IFRS 9 requirements - what are the outstanding issues?
  • Harnessing technology - internal and external solutions to credit risk calibration
  • Examining the cost impact of IFRS 9 implementation and assessing ways to mitigate the cost

Dr David T. Hamilton, Managing Director, Head of Stress Testing and Credit Risk Analysis (Asia Pacific), MOODY'S ANALYTICS
Pierre Gaudin, Senior Director, Enterprise Risk Solutions, MOODY'S ANALYTICS

Panel discussion:Managing upcoming challenges in OTC derivatives clearing

  • Challenges and impact on the OTC operating environment change for cleared derivatives
  • How will the increase usage of mandatory clearing impact the uncleared products?
  • How have firms across the region dealt with the introduction of the mandate?
  • Reviewing changes in the appetite for central clearing among the buy-side 

Moderator: Blake Evans Pritchard, Asia Senior Staff Writer, Regulation, RISK.NET
Marcus Robinson, Asia Pacific Head of Rates & FX Derivatives, LCH
Nick Horn, Senior Financial Risk Advisor - Stress Testing, SUNCORP GROUP

Industry dialogue: Corporate treasurer's panel discussion: Currency management and hedging strategies

  • Currency correlation management
  • Setting benchmark FX rates in corporate treasury management
  • Options vs NDFs debate
  • Optimising your hedge: multiple hedges and best instruments to fit your treasury policy

Moderator: Wu Yimian, Greater China Reporter, RISK.NET
Srinivisan Venkita Padmanabhan,
President & Global Head-Finance, OLAM GROUP
Christopher Emslie, Country Treasurer Singapore, ABB PTE. LTD.
Poon Churn Yuen, Regional Treasurer APAC, CONCORDIA AGRITRADING

11:20

Presentation: IFRS 9 implementation - credit risk considerations

  • Main requirements for credit impairment recognition
  • IFRS9 vs. Basel III
  • Suggested methodology and best practices

Michelle Cheong, Director, Market Development, Global Risk Services, S&P GLOBAL MARKET INTELLIGENCE

Dialogue: EMFX traders living in interesting times?

  • Challenging market with new regulatory implementation for uncleared swap margins
  • Are we seeing reduced liquidity, fewer counterparties and higher costs of trading?
  • With more OTC-like products listed on exchanges, will FX futures offer a solution for uncleared swap margins or around credit?
  • How will NDF traders access listed markets? Are there concerns around trader real estate and integration into a single risk book?

Interviewer: Blake Evans Pritchard, Asia Senior Staff Writer, Regulation, RISK.NET
Lam Kok Chong, Director & Head of FX Specialists, SINGAPORE EXCHANGE

Presentation: The "irrational investor": Asset allocation in a challenging environment

  • What stimulus tool(s) will work? Negative rates and/or more debt?
  • The implications for defining the role of a fiduciary/prudent man
  • Will there be more market volatility? Or less?
  • What strategies work in an irrational market?
  • Is it a free market or one driven by central banks?
  • Do the rules of pricing, valuation and exit apply?

Frank Troise, Managing Director, Head of Digital Distribution (ASIA), LEONTEQ

11:50

Presentation: The fundamental review: Implications and challenges

  • Main elements of the FRTB-market risk and FRTB-CVA risk timelines and tie-ins with bilateral margin requirements
  • Broad structure of the revised capital framework and specifics for new and revised elements
  • Overview on the FRTB-market risk complications: P&L attribution requirements and residual risk add-on
  • Review on the FRTB-CVA complications: Calculation of CVA sensitivities and the impact of initial margin
  • Closing conclusions: Initial margin impact on dealer costs and the margin valuation adjustments 

Dr Andrew McClelland, Director of Quantitative Research, NUMERIX

Presentation: Non-cleared margin - no margin for error

  • New rules and new challenges - identifying the operational challenges the rules create 
  • A case for change - current industry practice and the transformation required 
  • Making exceptions the emphasis - industry collaboration to drive efficiency and facilitate compliance

Ross Stewart, Partner, Allen & Overy

Presentation: Managing credit risk in volatile sectors: Current practices and recommendations

  • Traditional and basic approaches: Strength and weaknesses
  • How to mitigate risk and maintain appetite?
  • Leveraging quantitative, fundamental and qualitative inputs for robust credit risk assessments
  • Case studies within Asia

Bikram Chaudhury, Head of APAC Credit, CREDIT SUISSE

12:20

Presentation: Operational challenges in FRTB

 

  • Implementation - current status
  • FRTB's computational burden
  • Implications for infrastructure
    • risk data management
    • risk analytics
    • risk reporting and aggregation
    • user experience
  • IBM's experience with FRTB

 

Dr Chris Marshall, Global Risk and Financial Crime SME, IBM GLOBAL BUSINESS SERVICES

 

Presentation: Managing exposure with derivatives and futures in Chinese market

• Development of China's derivatives market
• Market participants
• Futures business
• Option business
• Market strategies with futures and options.
• Development of China hedge fund (sun shine fund)

Lu Peili, CEO,
FIELDS INVEST ASSET MANAGEMENT

Presentation: Asset allocation strategy at multi-family office

• Multi-family office: what investors need, and not just what they want
• Multi-asset, multi-style, multi--manager approach
• Market environment identification
• Tactical positioning
• Smart Beta: is it a trend?
• Manager Selection - an import source of alpha
• Improved portfolio risk/reward characteristics

Stephen Pau, Chief Investment Officer, HEFENG FAMILY OFFICE 

12:50 Lunch

13:50 Panel discussion: The future of long-term investment and risk management

  • Stress-testing for future macro events: does it live up to expectations?
  • Aggregation in bank stress tests
  • Stress-testing: from macro to market
  • The opportunity of long-term sustainable investing: risk and return
  • How can investors balance a long-term view with shorter-term priorities?
  • Developments to watch for long-term investments

Moderator: Alvin Lee, Executive Director for Client Coverage, APAC & Australia, MSCI
Tuan Huynh, APAC Head of Discretionary Portfolio Management, DEUTSCHE BANK WEALTH MANAGEMENT
Stephen Pau, Chief Investment Officer, HEFENG FAMILY OFFICE
Michael Rey, Senior Vice President, Risk Solutions and Research, GIC
Oleg Ruban, Executive Director and Head of Multi-Asset Class Research, MSCI

14:40 Panel discussion: Outlook for Asian equities and capital markets

  • Outlook on Asian market
  • What is the outlook for ASEAN equities and the key drivers of growth in the region?
  • Assessing China's market: Examining the spill overs from the slow growth of China and its impact to Asia and the future prospects
  • What does the low commodity price means for the region and globally?

Moderator: Aaron Woolner, Hong Kong Bureau Chief, RISK.NET
Rick Chau, Executive Director, MSCI APAC
Janice Kan, Senior Vice President, Derivatives, SINGAPORE EXCHANGE
Lee Kai Yang, Chief Investment Officer, RHB OSK Asset Management
Dr Arup Raha, Chief Economist, CIMB ASEAN RESEARCH INSTITUTE

15:30 Afternoon coffee break

15:50 Panel discussion: Collateral and liquidity management in the new regulatory environment

  • Shift to central clearing: are we there yet?
  • Assess the impact of CCPs and clearing risks
  • Effectively dealing with the increasing demands of collateral
  • Managing collateral fragmentations in the Asian markets
  • How can banks manage collateral and liquidity under the new regulatory environment - should Asia invest in a regional collateral utility or outsource it?
  • Preparing for BCBS-IOSCO regulations on non-cleared derivatives

Moderator: Duncan Wood, Editor-in-Chief, RISK.NET
Hugh Graham, Director, Investments Project, AIA
Nick Horn, Senior Financial Risk Advisor - Stress Testing, SUNCORP GROUP
Tony Smith, Head of Asia-Pacific Product, Collateral Management, BNY MELLON MARKETS

16:40 Panel discussion: Evolving risk priorities in financial markets

  • Assessing changes in risk management practices since the global financial crisis?
  • Which emerging risks should be prioritised and how should banks address them?
  • Managing financial crime risks and responding to changing regulations
  • The board's role in shaping, monitoring and evaluating bank culture, ethics and conduct

Moderator: Duncan Wood, Editor-in-Chief, RISK.NET
Constance Gogny-Goubert, Regional Chief Risk Officer APAC, AIG
Guy Harding, Chief Risk Officer, International Financial Services, COMMONWEALTH BANK OF AUSTRALIA
Andrew Koh, Deputy Chief Manager, Risk Management, CHINA CONSTRUCTION BANK, SINGAPORE
Dr John Lee, Group Chief Risk Officer, MAYBANK GROUP

17:30 Closing remarks

17:40 End of congress

 

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