Asia Risk Congress

08:00

Registration

08:45

Welcome remarks

09:00

Keynote address

09:30

Regulatory dialogue: The way forward of the financial market from an Asia's perspective

  • Managing the complex landscape of industry and country risk in the Asian financial markets
  • Latest initiatives in promoting cross-border cooperation in financial market reform
  • Resilience and vigilance: Asia's perspective on regional financial cooperation
  • Scaling back of regulations and its impact on the region

10:20

Morning Coffee break

Stream 1: Regulations

10:50

Presentation: Navigating the emerging risk landscape

  • Examining the risk drivers
  • Providing a forward looking perspective on current risks
  • Potential impact of geopolitical events on regulatory requirements
  • Mitigating the impact of these emerging risks

11:40

Presentation: The Fundamental Review and its outstanding issues

  • Quick recap of the FRTB market risk framework and its difference from Basel II.5/III
  • Examining the revised capital framework and specifics for new and revised elements
  • Assessing the biggest challenges in achieving the objective set for FRTB
  • Addressing the implementation issues
  • Best practices

 

12:10

Presentation: Scaling up data governance strategies for BCBS 239

  • Data governance compliance and deliverables
  • Data accessibility, integrity and quality
  • Integration of data across risk and finance function for reporting and analytics

12:20

Presentation: Mastering MiFID II for Asia Pacific

  • Understanding the implementation challenges and cross-border implication
  • Preparing for MIFID II outreach and repapering
  • Buyside vs Sellside Impact
  • Addressing the APAC obligations under MiFID II
  • Current state of MiFID II compliance in APAC - interactions with the EU marketplace

Stream 2: Margin and derivatives

10:50

Panel discussion: Latest development and trends in the centrally-cleared derivatives market

  • What impacts of the latest margining rules are expected to have on the cleared markets?
  • Assessing the impact of Brexit on regulations of CCPs
  • Latest development and driving force for increase in FX clearing volume
  • Technology in clearing and settlement - is Distributed Ledger Technology a revolution or evolution?

 

11:40

Presentation: Optimisation and cost efficiency in initial margin processing

  • Understanding the true impact of initial margin
  • Gearing up for MVA adoption: approaches and methodologies
  • Techniques and tools in implementing a quick MVA pricing process
  • Managing increasing computational challenges and costs as newer XVAs emerge

 

12:10

Presentation: Shaping the future of buy-side collateral management

  • How are buy-side firms coping with the new swap margin rules?
  • Understanding the margin processing workflow
  • Lessons learnt: Issues to consider when considering VM CSA documentation
  • Tackling the documentation requirements and operational capabilities needed for margin rules

 

12:20

Presentation: Automation - the key for collateral management

  • Moving from traditional product silos and manual solutions to automation
  • Standardising collateral management practices across legal, sales, middle and back offices
  • Improved data architecture to facilitate complicated trades
  • Prevalence of multi-instrument collateral management platforms

 

Stream 3: Institutional Investors and Treasury

10:50

Panel discussion: The evolving role of treasurer

  • Addressing the key issues of APAC based corporates
  • Translating de-globalisation into the Asian market
  • Examining the changes in fiscal policy and its impact e.g. impending US interest rate, strong dollar and weakening currencies
  • How can treasurers best decide where to invest their time and resources?
  • Shifting to digital to achieve efficiency gains and security of treasury operations

 

11:40

Presentation: Diversifying portfolio with alternative investments

  • Innovation: factor based and smart indices and payoffs comparison
  • Asset allocation and product strategies in a low return and volatile market
  • Seeking yield in a challenging environment: fixed income markets
  • Alternative investment: risk and opportunity
  • Addressing the key alternative investments area

 

12:10

CFO dialogue: Internationalisation of Renminbi - the global experience

  • Use of RMB for cross border settlement
  • Examining the liquidity management, risk management and operational implications
  • Addressing the RMB offshore market and China’s capital account liberalisation
  • Role of RMB in stabilising the China and global economy

 

12:20

Presentation: Building products to meet today’s current economic environment

  • How can alpha be generated in the current low yield environment?
  • Developing new products under current economic environment to satisfy investors demand
  • Current state and issues of the derivatives and structured products market
  • The implication of relaxing and/or abolishing the Dodd-Frank Act on the derivatives and structured products market

 

12:40

Lunch

13:40

Panel discussion: China's growing influence on Asian financial markets

  • Asian equities market and China's interbank bond market- developments and opportunities
  • Assessing the latest market development, policy reform and challenges in Chinese markets
  • Managing liquidity and volatility in China investments
  • Index innovation - what's in it for investors?
  • Potential impact and opportunities arising from the inclusion of China's A-shares

 

15:00

Panel discussion: Effective investment strategies to balance risk and returns in volatile markets

  • What are the top external factors that institutional investors are wary of?
  • Asset allocation and product strategies in a low return and volatile market
  • The 'new' wave of outward foreign direct investment: addressing the key drivers behind the shift
  • Do alternative assets diversify portfolio risks or do they entail more risks?

 

15:50

Afternoon coffee break

16:10

Panel discussion: Navigating the new margin requirements

  • Assessing the post variation margin derivatives market
  • Implementation considerations and challenges
  • Post Initial Margin phase in - what are the outstanding issues?
  • Efficiency and control in margin call, collateral posting and administration

 

16:40

Fireside chat: Riding the wave of FinTech and RegTech in an increasingly digitised market

  • Assessing the role of RegTech and FinTech in mitigating risk and meeting regulatory demands in the digital age
  • The changing cyber threat landscape and measures to prevent the next cyber attack
  • Will Artificial Intelligence factors enter as major inputs into your firm's risk models in the near future?
  • What's next for robo-advisors?

 

17:30

Closing remarks and end of congress