Agenda
Asia Risk Congress Virtual: 2022 Programme
In-depth topics covered at Asia Risk Congress 2022
Risk and banking regulations
- BASEL
- FRTB
- XVA
- Credit risk
- Liquidity risk
- Post-LIBOR (structured products)
- Sanction Risk
- Model Risk
Investment
- Chief Economist
- CIO panel
- ETF Trends
- ESG investing
- Trading Automation
- Quantitative Investment Strategies
- Portfolio Management
- Crypto
- Commodity
Climate Risk
- Climate risk modelling
- ESG risk data
- Green and sustainable finance
- TCFD reporting
- Due diligence
- Net-zero
- Alternative Energy
Derivatives
- Head of Trading Session
- Margining/Clearing
- EURO swaps
- Digitalisation of derivatives trading
- Collateral management for buyside
- Futurisation
- Crypto Settlements
Non-Financial Risk
- AML/Fraud
- Operational resilience
- Cyber risk
- GRC regulatory overview
- Third-party risk
- Diversity panel
Asia Risk Congress 2022 | Full Agenda
Informed by leaders across risk, regulation and investment management, the Asia Risk Congress 2022 virtual and in-person agenda will cover five overarching categories: risk and regulation, investment, climate risk, non-financial risk, and derivatives.
The virtual event will take place from October 31-November 4 and the in-person event will take place from November 22-24.
Your registration gives you access to all of this year's innovative, in-depth content.
OCTOBER 31 | VIRTUAL | RISK & BANKING REGULATIONS
09:00 – 09:05
Chairperson’s Opening Remarks 2022 | Day 1
09:00 - 09:05
09:05 – 09:35
Keynote Session: IMF Global Update
09:10 - 09:40
09:35 – 10:05
Basel Updates: Optimizing capital and improving operations
09:35 - 10:05
- Where is APAC with Basel frameworks and what work needs to be done?
- Assessing impact on capital using stress testing and scenario analysis
- Accounting for different risk factors and effects on capital floor requirements
- Where will Basel frameworks move towards with climate change considerations?
10:05 – 10:35
Credit Defaults across Asia: What does it mean for the APAC’s growth?
10:05 - 10:35
- The ripple effect of COVID stimulus packages and loan forgiveness programs
- The ramifications of the credit defaults from the Evergrande crisis?
- Will central banks interference set up Asia for higher costs in the future?
- Should banks be more stringent with requirements for credit?
10:35 – 11:05
Market Volatility and the Raging Risks in Unstable Market Conditions
10:35 - 11:05
- The instability of markets with changing market sentiments
- Are there new regulations needed around calculating market risks with extreme volatility?
- How to adapt a prudent approach to the growing uncertainties of the markets and rising concerns about inflation?
- What have we learned about the markets from COVID, Gamestop, Archegos, and the Russia-Ukraine war?
11:05 – 11:35
Post-LIBOR Markets: Have the new rates provided the transparency they were made for?
11:05 - 11:35
- Early observations from a year of new RFRs in Asia
- What can we expect from the markets when the US Dollar LIBOR terminates?
- Are the new RFRs providing the transparency that the market needs to avoid another financial crisis?
- What are the adjustments needed to the RFRs? Are there potential shortcomings with day-to-day rates?
11:35 – 12:05
The Complexity of Sanction Risks: Analyzing the chain that may put you at risk
11:35 - 12:05
- How impacted are APAC markets from sanctions imposed on Russia?
- Where do the exposures lie for all sizes of banks? Is it possible to cut off all exposures?
- Will this be a long-term sanction and how to find alternatives?
14:00 – 15:00
Roundtable: ASEAN
14:00 - 15:00
- Climate Risk
- Inflation
- Insurance / Actuarial
- Cyber risk
NOVEMBER 1 | VIRTUAL | INVESTMENT
09:00 – 09:05
Chairperson’s Opening Remarks 2022 | Day 2
09:00 - 09:05
09:05 – 09:45
Central Banks’ Perspective: Economic Outlook 2022 & Monetary Policy
09:05 - 09:45
- Lesson learnt from the market's turmoil: what is the shift in asset classes
- A brief view on monetary policies and how do they impact APAC’s investment environment
- Towards a multi-currency world: sentiments from central banks on DeFi
09:45 – 10:20
Investment Panorama: What Are Our Investors Looking at in the Next Three Years
09:45 - 10:20
- How to manage volatility in equities and hedging strategies
- Exploring private markets and what are some local regulations to watch for
- Focus on green investments: how to avoid pitfalls of green washing
- How to invest with efficiency and manage regulatory costs
10:20 – 10:45
Quant-Based Models for Faster Investment Decisions
10:20 - 10:45
- How to leverage AI/ML in investment decisions and how to adjust models constantly with market changes
- User cases of liquidity management and forecasting with AI
- How to weigh different considerations when investing in investment technologies
10:45 – 11:10
Sustainable Investments: New Priorities and Implications for Investors
10:45 - 11:10
- Rethink social issues in supply chain
- What are some sustainable and economic assets to focus on?
- Putting up the ESG lens in portfolios: industry requirements, regulations and align with net-zero efforts
11:10 – 11:35
Spotlight: Trends in Sustainable ETFs
11:10 - 11:35
- Managing ESG exposures: index versus active ETFs
- Leveraging liquidity and tradability of ETFs
- Opportunities and cost implications for trading overseas listed ETFs
11:35 – 12:00
NFTs, Metaverse and DeFi: The Crypto Themes in 2022
11:35 - 12:00
- APAC regulatory environment: opportunities and road bumps
- How do we see crypto become more formalized and standardized
- The rising crypto fraud and how to mitigate risk for short-term investment
12:00 – 12:25
Alternative Investments and Hedging Strategies
12:00 - 12:25
- Commodities: how to weigh in your hedging positions
- Private equity and venture capital: countries: a longer theme for investors
- New investment opportunities for APAC: navigating inflation environment and regulations
14:00 – 15:00
Roundtable: HK/ GREATER CHINA
14:00 - 15:00
- Investing in China bond
- Collateral Management
- Data regulations
NOVEMBER 2 | VIRTUAL | CLIMATE RISK
09:00 – 09:05
Chairperson’s Opening Remarks 2022 | Day 3
09:00 - 09:05
09:05 – 09:35
Keynote Address: Global Efforts in Tackling Climate Risk
09:05 - 09:35
- Climate risk as systemic financial risk: vulnerabilities in financial systems
- How are the EMEA regulators tackling the risk and lesson learnt for APAC
- Standardized disclosure and what are the industry efforts
09:35 – 10:05
The Future of Sustainable Finance in the Journey of Net-Zero
09:35 - 10:05
- How banks in APAC are navigating with the regulatory requirements of sustainable finance?
- Aligning climate risk exposure with risk appetite and business strategies
- How to leverage sustainable finance instruments and avoid green washing?
10:05 – 10:30
Disclosure Spotlight: TCFD Reporting and Benchmark Industry Movements
10:05 - 10:30
- Regulatory movements and applications of TCFD reporting in APAC
- New elements to consider with the current energy markets and how to set a right carbon footprint
- How to conduct climate stress testing especially with transition risk and physical risk
- Building resilience into your business strategies with the range of scenarios
10:30 – 11:00
Quantifying ESG Risk: The Next Priority
10:30 - 11:00
- How to model risk measures against climate-related disasters
- Focusing on the “S” of the equation: supply chain and potential reputational risk
- Industry efforts in climate risk modelling: how to root in established scientific principles and resiliency against the next black-swan event
11:00 – 11:30
ESG Data: Bringing Clarity and Credibility to Models
11:00 - 11:30
- The top metrics to measure ESG and what are the pain points
- How to select the right ESG data sources: examples and elements to considerations
- Is there a way to build in predictive analysis with the data? Any creative ways to go about data series with short histories in nature?
11:30 – 12:00
ESG Due Diligence: Understanding Liabilities and Opportunities
11:30 - 12:00
- Assessing the ESG megatrends and how those affect the bank/buyside firm and its business
- Potential liabilities that can affect the cash flow
- Benchmarking industry ESG policies and what are the opportunities there
12:00 – 12:25
Looking forward: Alternative Energy and Exposure in Supply Chain
12:00 - 12:25
- Lesson learnt from the Russia-Ukraine crisis and implications on energy
- How to weigh energy exposures in your supply chain and best strategies to mitigate risk
- ESG considerations and investments in alternative energy: what does the future hold
14:00 – 15:00
Roundtable: SOUTH KOREAN / JAPAN
14:00 - 15:00
- ESG Risk
- Pension Fund Asset Allocation
- Post-LIBOR
- Collateral and Clearing
- Latest Trends in ETF
NOVEMBER 3 | VIRTUAL | DERIVATIVES
09:00 – 09:05
Chairperson’s Opening Remarks 2022 | Day 4
09:00 - 09:05
09:05 – 09:40
Overview of Trading: What are the new trends and opportunities in 2023?
09:05 - 09:40
- The newest trends in products and offerings
- What are the new opportunities to find alpha?
- How to manage risks with volatility in the markets?
- What will 2023 hold for traders and how to prepare for success to close out the year?
09:40 – 10:10
Crypto Products: Will we see a shift and momentum in cryptos being traded?
09:40 - 10:10
- Regulatory effects on the crypto markets in Asia
- Updates on crypto offerings and how much liquidity and capital is there in the crypto markets?
- How unstable are cryptos and what is its real use cases?
- The prospect of cryptos and what will 2023 bring to the market?
10:10 – 10:40
The Evolution of Asia’s Clearing and Collateral Management Market: New opportunities
10:10 - 10:40
- The inevitable last phase of IM and the impact on the markets
- Developments within Euroswap clearing and regulatory updates
- Navigating OTC clearing and benefits and FX clearing exchanges
- Evaluating ESGs impact on the clearing and collateral management markets
10:40 – 11:05
The Impact of Climate Risk on Traders: How are carbon derivatives changing the market?
10:40 - 11:05
- The new developments of carbon trading markets and the impact on climate change
- Is the buying of carbon derivatives a proactive way to show a financial institution's commitment to sustainability?
- What is the influence of carbon derivatives on profits and margins?
- Are carbon derivatives a trend to stay? What is the outlook of the carbon market in 2023?
11:05 – 11:40
The Corporate Treasurers Strategy: Hedging risk and finding alpha
11:05 - 11:40
- How do corporate treasurers use derivative products?
- Innovating strategies to generate income for corporate treasurers through derivatives
- Using structured products to hedge risks with increasing volatility in the markets
- Are crypto derivatives becoming more appealing to corporate treasurers with less confidence in traditional markets?
NOVEMBER 4 | VIRTUAL | NON-FINANCIAL RISK
09:00 – 09:05
Chairperson’s Opening Remarks 2022 | Day 5
09:00 - 09:05
09:05 – 09:35
How to mitigate risks during digital transformation?
09:05 - 09:35
- Regulators’ roadmap on digitalisation adoption of RegTech – are banks ready?
- How do financial institutions ensure they can provide non-stop services in this ‘new normal’?
- How will we create a safe and measurable working environment for employees?
- Understanding the supply and vendor chain from an IT & Data perspective?
- Signs of money laundering using crypto, drawing from experience of digital banks
09:35 – 09:55
Fireside chat: Combating new AML and fraud challenges in the digital era
09:35 - 09:55
- Current state of play in APAC/ASEAN and emerging trends
- The role of digitalization in fighting fraud and AML
- Data, legacy systems and the challenges that banks face
10:00 – 10:40
How to navigate Cyber risk exposure in the “new normal”?
10:00 - 10:40
- How do financial institutions develop a scope for cyber risk?
- How to utilise AI and ML to proactively detect fraudulent activities and cybercrime?
- The practical takeaways on cyber fraud, data breaches and ransomware attacks
- How to prevent improper access to data in the remote working world?
10:40 – 11:00
The future of supply chain risk: what's next for TPRM?
10:40 - 11:00
- Third-party relationships as a critical source of competitiveness and growth amidst the ongoing pandemic
- Operational and business disruptions to cross-border supply chain structures and its impact on TPRM
- Supply chain alignment to provide a panic-proof, sustainable foundation for future businesses
- How are Asia – Pacific financial institutions keeping up with the challenges in TPRM?
11:00 – 11:30
The future of money, finance and the internet
11:00 - 11:30
- Emerging risks from crypto-assets and the effect on global financial stability
- Regulatory changes in crypto to mitigate risk of financial crimes
- How innovative technology can help in the faster and more efficient way to scale AML compliance and fraud detection efforts
- Best AML practices that financial institutions can adopt to be more resilient towards crypto related cases
11:30 – 11:50
Diversity, Equity & Inclusion (DEI) – why is it a challenge in APAC?
11:30 - 11:50
- DEI trends in FIs in the region – is DEI top of the mind for leaders in the industry?
- Importance of DEI in APAC’s economy
- How can we take a systems approach to creating sustainable DEI impact?
11:50 – 12:30
The future of resilience: Moving beyond COVID, what’s next?
11:50 - 12:30
- BCP and IT risk framework revisited – lessons learnt and how to prepare for the next black swan event?
- Has remote working changed the way corporates and financial institutions view resilience?
- Which part of your organization will become vulnerable?
- In the face of such speedy changes to consumer behaviours, how are FIs building and ensuring operational resilience?
NOVEMBER 22 | IN-PERSON | RISK & BANKING REGULATIONS
09:10 – 09:35
Keynote Session: Asia Regulator Updates
09:10 - 09:35
09:35 – 10:05
The Imminent FRTB Deadline: Calculating market risk and accounting for all the factors
09:35 - 10:05
- What are the implementation challenges for SA and IMA
- Data, organisation & regulatory issues faced by institutions in Japan
- Solving the technology infrastructure risks and creating a resilient model
- FRTB vs. other regulatory initiatives (UMR, CVA capital, SA-CCR) opportunities and threats
10:05 – 10:35
LIBOR Transitions Impact on Structured Products
10:05 - 10:35
- Overview of the challenges faced with derivatives during LIBOR transition to RFR around pricing, risk management and operational efficiency
- The impact of RFR rates on different currency derivative products
- How to price derivatives that are transitioning from LIBOR rates to new RFRs?
- Best practices in creating yield curves for pricing new RFR products
10:35 – 11:05
Networking Break
15:50 - 16:20
11:05 – 11:35
Credit Models: Fairness and ethical decision-making with AI and ML
11:05 - 11:35
- How to model credit risk, especially with an ever-changing economic environment?
- Best practices to ensure ethical decision-making and apply fairness principles
- The power of AI and ML for credit models to minimize risks
- Applying a practical approach to help the economy but at the same time protecting the financial institution
11:35 – 12:05
XVA Update in Asia: The advancements of the trading desks
11:35 - 12:05
- Regulatory updates for the XVA trading desk across Asia and its impact on day-to-day trading
- CVA reduction efforts on the XVA trading desks
- The developments of DVA, FVA, MVA across Asia and what are new developments within the XVA desks
- Understanding the importance of XVA desks in calculating risk management for decision-making
NOVEMBER 22 | IN-PERSON | DERIVATIVES
14:00 – 14:10
Chairperson’s Opening Remarks 2022 | Day 1, PM | In-person
14:00 - 14:10
14:10 – 14:40
Strategic Trading Positions for 2023: Takes for futures, forwards, swaps, and options?
14:10 - 14:40
- What are futures and forwards positions that can lead to payout in 2023?
- What are positions to swap out of to mitigate risks?
- How can options be used in an especially volatile market to help hedge risks?
14:40 – 15:10
Crypto Settlement: Clearing and settling digital assets
14:40 - 15:10
- The similarities and differences between traditional and crypto clearing and settlement processes
- Understanding the complexities of clearing and settling a digital asset and are there any potential risks
- Developments within crypto settlement technology with the growing digital assets industry
15:10 – 15:40
Digitalization of Derivatives Trading: How can technology be used for growth in profits?
15:10 - 15:40
- What are the benefits of digitalizing derivatives trading?
- How has big data, AI, and machine learning impacted the derivatives market?
- How successful has the implementation of technology been in a volatile market?
- What does the future hold for technology to help traders and develop the derivatives market?
NOVEMBER 23 | IN-PERSON | CLIMATE RISK
09:00 – 09:10
Chairperson’s Opening Remarks 2022 | Day 2 | In-person
09:00 - 09:10
09:10 – 09:50
Climate Risk & The Transition to Net-Zero: Where we are in Singapore
09:10 - 09:50
- Regulatory highlights on climate risk framework
- What are the challenges and opportunities for local and foreign business
- What are the best strategies in mapping a firm’s net-zero initiatives and execution challenges
- How to incorporate climate considerations in the broader risk framework (credit, liquidity, pricing etc.)
09:50 – 10:20
Guidebook on TCFD Reporting
09:50 - 10:20
- MAS regulations and industry efforts in applying the TCFD framework
- How to quantify different climate risk scenarios?
- How to communicate uncertainties in disclosure? What are some looming risk factors in the markets?
10:20 – 10:50
Compliance Spotlight: Rethink ESG Due Diligence
10:20 - 10:50
- How to conduct a comprehensive overview of material ESG risk and liabilities?
- The data challenges: how to navigate unstandardized datasets with efficiency
- Case studies: how to effectively conduct ESG due diligence for private markets exposures
10:50 – 11:20
Networking Break
11:00 - 11:30
11:20 – 11:50
Climate Risk Modelling: Building in Resiliency to Prepare the Next Black Swan Event
11:20 - 11:50
- Lesson learnt from re/insurance sector on mapping natural catastrophe risk
- Current state of predicting future climate activities: what are the data sources to include in models
- Case study: analysis of decarbonization/net zero scenarios
11:50 – 12:20
Looking Ahead: How Risk Mitigation Strategies are Evolving and Driving Efficiencies
11:50 - 12:20
- What are the regulatory expectations from MAS and impacts on FIs in APAC
- The next focus on political risks from climate change: how to quantify such risk
- How to manage expectations from different stakeholders and what to expect as a sustainable and climate risk professional in 2023
NOVEMBER 23 | IN-PERSON | INVESTMENT
14:00 – 14:10
Chairperson’s Opening Remarks 2022 | Day 2, PM | In-person
09:00 - 09:10
14:10 – 14:50
Asset Classes Spotlight: What are the Lessons Learnt from the Volatile Markets in 2022 and Looking Ahead for 2023?
14:10 - 14:50
- Equities
- Fixed Income
- Private Markets
- Cash Equivalents
14:50 – 15:20
Asset Owners' Perspective: What are the Trends for Long-term Investments in 2023
14:50 - 15:20
- Trends in passive investment instruments: are there any priorities changes in 2022?
- How to ensure the overall portfolio’s purchasing power is not eroded by inflation
- The green lens: how to drive sustainability in long-term investment strategies
- Position of fixed income portfolios
15:20 – 15:50
Active Investments: Flexibilities, Opportunities and Hedging Strategies
15:20 - 15:50
- New priorities on alternative investments: real estate, private markets etc.
- The hedging strategies: performance of commodities during markets volatility
- How to map the exposures of risky assets
- Trends in 2023: what are some new opportunities for asset managers
15:50 – 16:20
Networking Break
11:00 - 11:30
16:20 – 16:50
Opportunities in Crypto: What Institutional Investors Need to Know
16:20 - 16:50
- Regulatory sentiments and what are the new movements
- Crypto market infrastructure: shortcomings and opportunities
- Market demands and new products in horizon: how crypto is going to evolve and implications on trading products
16:50 – 17:20
Diversification in Portfolio Strategy and Opportunities with Offshore Markets
16:50 - 17:20
- Overview of different assets returns in high inflation environment
- Opportunities in offshore markets
- How technologies are driving more predictive insights
- The rise of China bond markets: opportunities and uncertainties
NOVEMBER 24 | IN-PERSON | NON-FINANCIAL RISK
09:00 – 09:10
Chairperson’s Opening Remarks 2022 | Day 3 | In-person
09:00 - 09:10
09:10 – 09:40
Regulatory Insights with MAS
09:10 - 09:40
- Keynote address on highlights and focus for Singapore in 2023
09:40 – 10:20
CTO/CISO panel: staying ahead of the cybersecurity threat
09:40 - 10:20
- How to adapt to the changing role of the cybersecurity leader?
- Using AI and ML to mitigate internal and external cyber risks
- Best practices to prevent and mitigate the risks of phishing, identity fraud and business e-mail compromise
- Forecasting cyber threats amongst FIs and possible preventive measures
10:20 – 11:00
The future of a hybrid workforce for financial institutions
10:20 - 11:00
- Considerations in BCP management that extend beyond disruptions within office premises and its infrastructure
- Preventive measures that should be put in place to ensure operational resilience
- Legal and regulatory risks involved in a hybrid work arrangement
- Mitigating fraud risks and misconduct for transactions taking place outside of the bank’s physical infrastructure
- Managing staff welfare and well-being for a hybrid workforce
11:00 – 11:30
Networking Break
11:00 - 11:30
11:30 – 12:00
Diversity, Equity & Inclusion: the benefits and why it matters
11:30 - 12:00
- Current state of diversity, equity and inclusion (DEI) in financial institutions
- Impact and importance of DEI in the industry
- How leaders can encourage and embrace DEI in the organization
- Creating an unbiased work environment while balancing a hybrid work arrangement
12:00 – 12:40
Transforming financial crime management in 2023 and beyond
12:00 - 12:40
- The current state of play: Financial Crime management through AI, ML and models
- What is the importance of data intelligence in reporting and preventing such crimes?
- Why selecting the right problem is essential – how AI can work effectively in the fight against financial crime?
- Challenges in KYC/CDD, transaction monitoring, screening
- Financial crime expectations and priorities for 2023 and beyond