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