Programme

Asia Risk Congress 2019 agenda

Asia Risk Congress, 10 - 11 September

Day One - 10 September

08:30

Registration

08:55

Chairperson’s Opening Remarks

Aziz Durrani, Senior Financial Sector Specialist, Financial Stability and Supervision and Payment & Settlement Systems, SEACEN CENTRE

09:00

Morning keynote address: Recent Regulatory and Supervisory Developments and Key Challenges Ahead

Pedro Duarte Neves, Former Vice-Governor Banco de Portugal; Senior Advisor of the Board, Banco de Portugal

09:30

High level discussion with regional regulators: Navigating the regulatory pressure-points in uncertain times

  • Regulatory alignment in the region
  • Market fragmentation
  • Data governance
  • New financial regulations

Audience live polling panel

10:15

Morning networking break

Stage 1

10:45

Short history of LIBOR 

  • Why is it ending
  • What is next?

Alexandre Bon, Head of Marketing, APAC, MUREX

11:05

The end of LIBOR- is Asia ready? 

  • What fall-backs are being implemented in the region?
  • Updates on the various alternate rates SOFR, SONIA, TONAR, SARON, and EONIA
  • Advantages and disadvantages of new risk free rates
  • Cross-currency market adapting to a post-LIBOR environment
  • Offshore market funding uncertainty
  • Trading the New RFRs

Speakers:
Alexandre Bon
, Head of Marketing, APAC, MUREX
Jing Gu, Senior Counsel, International Swaps and Derivatives Association, Inc.
Andrew Ng, Group Executive, MD Global Head of Treasury and Markets, DBS Bank
Ravi Pandit, Executive Director, Rates and FX, CME GROUP
Frederick Shen, Head Global Treasury Business Management, OCBC Bank
 

Moderator:
Chris Davis,
Derivatives Reporter, RISK.NET

11:45

Agile risk and finance analytics to optimise regulatory and business strategy

  • Drivers for innovation and operationalization of new tools, intelligence and controls
  • Overcome data silos and harness potential synergy across different banking units
  • Strategies to modernize data, process and deploy advanced data analytics
  • Using big data to comply with regulatory requirements and drive business strategy

Speaker:
Dimitrios Papanastasiou, Head of Risk and Finance Solutions, MOODY’S ANALYTICS

Stage 2

10:45

Managing and calculating XVAs

  • Practical issues surrounding XVA
  • Impact of FRTB regulations on XVA
  • Impacts of Basel III/IV on XVA
  • How to optimize SA-CVA capital?
  • Migration from legacy system to tackle increased complexity

Speaker:
Feng Chang, Managing Director and head of Asia Pacific Cross Valuation Adjustment (XVA) Trading, BANK OF AMERICA

11:15

Financial Crimes - An AI based approach to improve screening of transactions and payments (1415-1445)

  • Leveraging data & AI
  • Determining the risk of a party being involved in a financial crime
  • AI,  ML & behavioural profiling
  • AML, KYC, transactional fraud & conduct surveillance

Speaker:
Steven Scheurmann, Head of Financial Crime Insights, IBM ASIA PACIFIC

11:45

Trends in Asian Clearing (1145-1215)

  • Managing transaction and clearing issues
  • Clearing vs futures – what is the path ahead?

Speaker:
Kate Birchall,
Head of Asia Pacific, LCH Ltd.

12:15

Networking Lunch

13:15

Asia Risk Congress Women in Leadership Panel 

Asia Risk has made a conscious effort to prominently feature women in our speaker line-up and advisory board; however we have been disappointed by the poor levels of female representation in the sector. It has invariably proven a struggle for us to invite women speakers to participate in our events and feature in the publication. It appears to be consistent across the field that women are pigeonholed into certain roles, ones removed from decision making in this area.

We would like to be part of the movement working to change this reality. Join us for a discussion with your industry peers about how the culture can be changed and how women can move into leadership positions and carve out a space form themselves. Discuss how businesses benefit from diversity in their top leadership positions.

Speakers:
Feng Chang
, Managing Director and head of Asia Pacific Cross Valuation Adjustment (XVA) Trading, BANK OF AMERICA

Moderator:
Yvonne Zhang
, Head of Product & Partnerships, HEVEACONNECT PTE LTD

 Stage 1

14:15

Cognitive Compliance - Infuse operational risk and compliance with Natural Language Understanding (1415-1445)

 

Speaker:
Stephen Fox,
Head of Risk and ComplianceIBM ASIA PACIFIC

14:45

Delving deeper into advancement of IFRS9 model and Basel framework management

  • Lessons learned from common  IFRS9 and Basel implementation challenges
  • Rethinking usability of models and data between regulatory, accounting and risk functions
  • Roadmap in driving regulatory compliance efficiency with strengthened data management, streamlined and automated calculations

Stage 2

14:15

Collateral optimisation and clearing

  • Latest regulatory and settlement changes in operations
  • Post-Brexit clearing decisions
  • Multinational institutions coping with heightened demand in reporting and documentation

14:45

Future of distributed ledger technology in payment, clearing and settlement

  • Key learning from DLT solutions and performances globally
  • Effectiveness in liquidity saving and improving operational efficiency
  • Pros and cons in the use of blockchain technology in the capital markets
  • Outlook on further testing and applications

15:15

Afternoon Networking break

15:45

Interactive Regional CRO Panel

  • What’s keeping a CRO up at night?
  • Addressing top risk priorities
  • Current and emerging risks- geopolitical risk, Brexit and the trade war fears, how will this impact your firm’s risk strategy?
  • Keeping pace with the multiple regional regulatory regimes

Speakers:
Rajeev Bhatnagar
, General Manager Risk Management , COMMONWEALTH BANK OF AUSTRALIA
Mark Henderson, Chief Risk Officer, Asia, MUFG SECURITIES ASIA
Ahmad Shukri Abd Rahman, Chief Risk Officer, BANK RAKYAT
 

16:25

Roundtable

Take the day’s most interesting issues and engage with your peers in small, interactive roundtable discussions to share best practices, continue the debate, and take away a different perspective to the same challenges.

Roundtable 1 : AI/ Machine learning

Roundtable 2: AML/KYC

Roundtable 3 : LIBOR

Roundtable 4: Blockchain / DLT : Yvonne Zhang, Head of Product & Partnerships, HEVEACONNECT PTE LTD

Roundtable 5: Conduct Risk

Roundtable 6: Systemic Risk

17:00

Chairperson’s closing remarks and end of day one

Day Two - 11 September

08:30

Registration

08:55

Chairperson’s Opening Remarks

Aziz Durrani, Senior Financial Sector Specialist, Financial Stability and Supervision and Payment & Settlement Systems, SEACEN CENTRE

09:00

Morning keynote address: Managing Global Financial Risks and Opportunities

09:30

Investment strategist panel – Your portfolio strategy for 2020

  • Low interest rates, US Markets in late cycle, recession in 2020 – how has this shaped your investment strategy?
  • Developing multi-asset investment strategies and what asset classes are best suited for the current environment?
  • How are you managing your currency exposure?
  • How are quantitative solutions entering the asset allocation strategies within your organisations?

Audience live polling panel

Speakers: 
Nirman Chhabra, Director, Investment Manager, Taurus Wealth
Rohit Bhuta, CEO, Crossinvest
James Cheo, Chief Market Strategist, Southeast Asia at HSBC Private Banking

Moderator:
Kiet Tran
, Managing Director, Asia Pacific Financial Services, IHS Markit

10:15

Morning networking break

Stage 3

10:45

Role of emerging market technology in risk management (1045-1125)

  • Digital transformation
  • Quant applications

Senior representative from BEACON

11:25

LIBOR and Data (1125-1155)

 

Speaker:

  • Ross Allen, Managing Director, IHS Markit
11:55

Financial Derivatives in an increasingly connected market 

  • Interest rate outlook and the underlying risks
  • How can derivatives be used to tackle market volatility caused by geopolitical risk?
  • What does the future hold in hedging activities given Asian investors’ increased participation in Western exchanges at unconventional hours?

Stage 4

10:45

Initial margin big bang

  • How ready is the industry for the final phase in of margin rules?
  • What are the requirements for the mandatory exchange of the initial margin?
  • What are the challenges faced by regional banks and buy-side firms?
  • What are the best practices in efficiency and control in margin call, collateral posting and administration?

Senior representative from BNY MELLON

Senior representative from EUREX

11:25

Navigating the regulatory maze with collateral and liquidity optimisation

  • Phase 4 & 5 -  Impact on OTC participants across APAC
  • SIMM, backtesting, benchmarking and other obligations
  • Pairings across jurisdictions. Which regulatory regime applies?
  • Triparty vs Third Party segregation
  • Challenges for buy-side, how to source liquidity and access collateral?

11:55

 

The path to IM 2020 and beyond

  • Learnings from previous phases
  • Hurdles to look out for
  • Future proofing your organisation

12:25

Networking Lunch

13:15

Asia Risk Congress Women in Leadership Panel 

Asia Risk has made a conscious effort to prominently feature women in our speaker line-up and advisory board; however we have been disappointed by the poor levels of female representation in the sector. It has invariably proven a struggle for us to invite women speakers to participate in our events and feature in the publication. It appears to be consistent across the field that women are pigeonholed into certain roles, ones removed from decision making in this area.

We would like to be part of the movement working to change this reality. Join us for a discussion with your industry peers about how the culture can be changed and how women can move into leadership positions and carve out a space form themselves. Discuss how businesses benefit from diversity in their top leadership positions.

Speakers:

Varsha Bipinchandra, Head of Governance & Risk, SINGAPORE LIFE
Karen LM Chan, Chief Risk Officer, DWS INVESTMENTS
Guan Yi Low, Chief Investment Officer, EASTSPRING INVESTMENTS

 

Stage 3

14:15

ESG investing– separating hype from reality  

  • Is the barrier of ESG information shortage still an issue?
  • How will appetite on ESG investments differ between long-term and short-term investors?
  • How to integrate ESG investment analysis and tie to performance

14:45

How to succeed in AI and quant investing  

  • How does AI practically fulfil the objective of "predicting and adapting" to trends in real time?
  • What are the challenges in making machine learning reach its full potential in a portfolio strategy?
  • From real-time data to social media sentiment data – what data do we need for an effective quant investing strategy?

Stage 4

14:15

Advisor 2.0 

  • How to make robo advisory business sustainable? 
  • The convergence of technology and human advisory 
  • What will Robo advisory look like in 5 years? 

14:45

Data from the space: what's in it for investors? 

  • What’s geospatial data?
  • The use of higher-frequency satellites images for investment insights
  • Possible applications
  • What will make geospatial data become widely adopted in finance?

Dr Matthew McCarten, Lead, Spatial Finance, Oxford Sustainable Finance Programme, Smith School of Enterprise and the Environment, UNIVERSITY OF OXFORD

15:15

Afternoon Networking break

15:45

Investment risk and the long term view

  • What does Risk mean for asset owners whose focus is long term?
  • How to model risk for different horizons and different assets, both listed and unlisted?
  • How do you formulate your hedging decisions?
  • Are quants able to handle a long term outlook?

Speakers:
Fanda Ho, Director, Head of Strategic Investment, PRUDENTIAL HONG KONG LIMITED
Chern Lu, Chief Economist Chief Investment Officer, XUAN HONG FINANCIAL GROUP

16:15

Interactive polling panel: Building a success formula for buy-side and fintech partnership

  • Why is asset management lagging behind banks and insurance in terms of the adoption of fintech services?
  • Given many start-ups offer similar services, how do buy-side institutions evaluate and decide who they partner with?
  • How are buy-side firms’ business model going to be disrupted? How can they prepare now for the transformation?
  • What are the common concerns amongst buy-side institutions on collaborating with fintech companies?
  • How does demand for specific innovation talent going to evolve?

Speakers
Ned Phillips, Founder and CEO, BAMBU
Scott Treloar, Founder, NOVISCIENT
Maggie Ng, Co-Founder and CRO, FINEX ASIA
Juliana Chua, Head, Digital Transformation Office, NTUC INCOME

17:00

Chairperson’s closing remarks and end of conference