Programme

Asia Risk Congress 2020 Agenda

ARC Agenda 2020

09:2509:30

Chairperson’s opening remarks

09:25 - 09:30

09:3009:55

Navigating through the world of changes: economic, technological and geopolitical
Opening keynote

09:00 - 09:30

Patrick Pearson

Head of financial markets infrastructure, directorate general financial stability, financial services and capital markets union

European Commission

Patrick Pearson is Head of Unit of Financial Markets Infrastructure in the European Commission’s Financial Stability, Financial Services and Capital Markets Union Directorate General. He previously headed the Resolution and Crisis management teams and was responsible for the Financial Services Action Plan.

Before joining the European Commission in 1987, Patrick Pearson worked for the legal service and the foreign financial market affairs divisions in Dutch Finance Ministry in The Hague.

He has a law degree from Leiden University in the Netherlands.

09:5510:35

The challenges during transition - What corporates, banks and asset managers need to know
Panel discussion

09:55 - 10:35

  • The transition impact on leading firms
  • Implementation risks examples
  • Outlining the essentials of programme and transition planning
Ricco Zhang | Moderator

Senior Director, Asia Pacific

International Capital Market Association

Ricco Zhang is Senior Director, Asia Pacific of the International Capital Market Association (ICMA) based in Hong Kong. Mr. Zhang is responsible for ICMA’s development in Greater China and works very closely with regulators, financial institutions and other organizations who are active at the capital markets in the region to promote and maintain the best market practice. He has previously worked for international law firms, investment banks and other financial institutions engaged in capital market transactions and mergers & acquisitions in Asia and has extensive experience as a market practitioner. Mr. Zhang graduated from the Faculty of Law of the University of Hong Kong.

Andrew Ng

Group Executive, Head of Treasury & Markets

DBS

Mr Andrew Ng is Group Executive of DBS & Head of Treasury and Markets. He joined DBS in 2000 and was named Managing Director and Regional Head of Trading in 2005.

Since 2006, Andrew has been instrumental in leading DBS Treasury and Market’s expansion in the region. In addition, he helped build a pan-Asia trading platform on different asset classes and established a region-wide local currencies derivative capability for the bank. He has also expanded DBS’ capabilities in generic and exotic derivatives.

Andrew has worked in the treasury business for over 32 years. Prior to joining DBS, he was Executive Director at Canadian Imperial Bank of Commerce from 1995 to 1999. In that role, he set up CIBC’s trading platform and derivative capabilities on Asian currencies. Between 1986 and 1995, Andrew was Head of North Asia Trading and Treasurer of Chase Manhattan Bank in Taipei.

 

Frederick Shen

Head Global Treasury Business Management

OCBC BANK

Dr. Frederick Shen is Senior Vice President and Head of Business Management for Global Treasury, OCBC Bank, leading to strengthen the infrastructure, processes, monitoring and analytics to tackle the increasing regulatory and risk requirements, all the while enabling the markets business for strategic growth in countries we currently operate in while planning for the future. He also leads the Global Treasury FinTech strategy employing new and innovative technology solutions to deliver Treasury products to clients and to enhance productivity and efficiencies within the organisation.  Additionally, he is the chair of the OCBC Group iBOR Project Committee leading the organisation though the transition. Fred re-joined OCBC in mid-2013 from Emirates NBD, Dubai, where he headed up the Group Market Risk unit. Prior to the Middle East assignment, he was with OCBC Bank Market Risk for 3+ years, and appointed its Head of Market Risk in 2011.

Fred started his career as a Professor of Finance at the University of Waterloo, Canada, before joining the financial industry, starting with global risk oversight of the financial engineering trading group at RBC Capital Markets. With over 25 years in the financial industry, his extensive experience includes assignments with various global financial institutions and specialisations, including structured credit and real-asset securitizations at a privately held investment bank, Head of bank-wide economic/risk capital and risk modelling/analytics at Bank of Montreal, and Head of life insurance and asset management risk management at Manulife. Fred has a PhD in Financial Economics.

Stephen Trevis

Managing Director and Head of Markets Legal Asia Pacific and South East Asia Legal

Barclays

Stephen Trevis is a Managing Director and Head of Markets Legal Asia Pacific and South East Asia Legal. Stephen joined Barclays’ Singapore office in February 2007, and was originally responsible for managing the Legal teams in Asia that supported Barclays Capital’s FICC and Loans businesses, dealing with Infrastructure and Company Secretarial matters. Prior to joining Barclays, he worked at Standard Chartered from 2003-2007, Deutsche Bank from 1997 to 2003 and Clifford Chance in London, Tokyo and Hong Kong from 1992-1997. Stephen is the Diversity Committee Chairperson at the British Chamber of Commerce, a committee member of REACH Singapore and an affiliate member of WiN Singapore. Outside of work, Stephen plays the electric guitar with his band, Crawford, and performs in pubs to adoring fans (including his wife and two daughters).
 

Steffan Tsilimos

Global Head of Interest Rate Derivatives Products

Bloomberg

Steffan Tsilimos is the Global Head of Interest Rate Derivatives Products at Bloomberg L.P . He is responsible for guiding product development, interest rate modeling, and coordinating the LIBOR transition for derivatives at Bloomberg. In addition, he oversees the company’s structuring, pricing, and risk platforms for Interest Rate Derivatives. He has written articles for Bloomberg Markets Magazine and Bloomberg Weekly Structured Notes Newsbrief.

Prior to joining Bloomberg, he was a Director at UBS, where he traded Interest Rate Derivatives and Structured Products. He has a B.A. in Economics from the University of Chicago, and an MBA from NYU Stern.

10:3511:00

Morning networking break

10:35 - 11:00

11:0011:30

Operational preparation and transition checklist
Fireside chat

11:00 - 11:30

  • Building the capabilities for the new RFR
  • Recalibrating your IT systems - data and technology implications
  • Minimising the cost impact
  • Using AI to accelerate the transition away from IBOR
Alexandre Bon

Head of Marketing & Strategy, Asia Pacific

Murex

Alexandre looks after the definition, positioning and go-to-market strategy of Murex product solutions with a focus on Risk Management and Regulatory Transformation. His most recent work centers on the implementation of the bilateral Initial Margin and Basel III capital reforms, and on XVA desks operating models. Alexandre also co-heads the Murex task force on the Interest Rates Benchmark Reform. 

Since joining Murex in 2000, Alexandre has held both senior client-facing and product management positions, last serving as global head of the Risk Control practice and general manager for Murex Ireland, where he drove the development of the MX.III XVA management solution and Credit Risk simulation engine.

Alexandre holds a « Grande École » MSc in Management and Finance from HEC Paris.

John Ho

Head, Legal, Financial Markets

STANDARD CHARTERED

John Ho is the Global Head of Legal, Financial Markets for Standard Chartered Bank (“SCB”), overseeing and providing legal advisory, transactional and documentation support for Financial Markets (FM) business globally for Standard Chartered Bank (SCB), its branches and affiliates. Mr. Ho is also the co-chair of the ISDA South East Asia Legal and Regulatory Committee.

Mr. Ho plays an active role in implementing changes within SCB to conform to applicable OTC regulatory reforms impacting FM business. He has been involved in fostering closer working relationship and rapport with industry groups and regulators on key global and regional regulatory reform changes, including MIFID II/MIFIR, Financial Benchmarks, Dodd Frank, EMIR, CRDIV, FATCA, CCPs and Margin Reforms for Uncleared Derivatives.

In addition, Mr. Ho has supported digitisation in SCB and adoption of new or innovative technology initiatives such as blockchain, distributed ledger technology and smart contracts. He is an active participant in the industry’s Fintech events and has shared insights on the legal and regulatory framework relating to the development of Fintech. Mr Ho is the chair of the FIA Fintech and Digital Asset Study Group.

Prior to joining SCB, Mr. Ho was the Managing Director Principal in the legal department of Bear Stearns (Japan), Ltd (“Bear Stearns”) where he supported the Asia franchise (including Tokyo, Hong Kong, China, Taiwan, Korea, India and South-east Asia) from January 2003 to August 2008 covering various structured products and derivatives including equity derivatives, credit derivatives, fixed income and commodities.

Prior to joining Bear Stearns, Mr. Ho worked as Asia equity counsel for Lehman Brothers in Tokyo with experience dealing in convertibles, options, warrants, delta one products and other types of equity derivatives transactions, equity finance and equity capital markets.

He is qualified as an advocate and solicitor in Singapore since 1995 and he received his law degree from the National University of Singapore.

11:3011:55

The impact of new ARRs on curve instruments and curve modelling

11:30 - 11:55

Thomas Chan

Financial Engineer

Numerix

Numerix is the leading provider of capital markets technology solutions for trading and risk management. Thomas Chan is a Financial Engineer based in the Numerix Hong Kong office focusing on quantitative finance, risk management and risk modeling. During his nearly five years of tenure at Numerix Mr. Chan has contributed to a number of client projects, specifically solution delivery and model validation. Previously at Hong Kong Exchanges and Clearing Limited (HKEx) Mr. Chan worked with the OTC Clear Risk Management and Risk Modeling teams. Others prior to experience includes working as a financial analyst for Nanyang Commercial Bank Ltd.

11:5514:00

Networking break - Resume at 2:00pm

11:55 - 14:00

14:0014:40

Adapting local benchmark reforms
Panel discussion

14:00 - 14:40

  • From the SGD Swap Offer Rate (SOR) to the taking a closer look at the different stages of RFR development in Asia-Pacific
  • The SOFR impact on Asia – becoming familiarized with a new benchmark
  • Determining calculation methods of ARRs
Jing Gu | Moderator

Head of Legal, Asia Pacific

International Swaps and Derivatives Association, Inc. (ISDA)

Jing Gu heads up ISDA’s legal team in the APAC region.  Prior to joining ISDA, Ms. Gu was a Director in the Legal and Compliance Department of Credit Suisse (Hong Kong) Limited where she specialized in OTC derivative products and structured finance.  Before joining Credit Suisse, she was an associate at Allen & Overy Hong Kong Office where she advised a number of international banks and Chinese banks on derivative transactions and ISDA documentation. 

 

Ms. Gu holds a Master of Laws degree from Peking University, an LL.M. degree from New York University School of Law and a Master of Laws degree from Kyushu University in Japan.  Ms. Gu holds the lawyer qualification certificate in China, is qualified in the State of New York and is also admitted as a solicitor of the High Court of Hong Kong. Ms. Gu has been working for ISDA since 2008.

Ravi Pandit

Executive director interest rate & FX products

CME GROUP

Ravi Pandit serves as Executive Director, Foreign Exchange and Interest Rate Products, Asia Pacific, for CME Group, based in Singapore. He is responsible for expanding CME Group’s existing FX and interest rate business and developing new opportunities across the region. Pandit joined CME Group in August 2015, and he has 25 years of experience in the financial markets.  Prior to joining CME Group, Pandit was a consultant to Singapore Exchange, where he provided strategic advice and project management for its launch of listed FX futures.  Before that, Pandit worked for 12 years in Dresdner Bank and subsequently Commerzbank post-merger, where he headed up the local markets trading team, and helped build up its Asian presence in interest rate and FX derivatives trading.  Pandit also worked in various trading roles at Barclays Bank, across Hong Kong, Singapore and Tokyo, and in operations & technology at Citibank, across Hong Kong and Mumbai. Pandit holds a Masters degree in Chemical Engineering from Syracuse University and an MBA in Finance from the University of California, Berkeley.

Rohit Bhasin

Head of LM Rates Trading South Asia & India

ANZ Bank

Rohit currently runs the ANZ Local Market Rates Trading, South Asia & India.

He has over two decades of experience in Fixed Income and Currency trading across Asia and G3 macro, managing diverse teams, driving franchise, performance and market advocacy. Previous roles in major European institutions include Fixed Income and Currencies (FIC) head India, Thailand, Vietnam, Sri Lanka, Pakistan, Head Cross Markets Group.

Prior to ANZ, Rohit was FIC Head India, Sri Lanka & Thailand and Head Portfolio Risk Management FIC Asia at Deutsche Bank.

Paul Wylie

Head of Risk, Asia-Pacific

LCH

Paul Wylie is Head of Risk, Asia Pacific for LCH Ltd.  In his role, he is responsible for overseeing the various LCH risk functions and benchmark reform for the APAC region.

Before joining LCH in March 2019, Paul headed Structured Products and managed fixed income portfolio mandates at Mason Stevens.  Prior to that, Paul held senior front office trading roles both in Australia and overseas, including running Strategic Trading, CVA Trading, and Credit Solutions for Lloyds bank PLC in London.

Paul holds degrees in Actuarial Studies and Applied Finance from Macquarie University, Australia.

14:4015:05

Addressing legal and contractual challenges of the IBOR transition
Presentation

14:40 - 17:05

  • What actions can be taken to remediate legacy transactions?
  • Fallback language and its importance to the transition
Subramanian Natarajan

Associate General Counsel, Global Markets

HSBC

Subramanian Natarajan is Associate General Counsel, Global Banking & Markets Legal at The Hongkong and Shanghai Banking Corporation Limited (HSBC) where he advises on a wide range of transactional and regulatory matters within the Markets division of the Bank. In addition to being a primary transactional and advisory coverage lawyer for the Markets business of HSBC in Asia, he is also involved in a number of regulatory change, infrastructure and transformation initiatives undertaken by the group.

Prior to joining HSBC, Mr. Natarajan worked in Clifford Chance LLP, London in the Derivatives and Financial Regulation Group of the firm advising various financial institutions on structured transactions across asset classes and regulatory reform initiatives.

Mr. Natarajan holds degrees from the National Law School of India University and the University of Oxford. He is admitted to practice in England and India.

15:0515:35

Afternoon networking break

15:05 - 15:35

15:3516:00

IBOR transition across derivatives and cash markets: challenges and next steps
Fireside chat

15:35 - 16:00

  • Questions of modelling impacts and hedging
  • Cessation triggers & fallbacks: squaring the circle?
  • Open questions for Risk management, Accounting, XVA

16:0016:00

Virtual day one ends

00:15 - 00:16

09:2509:30

Chairperson’s opening remarks

09:25 - 09:30

09:3010:10

COVID-19: The impact on global financial markets
Regulatory panel discussion

09:30 - 10:10

  • An overview of financial vulnerabilities: the evolving threats and countermeasures?
  • How do capital and liquidity withstand the economic turmoil?
  • How to strengthen banks’ ecosystem without the cost of increasing operational burden?
  • Measures for business recovery and financial stability implications
Blake Evans-Pritchard | Moderator

Bureau chief, Asia

Risk.net

Blake Evans-Pritchard is bureau chief, Asia, for Risk.net, based in Hong Kong.

Before taking on his current role, he spent five years covering regulatory issues across Asia for Risk.net, including implementation of Basel III and other international standards in regional jurisdictions.

Previously, Blake spent five years in Brussels writing about the European Union’s financial services sector and competition policy, and a number of years as Africa editor for a news service covering post-conflict restitution around the world.

During his 16-year journalistic career, he has also reported from Sudan, Italy, the Netherlands, Ghana and Portugal.

Blake holds a bachelor’s degree in computer science from the University of Aston in Birmingham.

Patrick Pearson

Head of financial markets infrastructure, directorate general financial stability, financial services and capital markets union

European Commission

Patrick Pearson is Head of Unit of Financial Markets Infrastructure in the European Commission’s Financial Stability, Financial Services and Capital Markets Union Directorate General. He previously headed the Resolution and Crisis management teams and was responsible for the Financial Services Action Plan.

Before joining the European Commission in 1987, Patrick Pearson worked for the legal service and the foreign financial market affairs divisions in Dutch Finance Ministry in The Hague.

He has a law degree from Leiden University in the Netherlands.

Michael Schmutz

Head of risk management

Swiss Financial Market Supervisory Authority

Head of Risk Management (Insurance Division): December 2018 to present; Swiss Financial Market Supervisory Authority (FINMA), Insurance Division, Bern, Switzerland.

Head of Market and Credit Risks (Insurance Division): July 2016 to July 2019; Swiss Financial Market Supervisory Authority (FINMA), Insurance Division, Bern, Switzerland.

Senior Risk Manager: June 2015 to June 2016; Swiss Financial Market Supervisory Authority (FINMA), Insurance Division, Bern, Switzerland.

Specialist for Market Risks: March 2012 to May 2015; Swiss Financial Market Supervisory Authority (FINMA), Insurance Division, Bern, Switzerland.

Financial consultant (part-time): 1993 – 2011; Treuhandbüro F. Balmer, Wilderswil, Switzerland.

Part-time lecturer: 2012 to present; Department of Mathematics and Computer Science, University of Basel, Switzerland.

Part-time lecturer: 2011 to present; Section de Mathématiques, École Polytechnique Fédérale de Lausanne, Switzerland.

Visiting professor: April 2016 – June 2016; Information and Decision Systems Department, ESSEC, Paris, France.

Part-time lecturer: 2009 – 2015;
Institute of Mathematical Statistics and Actuarial Science, University of Bern, Switzerland.

Post-doctoral research associate: 2009 – 2011; Institute of Mathematical Statistics and Actuarial Science, University of Bern, Switzerland. Founded by the Swiss National Science Foundation.

Research and teaching assistant: 2007 – 2009; Institute of Mathematical Statistics and Actuarial Science, University of Bern, Switzerland.

Teacher (part-time): 1998 – 1999; College of Commerce, Burgdorf, Switzerland

Lakshmi Shyam-Sunder

Vice President and Chief Risk Officer

WORLD BANK GROUP

<p>Lakshmi Shyam-Sunder is Vice President and World Bank Group Chief Risk Officer.</p>
<p>Lakshmi was previously Chief Financial Officer and Director, Finance and Risk at the Multilateral Investment Guarantee Agency (MIGA), the political risk insurance and credit enhancement arm of the World Bank Group.</p>
<p>Prior to joining MIGA in March 2011, she worked since 1994 at the International Finance Corporation (IFC), also part of the World Bank Group, where she was Director for Corporate Risk, and Director of IFC's Risk Management and Financial Policy Department. She helped develop IFC's client risk management advisory services and IFC's portfolio risk metrics which formed the foundation for the GEMs initiative across MDBs. She led the development of IFC's integrated capital framework and was responsible for all financial risks in Treasury, lending and equity investment operations as well as rating agency issues. She was also Co-Chair of IFC's New Products Assessment Group.</p>
<p>Lakshmi is co-founder and Co-Chair of the Global Emerging Markets (GEMs) risk database, a Consortium for Multilateral Development Banks (MDBs) and International Financial Institutions (IFIs).</p>
<p>Lakshmi has consulted for a range of public and private sector institutions in the U.S. and in emerging markets. She has also served on the Board, and Finance and Risk Committees of institutions in emerging markets. <br />Before joining IFC, Lakshmi was a faculty member at the MIT Sloan School of Management and earlier at The Tuck School of Business Administration at Dartmouth College. She has a Ph.D. in Finance from the MIT Sloan School of Management and an MBA from the Indian Institute of Management, Ahmedabad.</p>

Choon Mun YONG

Deputy Director & Head, Prudential Advisory Division

Monetary Authority of Singapore

Mr Yong Choon Mun heads the Prudential Advisory Division, which is part of the Prudential Policy Department at the Monetary Authority of Singapore. The division oversees MAS’ policies on resolution and deposit insurance, and shapes MAS’ contributions to the BCBS, FSB SRC and other international fora. Prior to his current role, Choon Mun was in the Banking Department where he supervised a range of foreign banks.

Choon Mun holds a Bachelor of Accountancy (Honours) degree from Nanyang Technological University.

10:1010:50

The new risk paradigm
C-level panel discussion

09:30 - 10:20

  • The emergence of virtual banks with groundbreaking business models: what are the risks and impacts on traditional banks?
  • Third-party risk and dependency: challenges on data standardisation and system integration
  • Operational resilience – how can it be a “cure” to global economic and pandemic crisis
David Sharratt

China COO

Commerzbank AG

Philip Woo

CRO

Tokio Marine Life Insurance Singapore

Philip Woo is the Chief Risk Officer and oversees corporate governance and risk management in Tokio Marine Life Insurance Singapore (TMLS). He has over 26 years of experience in the financial sector, and began his career at MAS before joining the insurance industry. Over the period, he has played leadership roles in Enterprise Risk Management (ERM), Business Continuity & Crisis Management, Outsourcing/Vendor Risk Management and Technology Risk Management (TRM). He currently chairs the Governance, Risk and Compliance Committee (GRCC) at TMLS, and oversees the managing of operational, financial and strategic risks in the company. In addition to risk management, Philip has a wealth of experience in strategic planning, financial technology and payment system matters.

10:5011:20

Morning networking break

10:35 - 11:00

11:2011:45

Anti-money laundering: practical compliance and evolving trends
Fireside chat

11:20 - 12:10

Michael Gibbs

President

Surestep

Michael is the Founder and President of SureStep – a global systems integrator specializing in GRC automation and reporting solutions.

Since 2007, SureStep has successfully completed projects across finance, manufacturing, transportation, natural resource and other industries. Those clients have ranged from 2-person risk and compliance teams to those having over 65,000 participants in their GRC programs. As the practice lead at SureStep, Mike guides clients to best practices and ensures they optimize their GRC technology investments for the long term.

SureStep provides solutions from ServiceNow, Workiva and IBM as well as GRC managed services. Mike’s team works from offices in Hong Kong and Singapore in addition to their New York and Toronto locations.

11:4512:10

Fireside chat
Galvanize

11:45 - 12:10

12:1012:35

Out-of-industry: How in the world does NASA manage their risks?
Guest speaker

16:10 - 16:40

  • Summary of major NASA programs & risks
  • Risk case studies and framework. What makes the right framework for best practices in operational risk
  • Processes and Latest Tools NASA uses to identify and manage risks
  • Best practices and lessons learnt from risk management today
Jeevan Perera

Senior engineer

NASA

Dr. Jeevan Perera is currently the Risk Manager for the Orion space vehicle.  The Orion is NASA's new spacecraft which will replace the Space Shuttle, service the International Space Station, and then return astronauts to the moon and eventually mount expeditions to Mars.  Dr Perera has been with NASA for 20 years.  In his current capacity, he is responsible for risk management policies, processes and analytical tools that ensure the successful deployment and operations of this new spacecraft.  He oversees both quantitative and qualitative risk analysis processes and provides technical direction to a team of risk analysts.  Formerly as the International Space Station Risk Manager, he designed, developed, implemented and improved the Program's risk management processes through a phased, systematic approach setting the standard for NASA’s risk practice.  Prior to his work in risk management, he has worked in different technical fields in support of many NASA programs and projects.  These duties have included management responsibility for versions of the primary and back-up flight software for the Space Shuttle and development responsibility for other software used aboard Space Shuttle and International Space Station missions. 

Dr. Perera has been a member of the Board of Trustees for a local homeowners association, has provided legal advice to the United Space School, a foundation for international space education that brings student from around the world for focused classes on space related disciplines. He often presents on space topics at schools, universities, public events and international conferences.  Dr. Perera has both a Jurisprudence Doctorate (law) and a PhD in Industrial Engineering.

12:3512:35

Virtual day two ends

12:10 - 12:11

09:2509:30

Chairperson’s opening remarks

09:25 - 09:30

09:3010:10

The current state of Asia’s clearing and futures market
Panel discussion

10:40 - 11:20

  • Lessons learnt from clearing cross currency swap transactions
  • An increase of hedging as a result of the COVID-19 explained
  • Third party clearing models: what value do they provide to the Asia market?
  • International vs local clearing expertise, which approaches should we use (or not use)?
Russell Beattie

Head of Asia Pacific Futures & Options, OTC Clearing and FX Prime Brokerage

Bank of America Merrill Lynch

Russell Beattie is the Director, Head of Asia Pacific Futures & Options, OTC Clearing and FX Prime Brokerage. Russell has 26 years’ experience in listed exchange traded derivatives in APAC. He has lived / worked and been a licensed representative in Hong Kong, Singapore, Japan and Australia. He has built and coached highly profitable electronic trading / sales trading / origination and clearing teams in Australia, India, Singapore, South Korea, Japan, Hong Kong and Taiwan. Being a product professional with an extensive marketing / sales background he values his broad based relationships which cover buy-side and sell-side clients across the globe. In his career he has spent over 15 years as a registered company director, licensed responsible officer and/or licensed internal control manager across various regional businesses. Prior to Joining BAML Hong Kong in January 2015, Russell was the Managing Director, Head of Prime Services Japan and Head of Agency Derivatives Services Distribution (Asia Pacific) for Barclays based in Tokyo. As part of that role he was also a member of the Barclays APAC Prime Services Management Committee. Russell is an elected board member of the Futures Industry Association of Japan and continues to participate on several other market advisory committees such as Futures Industry Association, Asia and the Korean Exchange Derivatives Markets Advisory Committee. Russell takes an active interest in mentoring current economics & finance students where he is on the advisory board of the HK Federation of Business students association, Honorary Vice President of the Advisory board of Business Students Union, HKUSTSU and participated as a guest speaker at the College of Business & Economics , ANU, Canberra. Russell graduated from the Australian National University, Canberra with a Bachelor of Economics. Prior to starting in the financial markets on the Sydney Futures Exchange he was granted a commission as a Royal Australian Infantry Officer and qualified as an airborne trooper with the 1st Royal Australian Commando Regiment.

Shun Yanagisawa

Head of Futures, Clearing and Collateral

CITIGROUP GLOBAL MARKETS JAPAN INC.

Shun Yanagisawa is the Japan Head of Futures, Clearing and Collateral business. With 17 years’ industry experience, Mr. Yanagisawa regularly participates in public round-tables including ISDA annual conference and serves for multiple industry groups including interest rate swap steering committee and listed derivatives reform working group at JSCC etc. and help advocate stability for the Derivatives Clearing ecosystem.

Yujun Lin

Head of Product Management, Equities

SGX

Yujun helms SGX’s award-winning equity derivatives business, which covers 99% of investible Asian GDP. The equity derivatives product suite includes flagship contracts such as the FTSE China A50, Nikkei 225, FTSE Taiwan, Nifty50, and MSCI Singapore futures and options. He was responsible for recent innovations including the Nikkei Total Return futures, the Nikkei 225 options compression service, and the FTSE Taiwan liquidity switch service.

Yujun began his career with SGX in 2006. Since then, he has accumulated experience along the exchange vertical, including market development, membership acquisition, and listed company compliance.

 

10:1010:50

Digitally transforming and automating the derivatives market
Panel discussion

13:40 - 14:20

  • Advancing the derivatives market from the 2G era and into the future
  • Utilizing big data, AI, and machine learning to automate the trade lifecycle
  • Implications to the repo, liquidity, and financing markets
Alex Adranghi

VP, quantitative analyst & front office AI lead

MUFG

Alex Adranghi is a Vice President, Quantitative Analyst and front office AI lead at MUFG. He is a founding member of the MUFG European Innovation Labs. He previously worked at WestLB and Bloomberg. Alex pop has a background in Applied Mathematics and Computer Science.

Daniel Hildebrand

Head of Digital Services, Equities

SGX

Daniel heads SGX’s digital initiatives across cash equity and derivatives. He is driving the development of SGX’s OTC derivatives trade registration and broker-centric trading platform bridging the gap between electronic and OTC markets. He is also driving innovation for cash equity retail customers such as digital corporate actions and electronic payments.

Daniel joined SGX in 2014 after spending almost 10 years in Accenture’s Capital Markets group. Since joining SGX, he worked on several exchange initiatives across trading, clearing, depository services and collateral management as well as in platform sales.

Thibault Reynouard

Technical Solution Architect

Murex

As a Technical Solution Architect, Thibault participates in analyzing needs of financial institutions in Asia Pacific, suggesting the best fit solution, and acting as a two-way communication between the customer needs in term of technology (digitalization, performances, cloud, AI etc.) and the Murex roadmap delivering the evolutions.

Based in Singapore since 2009, Thibault has participated in Murex projects implementations in Singapore, India, Malaysia, Thailand, and Australia for financial market systems managing derivatives trade lifecycles and risks. Then developing presales for connectivity, APIs and batch/real-time data flows. Now in charge of business process customizations and architecture.

Thibault holds a master’s in information technology from Polytech’Tours and a master’s in Management and Business Administration from IAE Tours.

10:5011:20

Morning networking break

10:35 - 11:00

11:2012:00

Operations techniques for collateral management
Panel discussion

11:20 - 12:00

  • Initial Margin (IM) and Variation margin (VM)
  • Utilizing electronic platforms to rationalize margin calls
  • Triparty collateral management and segregation
  • Making the best use of cash and non-cash assets
Sylvie Davidson | Moderator

Former Managing Director, Chief Risk Officer

UBS

Sylvie Davidson is a principal partner in YourBoard,a board advisory business.She wasmost recentlyCROfor the Asia Pacific Region andManaging Director at UBS AG. As CRO she had risk oversight for Wealth Management, Investment Banking and Asset Management activities,providing independent oversight on risk, including control and governance frameworks.Sylvie has worked in Asia since 1994 and has over 29 years’ experience in thefinanceindustry. Prior to joining UBS, she was COO for the equities business in Asia at Barclays Capital, supporting the business in achieving its strategic goals at a regional and divisional level. Before Barclays Sylvie held senior roles at Standard Chartered Bank, first in structuring investor products and then in Equity Financing. Prior to that she was at Merrill Lynchfor 18 yearswhere she started as trader in equity derivatives, then moved on to sales and marketing of equity derivatives, built the valuation risk management team and laterreturned to the business creating innovative product and platforms for Equities and Equity Derivatives. Sylvie has extensive experience in risk management, COO, trading, sales, structuring and project management across asset classes working for major banks in Switzerland, London and Hong Kong.

Anthony O’Connor

Director, Derivatives and Middle Office Product

HSBC Securities Services

Anthony has over 20 years’ experience in financial services and joined HSBC Securities Services in Dublin in 2006 as an Equity Pricing Specialist. In 2011 he moved into the role of Global Product Manager - OTC Derivative Pricing. His responsibilities in this role include product strategy, regulatory oversight, operating model design and automation of valuation processes. Prior to joining HSBC Anthony was responsible for equity derivative product control at Dresdner Kleinwort in New York. Anthony is based in Hong Kong since 2015 now focusing on listed and OTC derivative solutions for clients across the full trade lifecycle including valuation / model governance and collateral management.

Sage Patel

Head of Pricing, Valuations and Reference Data – Asia Pacific

IHS MARKIT

Sage has been with IHS Markit for 8 years, starting with the legacy Markit entity.

Prior to joining Markit, Sage was responsible for Pricing and Valuations at Fitch Solutions. He spent a portion of his career at key tier one Investment banks, starting at Salomon Brothers into Citi Global Markets, Bank of America N.A and RBC Capital Markets across Trading, Product Management and Product Development functions in London, New York and Toronto.

Over the last 8 years Sage has been driving IHS Markit’s expansion into the APAC Fixed Income markets, more recently expanding his responsibilities into IHS Markit’s Derivatives business. The key mandate is to provide solutions addressing challenges faced by our customers in today’s ever changing regulatory landscape.

Sage graduated from Manchester Business School, UK with a BSc (Hons) International Business, Finance and Economics

12:0012:25

Why collateral management needs an integrated approach?
Presentation

12:00 - 12:25

  • What are the lessons learnt from previous implementation phases?
  • Implications for IM entities coming into scope
  • Benefits of a fully integrated collateral management model for various collateralization
  • To what extend does an integrated approach minimize costs of collateral?
  • Implementation and infrastructure consideration
  • Other integrated collateral use cases: MC PFE, SA CCR and the benefits of one single collateral/risk platform
Sophie Marnhier-Foy

Global Principal Product Manager - Margin and Clearing Risk

CALYPSO TECHNOLOGY

Sophie Marnhier Foy is the Calypso global product manager for CCPs, Clearing Risk and Margin. In her role, she designs the Calypso margin solutions to meet the various regulatory margin and clearing requirements. Currently, Sophie works very cl osely with clients implementing ISDA SIMM, to ensure that their IOSO/BCBS compliance for Sept 2018, 2019 or 2020 will be successful. Ms Marnhier-Foy is also in charge of the margin services cloud initiative, which is offering native cloud micro-services. The first service is offering ISDA SIMM margin calculation and management.

Alan Sheehan

Director, Product Management - Collateral Management & Securities Finance

Calypso

Alan Sheehan is the Director of Product Management for Calypso’s Collateral Management and Securities Finance solution.  He has over 30 years’ experience in the Securities industry, gained from working for some of Europe’s largest Investment Banks. 

Alan has worked for Calypso for 14 years where he has been responsible for building Calypso’s Collateral Management and Securities Finance solutions from their inception. 

Prior to joining Calypso, Alan worked for Dresdner Bank in a number of senior operational roles including being the Global Head of Corporate Actions. His last role at Dresdner Bank was Project Managing the implementation of Calypso for Securities Financing. 

12:2514:00

Networking break - Resume at 2:00pm

11:55 - 14:00

14:0014:30

ESG in Credit
Presentation

14:20 - 14:50

  • Climate risk adjusted ratios for Credit Analytics models
  • Fundamental analysis of ESG into credit assessment scorecards
  • Asia Pacific's case study
Paul Bishop

Director, Credit Analytics

S&P GLOBAL MARKET INTELLIGENCE

Based in Singapore, Paul is the lead for Credit Analytics products in APAC. He has experience as a Product Manager in the credit and counterparty risk space, and was previously the Product Manager for ratings and credit content in EMEA, based in London. Prior to this, Paul focused on market strategy, covering Investment and Commercial Banks, private equity and credit markets. Before working at S&P Global, he was a private equity analyst, concentrating on the infrastructure asset class.

Edward McKeon

Director, Credit Risk Solutions

S&P Global Market Intelligence

Ed is a Director in the Credit Risk Solutions team of S&P Global Market Intelligence, based in Singapore. Since joining in 2012, he has managed and participated in the development, implementation, and validation of Basel II internal ratings systems, including Probability of Default (PD) and Loss Given Default (LGD) for low-default asset classes, for numerous clients across the EMEA and APAC regions.

Ed is part of the team in APAC, heading ASEAN & Pacific operations, since 2017. Prior to this he was part of the EMEA team in London, charged with managing our financial institutions (both banking and non-banking) Probability of Default (PD) solutions and delivering PD complex solutions and consultative assignments for Banks.

Ed holds an undergraduate degree in Accounting & Finance from Durham University. Ed also holds a postgraduate Masters in Science (MSc) in Investment Analysis from Aston University.

14:3015:10

ESG & Positive Impact Investing
Panel discussion

14:30 - 15:10

  • Innovation in sustainable investment products
  • From thematic strategies to positive Impact Investments
Eric Nietsch | Moderator

Head of ESG Research & Integration Asia

Manulife Investment Management

Based in Singapore, Eric is responsible for setting the ESG research, integration, and active ownership agenda in Asia. In his role, Eric conducts proprietary research to identify and manage investment risks and opportunities related to the sustainability strategies of companies in the region. Eric also works with Asian based portfolio managers on evaluating ESG exposures at a portfolio level. He collaborates with the ESG team on methodologies for product development and represents Manulife IM’s ESG capabilities among the local investment community..

Prior to joining Manulife Investment Management, Eric led the Sustainable Finance initiatives for Asia-Pacific at S&P Global where he helped to develop and launch the ESG Evaluation Framework.  He worked closely with analysts across the region to evaluate ESG exposures in corporate and infrastructure entities. Before joining the Sustainable Finance team, he covered various sectors as a credit ratings analyst at S&P in both the United States and Asia. Preceding S&P, Eric worked on an equity portfolio at Barclay’s PLC in New York, and on the special situations desk of the boutique investment bank StormHarbour Partners LP.

Eric holds a Bachelor of Arts in psychology from Colgate University. He is a CFA charterholder and a member of the CFA Society of Singapore.

Bruno Neukirch

Head of SG Index & Fund Solutions, Asia Pacific

Societe Generale

Mike Chen, Ph.D.

Director, Dynamic Equity; Lead Portfolio Manager, Global Sustainable Equity

PANAGORA

Dr. Chen is a Director of Portfolio Management at PanAgora, and the lead portfolio manager for Global Sustainable Strategy. In this role he is responsible for leading the development of PanAgora’s ESG strategy, including alpha research, portfolio management, and model and product development. He is also responsible for novel ML alpha research and model development in the Dynamic team and across the wider Equity group, and daily management of firm’s Dynamic portfolios. Dr. Chen’s research interests are in the areas of machine learning, ESG, and alternative datasets. In this capacity, Dr. Chen developed a novel ESG portfolio construction framework for which patent has been filed. Previously, he was a portfolio manager at PanAgora’s Stock Selector team.

Prior to joining PanAgora, Dr. Chen was a Portfolio Manager at BlackRock’s Scientific Active Equity (SAE) team, where his responsibilities include portfolio management and research into alpha insights for use across the entire SAE platform. While at SAE, Dr. Chen won “Signal of the Year” award for an alternative data signal he researched and developed. Prior to BlackRock, Dr. Chen worked at Google where he was a member of the team that managed Google’s fixed income investment portfolio. Dr. Chen started his career at Morgan Stanley in New York where he traded exotic US rates derivatives. While at Morgan Stanley, Dr. Chen researched, developed and patented a framework that allowed for pricing of derivatives based on two rate curves with dynamic multiplicative spread, one of the first such models on the street. 

Dr. Chen graduated from the University of Illinois in 2005 with a Ph.D. in Electrical and Computer Engineering, and has 14 years of financial industry experience. He has published in leading engineering and applied mathematics journals, and had been invited to talk at numerous academic and industry conferences.

Education:

University of Illinois, Ph.D., Electrical and Computer Engineering

University of Illinois, MSc, Mathematics

University of Illinois, MSc, Electrical and Computer Engineering

McGill University, B.Eng.- Honours, Electrical and Computer Engineering

               

Suchitra Subramanian

ESG Product Lead, Equities

SGX

Suchitra leads the development of ESG linked equities products at SGX. She is a part of SGX’s equities business and is currently driving new products innovation in the derivatives business. Most recently, she was responsible for the launch of Asia’s first international REIT sector futures and the FTSE Net Total Return Index series.

Suchitra joined SGX in 2019. Prior to this, Suchitra spent over 10 years in the Equity and Funds Solutions Group at Barclays, London across trading and structuring roles.

15:1015:40

Afternoon networking break

15:05 - 15:35

15:4016:20

Session

15:40 - 16:20

16:2016:50

Demystifying thematic equities: what investors need to know
Presentation

16:20 - 16:50

• What makes a good thematic equity investment?
• Which market segments or themes should Asian investors focus on?
• How does a thematic approach differ from traditional portfolio construction?
• Future proofing your thematic investment

Nirman Chhabra

Executive Director

TAURUS FAMILY OFFICE

Nirman has over 10 years of experience in financial services industry.
 
He started as a Management Associate in Citibank Delhi in Global Transaction Services business. He also worked with Institutional Markets business in Citibank Mumbai.
 
He then moved with Citibank Singapore specializing in fixed income asset class for the Private Bank and Retail Bank businesses.
He was part of the investment team helping to formulate Fixed Income and Credit Investment Strategy for the Wealth Business.

At Taurus, Nirman is actively involved in managing client portfolios and formulating investment strategies. His expertise lies in fixed income and equities. He takes a fundamental approach to analysing investments. He has also developed systematic strategies which complement fundamental analysis.

Nirman graduated from Univ. of Mumbai with a degree in Computer Sc. Engineering. He attained further degree in Business (Finance) from Indian Institute of Technology Kharagpur.
 

16:5016:50

Virtual day three ends

16:50 - 16:51

09:2509:30

Chairperson’s opening remarks

09:25 - 09:30

09:3010:00

Machine learning for asset managers
Keynote speech

09:30 - 10:00

10:0010:40

Understanding the different approaches to IBOR & modeling
Panel discussion

10:00 - 10:40

  • The Dynamic modeling of SOFR
  • Alternatives to implied volatility
  • IBOR fallbacks and quantitate finance
George Hong

Head of Asia-Pacific Quantitative Strategies and Global Product Head for Equities Modelling

Credit Suisse

Liang Wu

Executive Director, Head of CrossAsset Product Management

Numerix

10:4010:55

Morning networking break

10:35 - 11:00

10:5511:20

Volatility modeling & computational techniques: Differential machine learning and application to derivatives risk management
Presentation

11:15 - 11:30

Sylvain Forté

CEO

SESAMm

Sylvain is the co-founder and CEO of SESAMm, an innovative fintech company specializing in big data and artificial intelligence for investment.
Its team builds analytics and investment signals by analyzing billions of web articles and messages using natural language processing and machine learning, the core technologies behind SESAMm products TextReveal and SignalReveal.
Holding a double degree in engineering made in France and Germany, Sylvain's passion for artificial intelligence and finance led him to create SESAMm in 2014.
The company has offices in Paris, New York, Tokyo, and Tunis and works with major hedge funds, banks, and asset management clients around the world for both fundamental and quantitative use cases.

11:2011:45

Managing model risk in time of crisis
Presentation

10:55 - 11:15

Financial institutions rely on a huge number of analytical models, which are typically constructed under the assumption that the future will follow the pattern history suggests. However, it may not work anymore in a crisis environment. Join our session to explore: 

  • 101 ways a model can fail 

  • What a financial institution can or should do in an environment lack of regulatory enforcement 

  • Current market trends in relation to the governance of 'traditional & non-traditional' models 

  • How senior management buy-in & technology can combine to mitigate the effects of model risk 

Lu Yin

Principal Risk Advisor (Non-financial Risk)

SAS

Lu Yin’s primary focus at SAS is on the measurement and management of Non-Financial Risks, such as Model Risk, Operational Risk, and Data Risk to name a few. She has extensive experience working across the ASEAN region gained through working as a Quantitative Analyst at KPMG & Accenture. She’s also previously worked in house at Standard Chartered Bank as a Model Validator (focusing on Market & Liquidity Risks). She holds a PhD in Quantum Physics and is experienced in risk management and quantitative modeling.

11:3014:00

Networking break - Resume at 2:00pm

11:55 - 14:00

14:0014:40

Basel IV reforms: What’s next for Asia Pacific
Panel discussion

10:40 - 11:20

  • Asia’s current state-of-play: post Covid
  • How do financial institutions prepare to adopt and implement these changes while maintain financial stability
  • Weighting APAC’s specific risk appetite and roadblocks when implementing Basel IV reforms
  • How to evolve the bank’s internal models under regulatory and economic uncertainties
Ronaldo Peralta

Chief Risk Officer

UnionBank of Philippines

Frankie Phua

Managing Director, Head of Group Risk Management

UOB

Frankie Phua is the Managing Director and Head of Group Risk Management at UOB. In this role, he oversees all risk management matters for UOB Group including credit risk, market risk, balance sheet risk, operational risk, fraud, product control and model validation.

Prior to joining UOB Risk Management, Frankie spent more than 10 years as a corporate and investment banker at international banks.

Over the past 17 years in his career with UOB, Frankie has developed expertise in areas such as credit risk modelling, counterparty credit risk, economic capital, stress testing, credit portfolio optimization and country risk management. From 2004 to 2006, he was the Basel II Project Coordinator for UOB, where he led the Group’s Basel II Internal Rating-Based implementation and obtaining approval from the Monetary Authority of Singapore (MAS) to adopt the Internal Rating-Based Approach (IRBA) for credit risk with effect from 1 Jan 2008.

Frankie, a seasoned credit risk practitioner, is an active contributor to the risk management community. Currently he is Chairman and a Director of the Board of the Singapore Chapter of the Risk Management Association ("RMA"), an organization associated with RMA USA. He is currently appointed by Risk Management Institute (“RMI”), National University of Singapore ("NUS") as a lecturer for the Specialist Diploma course in Credit Risk Management – Corporate Banking. He is also regularly engaged by NUS RMI to teach customized risk management courses specially tailored to clients' needs.

Frankie is a frequent speaker and shares his perspectives and experiences at various international risk management conferences such as those organized by RiskMinds – the world's largest risk management conference, the International Swaps and Derivatives Association, the International Association of Credit Portfolio Managers (IACPM) and NUS RMI. Regionally, Frankie has also conducted credit risk training for banks in Cambodia, China, Hong Kong, Laos, Myanmar, Taiwan and Vietnam.

Frankie was conferred the IBF Fellow Award in Risk Management. The "IBF Fellow" is an industry veteran recognized for mastery and leadership in his profession, and commitment to industry development.

Jerome Mornet

Head of Global Risk Analytics Asia Pacific

HSBC

Jerome Mornet is Regional Head of Global Risk Analytics, Asia Pacific (GRA ASP) in HSBC’s Risk Department in Hong Kong. Mr Mornet is responsible for the credit risk models covering Wholesale portfolios for regulatory capital, stress testing and IFRS9, Market and Counterparty Credit Risk models, Financial Crime Risk models for HSBC Asia Pacific.

Prior to his current role in HSBC, Mr Mornet was responsible for the Credit Risk models for ANZ Group and also worked for various large international companies including , ING and Accenture. Mr Mornet holds a master of computer science and a master of business administration.

Yuji Nakata

Senior Advisor

Nomura Institute of Capital Market Research and Nomura Securities Co.

Senior Advisor of Nomura Institute of Capital Market Research and Nomura Securities Co. Nakata previously served in various senior management roles including the Head of Global Markets in Europe and the COO in Asia region.

Kiet Tran

Managing Director, Asia Pacific Financial Services

IHS MARKIT

Kiet Tran serves as managing director and heads the Financial Services division for IHS Markit in Asia Pacific.

Previously, he was the firm's global head of Pricing and Reference Data, an award-winning set of services providing independent pricing and market data to help financial institutions manage risk and operations effectively. As a senior leader, Mr. Tran has been involved in multiple acquisitions in the IHS Markit pricing, indices and loans businesses. He had joined Markit in 2005 to run North American credit operations and build the firm's comprehensive services for the syndicated loan market. He started his career as a fixed income analyst at BlackRock. Mr. Tran graduated magna cum laude with a degree in economics and business management from Binghamton University in New York, United States.

14:4015:20

Evolving business and operating models in the midst of risk and disruption
Panel discussion

15:00 - 15:40

  • A global view on risk factors and implications
  • Regulatory and compliance risk in Asia’s context
  • How to run effective stress testing and model risk management?
  • Resilience is key. But how can you map out your next steps?
Gaël Robert

Head of Risk Analytics

Mizuho

I am currently heading the Global Risk Analytics function at Mizuho.


I have started my career at Societe Generale's Economic Research Department focusing on the Eurozone. I have then worked on Counterparty Credit Risk modelling for Societe Generale, Deutsche Bank and Rabobank International in Paris, Tokyo, Hong Kong and London, putting in place centralised Monte Carlo frameworks, developing targeted solutions for wrong-way risk and non-vanilla transactions.


I hold a M.Sc. in Statistics & Economics from ParisTech ENSAE and a Master’s Degree from Sciences-Po Paris. I am a CQF and GARP FRM alumni.

15:2015:50

Afternoon networking break

15:05 - 15:35

15:5016:20

FRTB: risk & valuations – The data challenge
Fireside chat

11:20 - 12:00

  • A closer look at the new FRTB rules and data concerns imposed
  • How to revamp data infrastructure and lay a solid foundation with internal and external data?
  • Standardising and aligning data sets across front office, finance and risk
  • Real-life case study: How to map out a healthy data cycle
Murat Bozdemir

EMEA and APAC Head of Regulatory and Reference Data Solutions

Bloomberg

Murat heads Bloomberg's EMEA and APAC product development for Reference and Regulatory & Accounting Enterprise data solutions. He interacts with clients and regulators, identifying key challenges and supporting the development of new data sets. Murat has 16 years of risk management and compliance experience covering sell and buy side markets. Before joining Bloomberg, Murat worked as a Director at KPMG, advising clients in risk control, capital management, compliance and accounting.

Albert Chung

Global Head of Market Risk Analytics

Standard Chartered Bank

Albert Chung is the Global Head of Market Risk Analytics team in Standard Chartered, based in Singapore. He is responsible for market risk measurement methodologies (including VaR/ES, RniV, Economic Capital), governance of market risk models and FRTB model development. Albert has over 10 years of experience in market risk management and modelling across Asia. He has a PhD and Bachelor (1st honours) in Engineering from the University of New South Wales, Australia.

Oliwia Kozlowska

Executive Director, Market Risk Change & FRTB, Market Risk Control

UBS

Oliwia Kozlowska is the Market Risk Change and FRTB Lead for Market Risk Control (MRC) team in UBS. In her role, she drives MRC work related to various change initiatives and the implementation of FRTB rules, and is the Market Risk SME within the Bank's global FRTB programme. Prior to her current position, Oliwia spent 10 years in model validation and risk roles. Oliwia holds a PhD in Mathematical Finance from Birkbeck College, University of London.

16:2017:00

Managing liquidity risk in the COVID-impacted market
Panel discussion

12:00 - 12:40

  • The enhancing liquidity risk reporting and stress testing framework under global pandemic risk and disturbance
  • Real-life barriers in measuring intraday liquidity risk
  • Under new stress scenarios: What to expect from smart analytics and IT infrastructure
Bram van den Bergh

Head of Asset and Liability Management for Asia Pacific

NATIXIS

Bram van den Bergh is Head of Asset and Liability Management for Asia Pacific at Natixis, is based in Hong Kong and joined Natixis in 2017. Bram has over a decade of experience in Treasury and Asset and Liability Management and has an international background having worked in Amsterdam, London and Hong Kong at 4 financial institutions (ABN AMRO, Royal Bank of Scotland, Barclays and now Natixis).

Bram has a background in FX, Interest Rate Risk hedging and Liquidity & Capital Management. He has experience in managing bank balance sheets in Europe and Asia ensuring regulatory compliance and sound, robust and efficient risk management practices. Additionally, Bram has extensive experience in Strategic Restructuring Programmes. He has a Master of Science in Economics & Finance degree from Tilburg University in the Netherlands.

Amol Padhye

Head of Market Risk

HDFC Bank

Amol Padhye has 17+ years of strong experience in Treasury and Risk Management across Indian Banks, Foreign Banks and Risk Consulting space. He is an active speaker at various conferences across Asia focusing on Treasury and Risk Management.

Amol currently Heads Market Risk function at HDFC Bank where the role evolves around managing Trading Book Risk, Banking Book Risk, Liquidity Risk, Counterparty Credit Risk and Bank Credit Assessment in addition to supporting ICAAP, Group Risk and Country Risk Frameworks. Prior this this, worked as Director within Financial Services Risk Management practice of Ernst & Young LLP and led the practice for Treasury, Market & Liquidity Risk, ALM/ FTP advisory. Before EY, worked with BNP Paribas-India as Associate Director and Head Risk-Investment & Markets where the role covered setting up and running Market & Liquidity Risk function and engage with senior management in India.

Jay Wolstenholme

Research Director

Chartis Research

Jay Wolstenholme is the Research Director at Chartis Research. Jay was most recently a Senior Principal at Finastra. Prior to this he spent 4 years as a Senior Analyst at Celent, 4 years as the Director of Capital Markets at HP, 5 years as a Research Director at Gartner and his first 8 years in industry as a Group Manager in fixed income IT at UBS.
Jay holds a BFA from Cooper Union, a BA from Saint Lawrence University and an MBA in Finance from NYU Stern School of Business. Additionally, Jay is Series 7 certified with FINRA.


 

17:0017:05

Chairperson’s closing remarks

16:00 - 16:05

17:0517:05

End of Asia Risk Congress 2020

17:05 - 17:10