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, SEACEN CENTRE

09:00

Keynote address: Recent regulatory and supervisory developments and key challenges ahead

Pedro Duarte Neves, Former Vice-Governor; Senior Advisor of the Board, BANCO DE PORTUGAL 

09:15

Fireside Chat: Navigating the regulatory pressure-points in uncertain times  

  • Regulatory consistency across the region
  • Improving coordination among regulators in the region
  • Aligning regulatory timetables and the risk of jumping the gun
  • The risks and dangers of market fragmentation

Cathie Armour, Commissioner, AUSTRALIAN SECURITIES AND INVESTMENTS COMMISSION
Blake Evans-Pritchard, Bureau Chief, ASIA RISK

09:40 

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

Alexandre Bon, Head of Marketing, APAC, MUREX
Ravi Pandit, Executive Director, Rates and FX, CME GROUP
Frederick Shen, Head Global Treasury Business Management, OCBC BANK
Andrew Ng, Group Executive, MD Global Head of Treasury and Markets, DBS BANK
Jing Gu, Senior Counsel, INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION

Moderator:
Chris Davis, Derivatives Reporter, RISK.NET

10:20

Morning networking break

Stage 1

10:50

 LIBOR Endgame: Upcoming challenges & opportunities

  • RFR term-rates and the liquidity conundrum
  • Asia-specific concerns
  • Step by step: discounting switch, active transition, fallbacks

Alexandre Bon, Head of Marketing, APAC, MUREX

11:20

Agile Risk and finance analytics to drive business decision making

  • Transformation through innovation: Adopting and adapting to new technology trends
  • Strategies to modernize data, process and deploy advanced data analytics
  • Operational efficiency and business benefits: Leverage data and risk analytics for business insights
  • From risk quantification and compliance to balance sheet optimization

Dr. Dimitrios Papanastasiou, Head of Risk and Finance Solutions, MOODY’S ANALYTICS

11:50

 Financial Crimes: An AI based approach to improve screening of transactions and payments

  • The increasing effects of fraud and why better solutions are needed
  • Changing views of AI from regulators and financial institutions
  • Parties who could potentially be involved in financial crimes and how to correlate these
  • Use cases where fraud has been successfully reduced and avoided

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

Stage 2

10:50

Collateral Management 2019 and beyond  

  • Triparty as a flexible tool for repo, lending and IM
  • Bilateral vs triparty collateralisation
  • Benefits of triparty
  • The challenges of unlocking liquidity in Asian markets
  • The future of collateral

Tony Smith, Head of Collateral Management Product, Asia Pacific, BNY MELLON CLEARANCE AND COLLATERAL MANAGEMENT

11:20

Trends in Asian Clearing 

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

Kate Birchall, Head of Asia Pacific, LCH LTD
Bertrand d'Anselme, Head of Derivatives Clearing Services, APAC, BNP PARIBAS
Markus Georgi, Asia Head, Fixed Income Derivatives, Funding & Financing Sales, EUREX
Moderator: Costas Mourselas, Senior Staff Writer, RISK.NET

11:50

Fireside chat: The challenge of being a market maker in China

  • The demand and challenge of derivative market in China
  • Outlook for market and regulatory
  • Working with incomplete market data
  • Scaling Technology to Support a Unified Treasury Platform and Trading Business

Frank Wu, Global Head of Structured Products Trading PING AN BANK
Roger Wong, Managing Director, Client Solution Group, North Asia, NUMERIX

12:25

Networking Lunch

13:25

Asia Risk Congress Women in Leadership Panel 

  • Representation of women leadership in financial industry and in Singapore
  • Personal Branding
  • Unconscious bias and room for improvement

Feng Chang, Managing Director and head of Asia Pacific Cross Valuation Adjustment (XVA) Trading, BANK OF AMERICA
Selena Ling, Head of Treasury Research and Strategy, OCBC BANK
Agnes Koh, Chief Risk Officer, SGX

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

 Stage 1

14:05

What’s the data telling us on credit risk in China? 

  • Trade Tensions & China Risk Analysis: Research Recap from 2018
  • Year 2019 Update: What are we seeing now?
  • Reconciling Market Indicators & Fundamentals: Where does that leave China?

Paul Bishop, Director, Credit Risk Solutions, S&P GLOBAL MARKET INTELLIGENCE

14:35

Cognitive Compliance: Infuse operational risk and compliance with Natural Language Understanding

  • Improvements in how regulations can be categorized into obligation using AI
  • How AI can help with application of controls
  • Proposed benefits from AI in the compliance space

    Stephen Fox, Head of Risk and Compliance,  IBM ASIA PACIFIC

Stage 2

14:05

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

Valerian Crasto, MD and COO, Treasury & Markets, DBS
John Ho Hee Jung, Head, Legal, Financial Markets, STANDARD CHARTERED
Jacky Mak, Managing Director, HKEX
Moderator: Costas Mourselas, Senior Staff Writer, RISK.NET

14:35

Benchmarking CVA/XVA practices

  • Practical issues setting up XVA/CVA desk
  • How to hedge, manage, or reduce CVA/XVA and their risks?
  • How to optimise SA-CVA capital?
  • What is the latest on CVA/XVA accounting standards and capital regulations?
  • Effects of uncleared margin rules

Feng Chang, Managing Director and head of Asia Pacific Cross Valuation Adjustment (XVA) Trading, BANK OF AMERICA
Sage Patel, Head of Pricing, Valuations and Reference Data – Asia Pacific, IHS MARKIT

15:05

Afternoon Networking break

15:30

Regional Chief Risk Officer panel 

  • What’s keeping CROs 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

Mark Henderson, Chief Risk Officer, Asia, MUFG SECURITIES ASIA
Ahmad Shukri Abd Rahman, Chief Risk Officer, BANK RAKYAT
Frankie Phua, Managing Director and Head, Group Risk Management, UOB

Moderator: Samiran Mukhopadhyay, Director, Risk and Finance, APAC, WOLTERS KLUWER

16:10

Asia Risk Industry Roundtables – Future building blocks in the finance industry

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 perspectives.

Roundtable 1: AI/ML in Risk Management

  • Steven Scheurmann, Head of Financial Crime Insights, IBM ASIA PACIFIC

Roundtable 2 : LIBOR

  • Shawn Lim, Head of Rates & Credit consulting APAC, MUREX

Roundtable 3: Blockchain / DLT

  •  Yvonne Zhang, Head of Product & Partnerships, HEVEACONNECT PTE LTD

Roundtable 4: Regulatory Reforms

  • Rick Lakhiani, Director of Regulatory Reform Implementation, CITI BANK
16:50 Roundtable Harvest Session

17:10

Chairperson’s closing remarks and end of day one

Day Two - 11 September

08:15

Registration

08:55

Chairperson’s Opening Remarks

Aziz Durrani, Senior Financial Sector Specialist, SEACEN CENTRE

09:00

Keynote address: Managing Global Financial Risks and Opportunities

Taimur Baig, Managing Director and Chief Economist, Group Research,  DBS BANK

09:30

Investment risk and the long term view

  • Investment risk for long-term investors: an overview and how to measure
  • How does the current investment landscape affect the way long-term investors select their investment solutions?
  • Emerging trends and challenges on ALM practices
  • How will the role of ALM in managing liability and asset exposures continue to evolve?

Fanda Ho, Director, Head of Strategic Investment, PRUDENTIAL HONG KONG LIMITED
Chern Lu, Distinguished Professor of Harvard University BPSY; Chief Economist of MUSHROOM ARTIFICIAL INTELLIGENCE
Man Juttijudata, Assistant Secretary General, GOVERNMENT PENSION FUND OF THAILAND
Duong Minh Ngoc, Chief Risk Officer, ERGO INSURANCE
Moderator: Kiet Tran, Partner, APAC Head of Financial Services, IHS MARKIT

10:15

Morning networking break

Stage 1

11:00

The pillars of digital transformation 

  • Analytics
  • Communication
  • Workflow Automation

Queenie Chan, General Manager, APAC, Symphony Communication Services
Ryo Shimizu, Representative Director, Beacon Platform K.K.
Moderator: Justin Ho, Beacon Platform K.K.

11:30

Data from space: what’s in it for investors?

  • What is geospatial data?
  • The use of higher-frequency satellite images for investment insights
  • Possible applications
  • How will geospatial data become widely adopted in the financial sector?

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

12.00

Asset allocation clinic: solving your multi-asset strategy puzzle

  • Tactically adjust exposure to different assets based on market cycle
  • How blending a range of complementary styles adds resilience to a portfolio
  • The use of derivatives to mitigate portfolio risks

Jean-Louis Nakamura, Chief Investment Officer LOMBARD ODIER
Johan Jooste, MD, PURPLE INVESTMENTS
Catalin Burlacu, Head of Portfolio Solutions, UOB ASSET MANAGEMENT
Moderator: Chern Lu, Chief Economist Chief Investment Officer, XUAN HONG FINANCIAL GROUP

Stage 2

11:00

Navigating the regulatory maze: Initial margin for OTC derivatives

  • Phase 4 & 5: Impact on OTC participants across APAC
  • New Phase 6 implications for the market
  • 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?

Filippo Santilli, APAC Head of Liquidity and Segregation, BNY MELLON, HONG KONG
Paul Landless, Partner, CLIFFORD CHANCE 
Kishore Ramakrishnan, Partner, TEMPLE GRANGE PARTNERS

12:00

Fireside chat: Addressing Buy-side hedging needs in the Asian time zone 

  • Hedging challenges in Asia markets
  • Risk management tools available for hedging Feedback from
  • Buy Side on their priorities for hedging requirements

Bipin Patel, Group Chief Risk Officer, HKEX
Chris Davis, Derivatives Reporter, RISK.NET

12:30

Networking Lunch

13:30

Asia Risk Congress Women in Diversity and Inclusion Panel

  • Diversity and inclusion in buy-side firms in the region
  • Corporate governance and challenging status quo
  • Effects of diversity on portfolio risk management

Varsha Bipinchandra, Head of Governance & Risk, SINGAPORE LIFE
Karen LM Chan, Chief Risk Officer, DWS INVESTMENTS
Guan Yi Low, Chief Investment Officer, EASTSPRING INVESTMENTS
Moderator: Kate Lin, Reporter, RISK.NET

Stage 1

14:10

Responsible investing: quantifying the risk of climate change 

  • What are the ultimate risks to the portfolio faced by climate change?
  • Measuring and monitoring the risks
  • How to integrate climate change into investment analysis and tie risk management
  • How does the appetite for ESG investments differ between long-term and short-term investors?

Jean-Louis Nakamura, Chief Investment Officer LOMBARD ODIER
Jenn-Hui Tan, Global Head of Stewardship and Sustainable Investing FIDELITY INTERNATIONAL
Jonas von Oldenskiöld Director, Asset Management, SWISS REINSURANCE
Moderator: Shota Ishii, Co-founder & CEO, SAPIAT

14:40

How to succeed in AI and quant investing  

  • What value can machine learning techniques add to a quantitative investment strategy?
  • How can non-quantitative investors leverage AI and machine learning?
  • What are the challenges in making machine learning reach its full potential in investment strategies?
  • How is the data landscape changing and what data is needed for an effective quant investing strategy?

Ben Dunn, CIO, Quantitative Strategies, EASTSPRING

Stage 2

14:10

Reducing complexity and friction in FX markets

  • Credit and capital resourcing for OTC FX participants
  • Regulatory changes & impact on FX futures products
  • Navigating derivatives trading: the Asian perspective
  • What will the FX market look like in five years?

Keeve Tan, Head, Futures & Leveraged FX, OCBC Securities­

Stanley Park, Managing Director, Head of Legal Asia Pacific, Scotia Bank

Jean-Philippe Malé, Chief Executive Officer, BIDFX

Marko Stanojevic, VP, NDF Trading,  DAX PARTNERS LP

ModeratorLam Kok Chong (KC) Head of FX and Rates, FICC, SGX

14:40

Benchmark reform and future of alternative benchmarks

  • What is the latest global approach to term risk free rates?
  • Who is driving demand for term risk free rates?
  • Will IBOR’s, risk free rates and term risk free rates co-exist?

Ross Allen, Managing Director, IHS MARKIT

15:10

Afternoon Networking break

15:40

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?

Sanjay Guglani, Chief Investment Officer, Silverdale
Nirman Chhabra, Director, Investment Manager, TAURUS WEALTH
Vishal Nanwani, Managing Director, Portfolio Management, CROSSINVEST
James Cheo, Chief Market Strategist, Southeast Asia, HSBC PRIVATE BANKING
Moderator: Kiet Tran, Partner, APAC Head of Financial Services, IHS MARKIT

16:10

Industry Think Tank: 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?

From the fintechs:

Ned Phillips, Founder and CEO, BAMBU
Scott Treloar, Founder, NOVISCIENT
Maggie Ng, Co-Founder and CRO, FINEX ASIA

From the buy-side:

Juliana Chua, Head, Digital Transformation Office, NTUC INCOME
Robin Kaniah, Director, Global Distribution LEGG MASON GLOBAL ASSET MANAGEMENT
Ankur Agrawal, Head - Data & Tech Innovation Asia, AXA
Moderator: Malik Kotadia, Co-founder and Chairman, FINNOVATION LABS

 

17:00

Chairperson’s closing remarks and end of conference