Programme

Asia Risk Congress 2020 agenda

ARC Agenda 2020

08:0008:55

Registration

08:00 - 08:55

08:5509:00

Chairperson’s welcome remarks

08:55 - 09:00

09:0009:30

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

09:00 - 09:30

09:3010:10

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

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

10:1010:40

Morning break

10:10 - 10:40

10:4016:45

Stream

LIBOR Summit Asia

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

10:40 - 11:20

  • The transition impact on leading firms
  • Implementation risks examples
  • Outlining the essentials of programme and transition planning
Panel discussion: Operational preparation and transition checklist

11:20 - 12:00

  • 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
Presentation: Local benchmark reform

13:40 - 14:20

  • From the SGD Swap Offer Rate (SOR) to the Taking a closer look at the different stages of RFR development in Asia-Pacific
  • Determining calculation methods of ARRs
  • Other alternative reference rates outside of Asia-Pacific: SOFR & SONIA
Networking Lunch

12:40 - 13:40

Panel: Libor transition impact on Asia’s buy side – what can we expect?

13:40 - 14:20

  • Portfolio valuation and benchmarks – how will the performance and management fees be affected?
  • Client documents, Instrument-related contracts, and fund documentation – discussing Ibor’s impact here.
  • The effect of the EU’s Benchmark Regulation has on the transition process in Asia
Ibor transition across Derivatives and Cash markets: next steps and challenges

14:50 - 15:40

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

14:50 - 15:20

Presentation: Ibor transition across derivatives and cash markets: challenges and next steps

15:20 - 16:00

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

16:00 - 16:05

Stream

Margining and Derivatives Forum

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

10:40 - 11:20

  • Clearing cross currency swap transactions – lessons learned
  • The increase of trades during Asian hours, how long will this trend go on for?
  • OTC vs futures markets
  • An increase of hedging as a result of the Coronavirus – taking a closer look
Panel: Navigating uncleared margin rules (UMR) – preparing an array of tools and techniques that suits the evolving UMR landscape

11:20 - 12:00

  • How well prepared (or ill-prepared) are banks and buy-side firms when dealing with the process of posting margins?
  • Managing the clock and delivering Phase 6 in time before the September 2021 deadline
  • Managing AANA and minimum thresholds
Panel: Margining and clearing for the OTC FX and derivatives market

12:00 - 12:40

  • Clearing OTC FX products and margin – best practises
  • A deeper discussion on capital ratios and margin requirements
  • The Coronavirus’ impact on the OTC derivatives market – the potential creation of a multi trillion dollar short on margin calls
  • Developments in major currency alternative rates in the derivatives market
Networking lunch

12:40 - 13:40

Panel: CTM (collateralized to market) versus STM (settle to market) accounting treatments

13:40 - 14:20

  • CTM and STM for OTC Derivatives Transactions
  • Looking at capital rules and Internal risk models from a regulator’s perspective
  • CTM vs STM - Global vs local practises
  • Counterparty credit risks
Deep dive: Embracing the right technology stack to achieve phase 5 and 6 IM implementation

14:20 - 14:50

  • Achieving an efficient target operating model, what should regional banks and buy-side firms look for?
  • Benefits of a fully integrated collateral management model for collateralization purposes
  • Lessons learnt from previous implementation phases? 
Afternoon Break

14:50 - 15:20

Fire-side chat: Financial market infrastructures principles

15:20 - 16:00

  • Enhancing safety and efficiency in payments, clearing, settlement, and recording arrangements
  • Cyber resiliency for financial market infrastructures
  • Public quantitative disclosure standards for central counterparties
Closing remarks by Chairman

16:00 - 16:05

Stream

Risk & Regulation Summit

Basel IV reforms: what’s next for Asia Pacific

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
Panel discussion: FRTB: risk & valuations – the data challenge

11:20 - 12:00

  • A closer look at the new FRTB rules and data concerns imposed
  • How to revamp data infrastructure: 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 
Panel discussion: Managing liquidity risk in the COVID-impacted market

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
Networking Lunch

12:40 - 13:40

Panel: The ever-developing IT resilience: how cloud-first strategy hedges against operational risk?

13:40 - 14:20

  • Stay ahead of the turbulent market: how latest market intelligence can be accessed, shared and communicated via cloud
  • How cloud-based systems can address to real-life demands from trading operations, and what are the value to add in business cycles?
  • The future-proofed risk management: cyber risk, data quality and reinforced resilience metrics
ESG in Credit

14:20 - 14:50

  • Climate risk adjusted ratios for Credit Analytics models
  • Fundamental analysis of ESG into credit assessment scorecards
  • APAC case study
Afternoon break

14:50 - 15:20

Panel discussion : The new Interest Rate Risk in Banking Book standards (IRRBB): from market risk to structural risk

15:20 - 16:00

  • The transforming risk measurement and challenges ahead
  • What are the underlying risk drivers?
  • Rethinking behavioral modelling and stress testing for forward-looking models
Closing remarks by Chairman

16:00 - 16:05

09:3009:35

Live Poll: Interactive live polling questions:

09:30 - 09:35

  • How is COVID-19 affecting the operations in your business and what are the implications or future movements?
  • What are some emerging non-financial risk you are witnessing?
  • What are the main focus of your business to achieve operational resiliency?

09:3509:55

COO panel: The new risk paradigm

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

09:5510:25

Panel: Climate risk: the next frontier in ESG

13:10 - 14:00

  • Climate risk: is Covid-19 driving climate change off the global agenda? How should firms adjust portfolio and exposures accordingly?
  • Drivers and barriers of ESG integration
  • Translating and quantifying ESG data in risk metrics
  • Making the best business case for ESG

10:2510:40

Morning Break

10:20 - 10:50

10:4010:50

In conversation with CRO

10:50 - 11:05

  • What are the biggest non-financial risk you are foreseeing?

10:5011:10

Panel: Anti-money laundering: practical compliance and evolving trends

11:20 - 12:10

  • What are the main AML/CFT trends affecting the Asia Pacific markets?
  • Lesson learnt from Covid-19: new threats and solution
  • Identifying and mitigating sanction risks and meeting regulatory expectations
  • Deploying technologies and automation
  • How to design comprehensive data modelling and integration initiatives?

11:1011:30

Out-of-industry guest speaker: How in the World Does NASA Manage Their Risks?

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

11:3023:50

Fire-side chat: Geopolitical recessions: what our changing world means for power, politics and trade

11:45 - 12:15

  • Major trend lines that are looming over global markets: how are that affecting business in Asia?
  • Under the water of regulatory uncertainties: how are financial institutions coping with political risk both abroad and at home?
  • How do you integrate geopolitical risk into stress testing and scenario analysis?

11:5011:50

Virtual day one ends

00:15 - 00:16

09:3009:35

Live Polls Interactive: live polling questions

09:30 - 09:35

  • Under the shadow of COVID-19: what are some main focus on the BASEL reform?
  • The LIBOR reform: what is the next step for Asia Pacific?
  • What are some key challenges to keep track with the changing regulatory landscape

09:3510:05

Fire-side chat: Local benchmark reform from Asia’s banking and financial sector

09:35 - 10:05

10:0510:35

Panel Discussion: The Impact of COVID-19 on IBOR Transition Plans

10:05 - 10:35

  • What is the likelihood of IBOR-referencing loan products being extended beyond Q3 2020?
  • How will Covid-19 affect the issue of liquidity and lending rates?

10:3510:50

Morning Break

10:20 - 10:50

10:5011:20

Presentation: IBOR Transition

10:50 - 11:10

11:2011:50

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

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?

11:5011:50

Virtual day two ends

12:10 - 12:11

09:3009:35

Live Polls: Interactive live polling questions

09:30 - 09:35

  • How will the regulatory delay on the last two phases of UMR impact Asia’s regional banks and buy-side?
  • What will be the biggest market challenge to the Asian derivatives and futures market in the next 6 – 12 months?
  • How soon will market participants in Asia fully embrace automation and big data as part of their daily operations?

09:3510:05

Panel discussion: The future outlook of Asia’s clearing and futures market

09:35 - 10:05

  • The increase of trades during Asian hours, how long will this trend go on for?
  • OTC vs futures markets

10:0510:35

Presentation: Deep dive: Embracing the right technology stack to achieve phase 5 and 6 IM implementation

10:05 - 10:35

10:3510:50

Morning Break

10:20 - 10:50

10:5011:20

Panel: Digitally transforming and automating the derivatives market

13:40 - 14:20

  • Advancing the derivatives market from the 2G era and into the future – accessing the challenges here
  • Utilizing, Big Data, AI, and Machine Learning to automate the trade lifecycle
  • Machine Learning and AI’s role in the repo, liquidity,

11:2011:50

Presentation: Margining and Derivatives

10:20 - 10:40

11:5011:50

Virtual event ends

12:15 - 12:16