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

09:00

Morning keynote address: Compare and contrast regional regulatory regimes & the roles of central banks

09:30

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

  • Brexit and regulatory alignment
  • Market fragmentation
  • Data governance
  • New financial regulations

Audience live polling panel

10:15

Morning networking break

Risk & Regulation Stage

11:00

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

11:30

Latest developments on FRTB

  • Reviewing the latest FRTB consultations
  • Standardised Approach vs Internal Model Approach in the region
  • Practical Examples of Implementing different approaches of FRTB
  • Applications of FRTB in Regional vs International banks
  • Overcoming P&L Attribution Challenges and P&L Calculation
  • Addressing the Data Challenges of FRTB

12:00

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

Collateral & Clearing Stage

11:00

Collateral and market fragmentation

  • How is market fragmentation impacting multinational banks?
  • How to post collateral in different jurisdictions with different requirements?
  • What are the latest developments in collateral transformation and funding?

11:30

Clearing and margin models

  • Risk Exposure
  • Member losses

12:00

Managing transaction and clearing issues

  • SGX and clearing, and futures
  • Clearing vs futures – what is the path ahead?

12:30

Networking Lunch

13:30

Women in Leadership

Risk & Regulation Stage

14:00

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

14:30

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

15:00

The quest for AML/KYC/CDD effectiveness and efficiency

  • Is there a pressing need for banks to improve their AML/KYC/ processes?
  • Are most entities using outdated measures to identify risky customers?
  • How can AI and cognitive technology be applied to increase effectiveness of AML/KYC/CDD?

Collateral & Clearing Stage

14:00

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

14:30

Initial Margin and MVA

  • MVA modelling approaches
  • Computation challenges for SIMM-based MVA
  • Practical business and technology challenges of MVA

15:00

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

15:30

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

16:15

Innovation session on bank innovators and startups

17:00

Chairperson’s closing remarks and end of day one

Day Two - 11 September

08:30

Registration

08:55

Chairperson’s Opening Remarks

09:00

Morning keynote address: Managing Global Financial Risks and Opportunities

09:30

Interactive Regional CIO panel

  • 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

10:15

Morning networking break

Investment & Markets Stage

11:00

Asset Allocation

  • Active Passive
  • Fixed income, ETF
  • QE + low volatility
  • Cycle aware asset allocation

11:30

Fixed income derivatives in an increasingly connected global derivatives market

  • Interest rate outlook and the underlying risks
  • How can fixed income 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?

12:00

Yield enhancement strategies for derivatives

  • What yield enhancement offerings are providing the best returns?
  • Risk appetite and volatility
  • Dealing with credit risk concerns
  • Examples of effective portfolio volatility reduction strategies

Buy side Derivatives Stage

11:00

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?

11:30

Implications of latest regulatory and settlement changes on collateral management operations

  • What are the operational challenges under the current regulatory landscape?
  • How has Brexit impacted collateral management strategies
  • How will post-Brexit shock affect your clearing decisions?
  • What is the impact of margin rules on the central clearing market?
  • How are institutions coping with heightened demand in transaction reporting and managing documentation? What is the effectiveness of standardisation of CSA format?

12:00

China, hedging with limited instruments

  • Making the most of the derivatives liberalisation
  • How far will regulations be relaxed?
  • How are stock index futures being used?
  • How does hedging come into play in the formation of fund products for onshore and offshore investors?
  • A look into short trading and short strategies in the Chinese market

12:30

Networking Lunch

13:30

Women in Leadership

Investment & Markets Stage

14:00

Quant Investment Strategies – state of play

  • Utilising machine learning for premia selection and allocation
  • QIS, asset diversification and hedging strategies
  • Alternative risk premia in a time of correlation breakdown

14:30

Factor Based Investment – victim of its own popularity?

  • Investor crowding and diminished valuation?
  • Rewards come to those who wait, are spread across geographies, across asset classes and aware of cycles

15:00

Risk premia strategies in a time of uncertainty – correct models but incorrect outcomes?

  • Defining the risks of risk premia
  • Explaining the disappointment in risk premia strategies in the February and October 2018 market incidents
  • The need for a hierarchical risk allocation process based on equity and bond returns

Buy side Derivatives Stage

14:00

Collateral management 2020

  • Developing an IM segregation mechanism
  • IM management: Tri-party collateralisation, auto allocation and margin call process
  • Preparation for 2020

14:30

The path to IM 2020 and beyond

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

15:00

Navigating the regulatory maze with collateral and liquidity optimisation

  • Collateral types for IM regulations
  • How the view on collateral optimisation is changing as margining rules phrase in over time?
  • Challenges for buy-side – how to source liquidity and access collateral?
  • How to take a forward approach in collateral inventory? What are the new types of collateral?
  • What are the latest developments on collateral transformation and funding?

15:30

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?

16:15

Innovation session on bank innovators and startups

17:00

Chairperson’s closing remarks and end of conference