Coffee and Registration

Welcome Address: Chris Jeffery, Editor, ASIA RISK MAGAZINE

Opening Address: The financial crisis – Impact on the Australian economy

Brian Redican, Chief Economist, MACQUARIE BANK

International CRO Roundtable: After the big bang – What does the future hold for CROs? Where should we be channelling our risk management resources in the short and medium term?

• The opportunities and challenges facing the CROs
• Cross border risk management – lessons from different markets
• Do CROs understand all the risks and are they able to find obscure risks?

Moderator: Curt McDonald, Head of Risk, AUSTRALIAN CAPITAL EQUITY
David Wright, Group Vice-President & Director, Risk Monitoring and Analysis, FEDERAL RESERVE BANK OF SAN FRANCISCO
Dr Hemant Manuj, Director – Risk, INFRASTRUCUTRE DEVELOPMENT FINANCE COMPANY, India
Ioannis Akkizibis, Senior Analyst of Financial Risks, FRS GLOBAL

Morning Break with networking opportunities

STREAM ONE
Risk management for derivatives trading

STREAM TWO
Alternative assets risk management and investment

Chair’s Opening Remarks
Chris Jeffery, Editor, ASIA RISK MAGAZINE

Chair’s Opening Remarks
Melissa Babbage, Head of Global Finance and Foreign Exchange, DEUTSCHE BANK

Managing superannuation funds amid volatile markets

• Market and supers performance
• Impact of volatile market conditions
• Managing risks and dealing with volatility
• Looking to future
  
  

Damian Lillicrap, Head of Portfolio Construction, QIC

Creating investment opportunities and achieving alpha from private equity

• Private equity comes of age
• PE in the lucky country
• Finding Mr Right (or at least Mr Above Average)
• But will you still love me tomorrow
  

Tom Beecroft, Director, NAVIS CAPITAL PARTNERS

VaR models and the market crisis

• Why many VaR models failed in 2007 and what can be done ?
• Latest backtesting results
• Implications for hedging, capital
• Managing model risk in VaR models

Elizabeth Sheedy, Associate Professor, MACQUARIE UNIVERSITY

Panel Discussion: Portfolio and risk management in times of high inflation

• Review of the products and the development of the fast growing inflation market
• How can investors build an inflation-resistant portfolio?
• What’s available for inflation linked investments?
• To what extent are portfolio managers diversifying into inflation-linked assets?

Moderator: Melissa Babbage, Head of Global Finance and Foreign Exchange, DEUTSCHE BANK
Phil Combes, Treasurer, NEW ZEALAND DEBT MANAGEMENT OFFICE
Robert DaSilva, Managing Director, Asia Pacific Fixed Income, PRINCIPAL GLOBAL INVESTORS AUSTRALIA
Sidney Chong, Head of Fixed Interest, Cash and Currency, BT FINANCIAL GROUP
Dr Nash Stephen, Head of Fixed Income and Cash, STATE STREET GLOBAL ADVISORS

Lunch with networking opportunities

Liquidity Risk Management

• Analysing market liquidity
• Analysis of funding liquidity in regards to
- Behavior analysis
- Credit risk exposure and facilities
- Market risk
• Subprime and liquidity crisis
• Monitoring, controlling and reporting liquidity

Ioannis Akkizibis, Senior Analyst of Financial Risks, FRS GLOBAL

Portfolio Construction for Managed FX Alpha and Managed Global Macro Alpha

Udi Epstein, Director, FX Structuring, DEUTSCHE BANK Singapore

Risk management of equity derivatives trading on ASX

• Pricing difficulties in listed equity derivatives
• The European Exchanges move to the fair Value settlement methodology
• ASX consultation about the fair value settlement methodology

David Stocken, Manager, Trading and Derivatives, Equity Markets, AUSTRALIAN SECUTIRIES EXCHANGE

Anthony Limbrick, Chairman and CIO, PURE CAPITAL

Afternoon break with networking opportunities

Panel Discussion: Global risk challenges

• Review of recent global risks
• Impact of global market developments on Australia
• Implications for financial markets on investment objectives and strategies
  
• Crystal Ball: Credit Risk 2009 – panellists will discuss their market concerns

Moderator: Chris Jeffery, Editor, ASIA RISK MAGAZINE
Curt McDonald, Head of Risk, AUSTRALIAN CAPITAL EQUITY
Damian Lillicrap, Head of Portfolio Construction, QIC
Warren Hogan, Head of Australian Economics, ANZ BANK
Ram Doss, General Manager, Risk & Performance Management, TREASURY CORPOATION OF VICTORIA
Jean-Marc Schwob, Product Manager, Adaptiv Credit Risk, Adaptiv/Product Management, SUNGARD ASIA PACIFIC

Mathew Collett, CEO, PRESIDIUM CAPITAL

Asia investments: Investing in China markets

• Review of the trends and developments of Chinese equity markets
• Factors affecting the performance of the equity markets
• What are the challenges and opportunities amid the volatile market conditions?
• Forecasting the investment risk in China post 2008

Dr Hing S Tang, Investment Director, Quants, BOCI PRUDENTIAL ASSET MANAGEMENT LTD HONG KONG

Chairman’s Closing Remarks

Risk Australia Rankings Presentation and Cocktail Reception

End of Day One