Coffee and Registration

Welcome Address: Chris Jeffery, Editor, ASIA RISK MAGAZINE

Keynote Address: Latest developments in Australian regulations and their impact on the financial markets

David Rush, GM of Policy Development, APRA

Keynote address: The credit turmoil and road to stability – a supervisory perspective

• The subprime problem and credit market contagion
• Challenges for regulators
• Next steps

Mr David Wright, Group Vice-President & Director, Risk Monitoring and Analysis, FEDERAL RESERVE BANK OF SAN FRANCISCO

Panel discussion: Market demands and investors’ expectations for 2009

• What do investors expect from structured products in 2009?
• How do structured products now fit into a client’s portfolio?
• Hedging structured products risks
• How have structured products recently achieved financial goals?

Moderator: Chris Jeffery, Editor, ASIA RISK MAGAZINE
Gerald Naughton, Investment Director, Head of Funds and Structured Team, AMP CAPITAL INVESTORS
Aaron Minney, Head of Alpha Strategies, Global Investment Solutions, COLONIAL FIRST STATE GLOBAL ASSET MANAGEMENT
Andrew Baume, Director, Product Development, Asset Management, CHALLENGER FINANCIAL GROUP
Joerg Koeppenkastrop

Morning Break with Networking Opportunities

STREAM ONE
Current and Future Risk Management and Governance

STREAM TWO
Developing the Structured Products and Derivatives Market

Chair’s Opening Remarks: Chris Jeffrey, Editor, ASIA RISK MAGAZINE

Chair’s Opening Remarks:

Panel Discussion: Basel II & governance for Australian banks

• Basel II and advanced accreditation - Review of models
• Implementation challenges to date
• Future implementation

Moderator: Martin Tolar, CEO, AUSTRALASIAN COMPLIANCE I NSTITUTE
Graham Johnson, General Manager, Diversified Institutions Division, APRA
Ioannis Akkizibis, Senior Analyst of Financial Risks, FRSGLOBAL
Frank Ashe, Associate Professor, Applied Finance Centre, MACQUARIE UNIVERSITY

Structured products for Australian investors – the road ahead

• How have structured products fared through recent volatility?
• Overcoming challenges in introducing structured products
• Evolution of structured products: where are we heading for 2009?
• Transparency of 2008 models

Andrew Baume, Director, Product Development, Asset Management CHALLENGER FINANCIAL GROUP

Lunch with networking opportunities

Developments in the liquidity of exchange-traded equity derivative products

• SPI200 Futures versus other Asia-Pacific stock index futures
• Development of liquidity through time for SPI200 Futures
• Trading activity of ASX Exchange Traded Options
• Development of liquidity of ASX Exchange Traded Options

Dr Andrew Lepone, Senior Lecturer, Finance Discipline, UNIVERSITY OF SYDNEY

• Are all CDO's alike
  
• Market participants: then and now?
• Pricing transparency
  
• Secondary trading and CDS on structured products
  
• Case study

Ben Stammer, Director, Debt and Derivatives, DEUTSCHE BANK
Travis Miller, VP, Debt and Derivatives, DEUTSCHE BANK

Risk, Return and Capital: Doing ERM Right

• Understanding risk
• Identifying risks that change characteristics
• Identifying systemic risks and severe events
• Relevance to shareholder value
• Risk mitigation vs capital reserves
• Strengths and weaknesses of current models
• Meaningful risk-based capital allocation

Martin Paino, Director, KPMG

Investing in property linked structured products

Alun Pope, Senior Quantitative Analyst, RISMARK INTERNATIONAL

Afternoon break with networking opportunities

Interest Rates into end 2008 and beyond

• Global interest rate paths
• Global corporate debt market trends into end 2008
• Default rates and fundamental value
• The Australian sovereign curve
• Australian corporate credit margins
  

Peter Pontikis, Group Treasury Strategist, SUNCORP BANKING

Asian Investments: Risk management in India

• Credit risk review – fallout in India
• Lessons learnt – challenges posed for investors
• What are the opportunities after the crisis?
• Forecasting the investment risk in India post 2008

Dr Hemant Manuj, Director – Risk, INFRASTRUCUTRE DEVELOPMENT FINANCE COMPANY, India

Chairman’s Closing Remarks

End of Conference