Risk Australia, 16 August 2018, The Westin Sydney




Welcoming remarks


Structural reforms in Australia’s financial institutions and financial markets


Panel discussion: Pace of regulatory changes in Australia versus the rest of the world

  • Global issues to potentially impact Australian market – Libor reforms, Brexit and Trump Administration
  • What are the focusing areas of financial regulation in Australia in the near future?
  • Will Australia undergo fundamental shifts in its regulatory enforcement landscape?
  • Identifying necessary steps Australian regulators need to take to encourage innovation while maintain financial stability
  • What regulatory changes are likely to be introduced in Australia as a result of the proposed open banking regime?

Campbell Nicoll


Effective Stress testing – Integral for capital, liquidity planning and risk management

  • What regulatory stress testing regime is in the best interests for the Australian economy?
  • The pro’s and con’s on BCBS’s consultative document to strengthen global bank stress testing
  • How will the inclusion of IFRS 9 impose change on stress testing frameworks
  • Utilising stress testing results for making informed business decisions and setting risk appetite
  • Best practices for allocating resources and formulating organisational structures to adequately meet the objectives of stress testing frameworks

Nick Horn, Senior Financial Risk Advisor- Stress Testing, SUNCORP GROUP


Morning coffee break


Collateral management in non-centrally cleared derivatives markets

  • Advantages for buy-side to adapt to the increased frequency and settlement rigidity of margin calls
  • Discovering shifts in the landscape around deposits versus repo in Australia
  • Collateral and liquidity optimisation under regulatory changes
  • Best practices in maximising capital efficiency and promoting cross-border / cross currency collateral mobility?
  • Understanding the important margining rules around CVA and xVA capital

Filippo Santilli, Managing Director, APAC Head of Sales and Relationship Management, BNY MELLON, HONG KONG




Industry roundtable – Future building blocks in the finance industry

This round table session provides an opportunity for members of the financial industry to discuss additional hot button topics apart from the conventional risk and regulation topics.

Audience are free to join any of the six tables labeled with a topic and chaired by a renowned industry specialists who will lead the discussion at each table, draft the summary of topics discussed and present all findings.

Round table topics:

  1. Artificial intelligence / machine learning in risk
  2. End of LIBOR
  3. Conduct risk
  4. Distributed ledger technology in payment (blockchain)
  5. Risk data analytics and governance
  6. Data management


Explore global regulatory reforms in centrally-cleared derivatives markets and the impact on Australian financial sector

  • Recognition of UK CCPs in the EU after BREXIT – How will it affect Australian trading businesses?
  • Accessing cross-border trading behaviour between Australia, the UK and EU after BREXIT
  • Challenges of transferring existing centrally-cleared derivatives portfolios from UK to EU CCPs
  • Managing legacy OTC derivatives transactions under the absence of LIBOR in 2021
  • Swap agents – An alternative to the non-centrally cleared derivatives in Australia?

Stuart Anderson, Director, Transition Management, BLACKROCK
Marcus Robinson, Asia Pacific Head of Rates & FX Derivatives, LCH


Afternoon coffee break 


Analyzing Australia’s superannuation investment strategies

  • Reviewing the Regulatory Guide 97 and its influence on superannuation investment strategies
  • Explore why super funds embrace derivatives to perform a wider range of investment functions
  • Impact investing – The positive and negative implications on superannuation fund investments
  • Superannuation funds turning to overseas markets for fixed interest investments to the non-centrally cleared derivatives in Australia?


The impact of regulatory trends on conduct risk

  • How will the Royal Commission transform Australia's risk and compliance culture?
  • Embedding good conduct, compliance and risk management in the business at a strategic level
  • What impact will the BEAR regime have on conduct regulation and individual accountability?
  • Achieving balance between regulations and standards without increasing administrative cost related burdens

Campbell Nicoll, Chief Risk Officer, Regional Australia Bank
John Feeney, Head of Conduct (C&IB), National Australia Bank
Chris Van Homrigh, Former ASIC Executive


Closing remarks


End of conference

AsiaRisk reserves the right to change the programme where necessary.