Programme

Programme

Programme

Risk Australia, 16 August 2018, The Westin Sydney

08:00

Registration

08:50

Welcoming remarks

Mark Naisbitt, CEO, MNC LIMITED

09:00

Keynote: Understanding the US-China conflict while identifying risks and opportunities in the region

Bill Evans, Chief Economist, WESTPAC BANKING CORPORATION

09:30

The impact of regulatory trends on conduct risk

  • How will the Royal Commission transform Australia's risk and compliance culture?
  • What impact will the BEAR regime have on conduct regulation and individual accountability?
  • Embedding good conduct, compliance and risk management in the business at a strategic level
  • How can resources be used effectively to achieve balance between meeting the demands of regulation and effective risk management whilst being on top of costs
  • What is the most important feature to get right in a Conduct program?

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

Panel speakers:
Chris Van Homrigh
, Banking & Financial Services Consultant
John Feeney, Head of Conduct (C&IB), NATIONAL AUSTRALIA BANK
Anatoly Kirievsky, Chief Compliance Officer, OPTIVER ASIA PACIFIC
Campbell Nicoll, Chief Risk Officer, REGIONAL AUSTRALIA BANK

10:20

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

  • How does the US stress testing model account for systemic risk: CCAR versus DFAST
  • 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

Mark Naisbitt, CEO, MNC LIMITED
Nick Horn, Senior Financial Risk Advisor- Stress Testing, SUNCORP GROUP

10:50

Morning coffee break

11:20

Collateral management in non-centrally cleared derivatives markets

  • Impact on the buy-side of increased frequency and 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?

Moderator:
Narayanan Somasudaram
, Hong Kong Bureau Chief, RISK.NET

Panel speakers:
Filippo Santilli
, Managing Director, APAC Head of Liquidity and Segregation, BNY MELLON, HONG KONG
Karl Wyborn, Managing Director, Global Head of Sales, CLOUDMARGIN
Peter Duff, Executive Director - Pricing, Capital & Valuation Adjustments - Institutional Banking & Markets, COMMONWEALTH BANK OF AUSTRALIA

12:20

Lunch

13:10

Industry round-table – Future building blocks in the finance industry

Take the day’s most interesting issues and engage with your peers in small, interactive round-table discussions to share best practices, continue the debate, and take away a different perspective to the same challenge with your fellow peers.

Round-table topics:

  1. Geo political risk
    Elliot Clarke, Director, Senior Economist, WESTPAC INSTITUTIONAL BANK
     

  2. Non-centrally cleared derivatives market
    Filippo Santilli, Managing Director, APAC Head of Liquidity and Segregation, BNY MELLON, HONG KONG
     

  3. Conduct risk
    Campbell Nicoll, Chief Risk Officer, REGIONAL AUSTRALIA BANK
     

  4. Distributed ledger technology in payment (blockchain)
    Anouk Pinchetti, Blockchain Educator and Business Strategy Consultant
     

  5. Asset allocation and portfolio management
    Michael Blayney, Head of Multi Asset, PENDAL GROUP
     

  6. Crypto Currency
    Henrik Andersson, Chief Investment Officer, APOLLO CAPITAL
     

14:20

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

  • Latest developments in reporting obligations, clearing and CCP operating under the European Market Infrastructure regulation (EMIR) framework
  • Accessing cross-border trading behaviour between Australia, the UK and EU after BREXIT and under the EMIR 2.0 framework
  • Challenges of transferring existing centrally-cleared derivatives portfolios from UK to EU CCPs
  • Best Practice for optimising trading portfolios and balance sheets for the none centrally-cleared derivatives market

Moderator:
Narayanan Somasudaram
, Hong Kong Bureau Chief, RISK.NET

Panel speakers:
Robert Fievez
, Independent Consultant
Stuart Anderson, Director, Transition Management, BLACKROCK
Marcus Robinson, Asia Pacific Head of Rates & FX Derivatives, LCH
Sarah Harris, Deputy Head of Payments Policy Department, RESERVE BANK OF AUSTRALIA

15:10

Afternoon coffee break 

15:40

Managing risk from an investment strategy in superannuation perspective

  • What are the significant and important risks to a Superannuation fund and its members?
  • Recognising that risk is a necessity and ensuring risk is adequately rewarded
  • Is risk just a matter of perspective and is every risk also an opportunity?
  • What are the key risks in the current market environment and what opportunities do they present?

Andrew Fisher, Head of Asset Allocation, SUNSUPER

16:10

Outlook for the Australian Economy

  • How does Australia’s economy compare to the global pick-up in growth?
  • What are the top emerging risks for the banking and investment industry?

Moderator:
Mark Naisbitt, CEO, MNC LIMITED

Panel speaker:
Michael Blythe, Chief Economist, Managing Director of Economics, COMMONWEALTH BANK OF AUSTRALIA
Ric Deverell, Chief Economist and Head of Macro Research, MACQUARIE GROUP
Peter Jolly, Global Head of Research, NATIONAL AUSTRALIA BANK
Dr Matthew Peter, Chief Economist, QIC
Elliot Clarke, Director, Senior Economist, WESTPAC INSTITUTIONAL BANK

17:00

Closing remarks

17:10

End of conference

AsiaRisk reserves the right to change the programme where necessary.