Programme

08:00 Registration

08:45 Welcome address

Agnes Koh, Chief Risk Officer, SGX

09:00 Keynote address: The upcoming economic challenges for Asian countries under the new and changing regulatory frameworks

09:30 Regulatory dialogue: Way forward for financial market reform 

  • Updates on latest regulatory concerns
  • Key regulatory priorities globally and in Asian jurisdictions
  • Assessing the plans for improved industry practice and reduced regulatory fragmentation across the region
  • Balancing regulatory expectations and strategic business developments

Panellists:
Benedicte N. Nolens,
Senior Director, Head of Risk & Strategy, SECURITIES AND FUTURES COMMISSION
Laura Kodres, Division Chief for the Global Financial Stability Division in the Monetary and Capital Markets Department, INTERNATIONAL MONETARY FUND

10:15 Morning coffee break

 

Stream one

Basel Banking Regulations

Stream two

Derivatives markets

Stream three

Institutional investors

10:35

Panel discussion: IFRS 9 - Implementation and modelling methodology

  • Understanding how IFRS 9 affects your bank's impairment, capital ratio and capital planning
  • Implementing an IFRS 9 compliant expected loss impairment model
  • Monitoring, anticipating and managing provision levels

Dr David T. Hamilton, Managing Director, Head of Stress Testing and Credit Risk Analysis (Asia Pacific), MOODY'S ANALYTICS

Pierre Gaudin, Senior Director, Enterprise Risk Solutions, MOODY'S ANALYTICS

Panel discussion:Managing upcoming challenges in OTC derivatives clearing

  • Challenges and impact on the OTC operating environment change for cleared derivatives
  • How will the increase usage of mandatory clearing impact the uncleared products?
  • How have firms across the region dealt with the introduction of the mandate?
  • Reviewing changes in the appetite for central clearing among the buy-side 

Panellists:
Nick Horn, Senior Financial Risk Advisor - Stress Testing, SUNCORP GROUP
Marcus Robinson, Asia Pacific Head of Rates & FX Derivatives, LCH

Industry dialogue: Corporate treasurer's panel discussion: Currency management and hedging strategies

  • Currency correlation management
  • Setting benchmark FX rates in corporate treasury management
  • Options vs NDFs debate
  • Optimising your hedge: multiple hedges and best instruments to fit your treasury policy

Panellists:
Christopher Emslie, Country Treasurer Singapore, ABB PTE LTD
Srinivisan Venkita Padmanabhan, President & Global Head-Finance, OLAM GROUP

11:20

Presentation: FRTB - an evolution in market risk management and challenge to market liquidity

  • Assessing the impact of FRTB on market liquidity of different products
  • Overcoming challenges of inadequate data for less traded products
  • Mapping the efficiency frontier of products with latest technologies

Presentation: Utilising derivatives as risk hedging tools

  • Challenges and opportunities of the derivatives market
  • Impact of regulatory restrictions on the current investment strategies
  • How can derivatives help with market recovery?
  • Learning from overseas markets: the best practices

Presentation: Buy side allocation under this challenging environment

  • Coping with low yields whilst preparing for rising rates
  • Identifying assets that balance the need for liability matching, capital optimisation and yield balance
  • Creating a tactical asset allocation plan to respond to emerging market volatility

Frank Troise, Managing Director, Head of Digital Distribution (Asia), LEONTEQ

11:50

Presentation: The fundamental review: Implications and challenges

  • Where do FRTB-MR and FRTB-CVA depart from current capital treatments?
  • What have impact studies revealed and which elements are driving capital impact the most?
  • What are some of the issues that have been flagged by the industry?

Andrew McClelland, Director of Quantitative Research, NUMERIX

Presentation: Managing collateral: optimal allocation at the heart of the business

  • Trends in collateral provisioning
  • Evolving portfolio netting at the broker level
  • Shaping the landscape of volatility trading
  • 2017 outlook for global economy with perspectives in the dynamics underlying the derivatives market

Presentation: Managing credit risk in volatile sectors: Current practices and recommendations

  • Traditional and basic approaches: Strength and weaknesses
  • How to mitigate risk and maintain appetite?
  • Leveraging quantitative, fundamental and qualitative inputs for robust credit risk assessments
  • Case studies within Asia

12:20

Presentation: IFRS 9 implementation - credit risk considerations

• Main Requirements for Credit Impairment Recognition
• IFRS9 vs. Basel III
• Suggested Methodology and Best Practices

Michelle Cheong, Director, Market Development, Global Risk Services, S&P GLOBAL MARKET INTELLIGENCE

Presentation: Managing exposure with derivatives and futures in Chinese market

• Development of China derivative market
• Market participants
• Futures Business
• Option Business
• Market strategies with futures and options.
• Development of China hedge fund(sun shine fund)

Lu Peili, Managing Partner, Hedge Fund,
QILU SECURITIES ASSET MANAGEMENT

Presentation: Brexit and its impact on long-term investment

• Addressing Brexit impact on financial markets
• Mitigating risk under this market volatility and investor's uncertainty
• How to invest in a low interest rate environment

12:50 Lunch

13:50 Panel discussion: The future of long-term investment and risk management

  • Stress-testing for future macro events: does it live up to expectations?
  • Aggregation in bank stress tests
  • Stress-testing: from macro to market
  • The opportunity of long-term sustainable investing: risk and return
  • How can investors balance a long-term view with shorter-term priorities?
  • Developments to watch for long-term investments

Moderator:
Alvin Lee, Executive Director for Client Coverage, APAC, MSCI
Panellists:
Raj Manghani, Managing Director and Head of Analytics for Asia Pacific, MSCI
Michael Rey, Investment risk manager, GIC

14:40 Panel discussion: Prospects in Asian equities and capital markets

  • Outlook on Asian market
  • What is the outlook for ASEAN equities and the key drivers of growth in the region?
  • Assessing China's market: Examining the spill overs from the slow growth of China and its impact to Asia and the future prospects
  • What does the low commodity price means for the region and globally?

Panellists:
Lee Kai Yang, Chief Investment Officer, RHB OSK ASSET MANAGEMENT
Ricardo Manrique, Executive Director - Index Business Management, MSCI

15:30 Afternoon coffee break

15:50 Panel discussion: Collateral and liquidity management in the new regulatory environment

  • Shift to central clearing: are we there yet?
  • Assess the impact of CCPs and clearing risks
  • Effectively dealing with the increasing demands of collateral
  • Managing collateral fragmentations in the Asian markets
  • How can banks manage collateral and liquidity under the new regulatory environment - should Asia invest in a regional collateral utility or outsource it?
  • Preparing for BCBS-IOSCO regulations on non-cleared derivatives

Panellists:
Tony Smith, Head of Asia-Pacific Product, Collateral Management, BNY MELLON
Nick Horn, Senior Financial Risk Advisor - Stress Testing, SUNCORP GROUP
Hugh Graham, Director, Investment Projects, AIA

16:40 Panel discussion: Evolving risk priorities in financial markets

  • Assessing changes in risk management practices since the global financial crisis?
  • Which emerging risks should be prioritised and how should banks address them?
  • Managing financial crime risks and responding to changing regulations
  • The board's role in shaping, monitoring and evaluating bank culture, ethics and conduct

Panellists:
Dr John Lee, Group Chief Risk Officer, MAYBANK GROUP
Constance Gogny-Goubert, Regional Chief Risk Officer APAC, AIG
Andrew Koh, Deputy Chief Manager, Risk Management, CHINA CONSTRUCTION BANK, SINGAPORE
Guy Harding, Chief Risk Officer, International Financial Services, COMMONWEALTH BANK OF AUSTRALIA

17:30 Closing remarks

17:40 End of congress

 

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