08:00 Registration

08:50 Welcome remarks

09:00 Keynote address: Regulatory perspective on what innovation and evolving technology means for risk management and the financial system

09:30 CRO strategy panel: The ghost in the machine - effects of technology on risk management

  • Technology trends impacting risk and compliance
  • FinTech and innovations in risk management
  • How innovation in risk technology helps mitigate emerging non-financial risks?
  • How are financial institutions placed to adopt the necessary technological changes?
  • What is the role of a CRO in the changing regulatory environment?

10:20 Morning coffee break

10:40 Panel discussion: Managing new challenges in the non-centrally cleared derivatives market 

  • Assessing the real impact of variation margin on banks
  • Margining and value adjustments - is the market prepared for the next wave in the XVA space?
  • Standardised vs. Non-standardised approaches in calculating initial margin
  • Drivers and challenges in collateral optimisation among buy-side firms
  • Examining the extra-territorial reach of MiFID II and readiness of Australian firms

11:30 Presentation: Optimisation and cost efficiency in initial margin processing

  • Understanding the true impact of initial margin
  • Gearing up for MVA adoption: approaches and methodologies
  • Techniques and tools in implementing a quick MVA pricing process
  • Managing increasing computational challenges and costs as newer XVAs emerge

12:00 Lunch

13:00 Panel discussion: Latest development in the centrally-cleared derivatives market

  • What impacts of the latest margining rules are expected to have on the cleared markets?
  • Assessing the impact of Brexit on regulations of CCPs in UK and their recognitions in EU
  • Potential implications of IOSCO's technical guidance on harmonisation of the Unit Trade Identifier
  • Technology in clearing and settlement - is Distributed Ledger Technology a revolution or evolution?
  • Latest development and priorities in CCP resolution and resiliency

13:50 PresentationStrategic design and optimisation of infrastructure for risk management and business needs

  • Data challenges amidst the latest regulatory and investment landscape
  • Integration and synergies on IT architecture and systems
  • Adoption of a holistic view and approach in strengthening risk management infrastructures

14:20 Industry dialogueBig data in institutional investment and asset allocation

  • Force of disruption on the investment industry
  • How big data complement and support traditional investment techniques?
  • Using analytics and interpretation of data to manage risk across multi-asset portfolios and meet regulatory requirements
  • Gaining an information advantage and maximising opportunities to profit from big data

15:00 Afternoon coffee break

15:20 Presentation: IFRS9 - (post)implementation

  • Constructing and calibrating the models for estimating credit losses
  • Effects of the new accounting standards on banks stress testing and capital planning
  • Overcoming technological and data challenges presented by the new standards

15:50 Panel discussion: The impact of regulatory trends on market functioning and risk modeling

  • Prominent and hidden risks in market liquidity and how financial institutions should address them
  • FRTB - should we be contended with the delay? How to seize the opportunity for better preparation?
  • How do banks manage growing expectations and pressure on modeling capabilities?

16:40 Panel discussion: Future of bank treasury management

  • Reviewing Treasury's role in shaping bank strategies in the latest market and regulatory evolution
  • What are the major challenges and changes in Treasury function from both, the operational and business perspective?
  • What does technology advancement and digitisation in the industry mean in the treasury space?
  • Beyond automation, audit and visibility - what is the treasury technology for the future?

17:30 Closing remarks

AsiaRisk reserves the right to change the programme where necessary.


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