09:00 Welcome remarks
09:10 Executive keynote: Outlook on the risks and opportunities in the Australian finance industry
David Gall, Group Chief Risk Officer, NATIONAL AUSTRALIA BANK
09:40 Industry strategy panel: The ghost in the machine - effects of technology on risk management
- Implications of innovation and technology on market regulations
- Technology trends impacting risk and compliance
- FinTech and innovations in mitigate emerging non-financial risks
- How innovation in risk technology helps solve business challenges and deliver organisational values?
- How are financial institutions placed to adopt the necessary technological changes?
Moderator: Anatoly Kirievsky, Head of Compliance, OPTIVER APAC
David Clarke, Executive Director - Risk, Legal and Tax, QIC
Steven York, General Manager, Group Compliance & Chief Security Officer, BANK OF QUEENSLAND
Oliver Harvey, Senior Executive Leader, Market Infrastructure, AUSTRALIAN SECURITIES AND INVESTMENTS COMMISSION
10:30 Morning coffee break
11:00 Presentation: How distributed ledgers and blockchains will change risk management and compliance
Distributing ledgers, sharing data, working in networks will quickly obsolete most business processes as we knew them. A whole new approach to market and credit exposure management will necessarily derive from those sweeping changes, a new definition of operational risks is brewing. This presentation scans through the main ongoing projects worldwide, and analyses the likely impact on trading, hedging and risk management.
Philippe Carrel, Chief Alliance Officer, CALYPSO TECHNOLOGY
11:30 Panel discussion: Managing new challenges in the non-centrally cleared derivatives market
- Latest development of international standards in the global derivatives market
- Assessing the real impact of variation margin on banks
- Efficiency and control in margin call, collateral posting and administration
- Drivers and challenges in collateral optimisation among buy-side firms
- Margining and value adjustments - is the market prepared for the next wave in the XVA space?
- Examining the extra-territorial reach of MiFID II and readiness of Australian firms
Moderator: Blake Evans-Pritchard, Deputy Bureau Chief, ASIA RISK
Alexandre Bon, Head of Marketing, APAC, MUREX
John Feeney, Head of Conduct, Corporate and Institutional Bank, NATIONAL AUSTRALIA BANK
Filippo Santilli, Managing Director, APAC Head of Sales and Relationship Management, BNY MELLON MARKETS, HONG KONG
Ajay Chavda, Senior OTC Consultant, AMP CAPITAL
13:20 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 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
Moderator: Blake Evans-Pritchard, Deputy Bureau Chief, ASIA RISK
Stuart Crosbie, Director, Central Desk, Financial Markets, WESTPAC INSTITUTIONAL BANK
Sarah Harris, Deputy Head - Financial Market Infrastructures, Payments Policy Department, RESERVE BANK OF AUSTRALIA
Nick Horn, Senior Financial Risk Advisor, Financial & Specialist Risk, Chief Risk Office, SUNCORP
Marcus Robinson, Asia Pacific Head of Rates & FX Derivatives, LCH
14:10 Presentation: Optimising data strategies in a data-driven regulatory compliance era
- Reviewing challenges facing information silo and legacy systems
- Data requirements for upcoming finance, risk and regulatory reporting: BCBS239, IFRS9, FRTB
- Strengthening risk data aggregation and reporting capabilities with a holistic approach
- Getting the data lineage right - managing data acquisition, integrity, quality and accessibility to delivery
James Stewart, Managing Director, Asia-Pacific, WOLTERS KLUWER
Thomas Verlaet, Senior Product Specialist, WOLTERS KLUWER AUSTRALIA
14:40 Industry dialogue: Buy-side perspectives on investment operation efficiency and data strategy
- Assessing buy-side's needs in data management in today's complex investment landscape
- Enhancing data collection, usage and delivery for back office operational efficiencies
- How improved automation and innovation in investment operations drive business performance?
- Gaining competitive advantages with better performance reporting, returns and exposure analysis capabilities
Simon Cairns, Manager, Performance & Analytics, SUNSUPER
15:20 Afternoon coffee break
15:50 Presentation: Consideration of data, model governance and control in IFRS9 implementation
- Challenges in consolidating and reconciling data for IFRS9 across risk and finance functions
- Governance and auditability of data origination, aggregation and analytics process
- Data granularity and consistency for asset measurement and ECL calculations
- Roadmap: from parallel runs in 2017 to delivery of people and system changes by 2018
Marina Harpur, Head of Portfolio Analytics and Reporting, AMP BANK
16:20 Industry dialogue: The impact of regulatory trends on market functioning and risk modeling
- Assessing business and risk impacts in the latest regulatory development and landscape
- Prominent and hidden risks in market liquidity and how financial institutions should address them
- FRTB - should we be content with the delay? How to seize the opportunity for better preparation?
- How do banks manage growing expectations and pressure on modelling capabilities?
Moderator: Krishnan Rangaswamy, Executive Director Transformation, Markets, ANZ
David O'Brien, Head of Enterprise Risk & Wholesale Models, ANZ
Andrew Stevenson, General Manager, Group Market Risk, NATIONAL AUSTRALIA BANK
17:00 Fireside chat: 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?
Moderator: Michael Crawford, Head of Balance Sheet Management and Reporting, AMP BANK
Peter Casey, Deputy Treasurer, ING BANK AUSTRALIA
Krishnan Rangaswamy, Executive Director Transformation, Markets, ANZ
17:40 Closing remarks
17:45 End of conference and cocktail reception