08:00 Registration

09:20 Welcome remarks

09:30 Executive keynote: Outlook on the risks and opportunities in the Australian finance industry
David Gall, Group Chief Risk Officer, NATIONAL AUSTRALIA BANK

10:00 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

10:50 Morning coffee break

11:20 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
Ajay Chavda, Senior OTC Consultant, AMP CAPITAL
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

12:20 Lunch

13:30 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
  • Latest development and driving force for increase in FX clearing volume
  • Latest development and upcoming priorities in CCP resilience, recovery and resolution

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
Tri Nguyen, Senior Market Specialist, CALYPSO TECHNOLOGY
Marcus Robinson, Asia Pacific Head of Rates & FX Derivatives, LCH

14:30 PresentationOptimising 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

15:00 PresentationConsiderations 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

15:30 Afternoon coffee break

15:50 Industry dialogue: The impact of regulatory trends on market functioning and risk modelling

  • 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

16:35 Fireside chat: Top consideration on bank treasury and liquidity management

  • Assessing Treasury's role in shaping bank strategies in the latest market and regulatory evolution
  • Noticeable challenges and changes in Treasury function from the operational and business perspectives
  • What is the impact of NSFR and how have banks been responding to regulatory demand in liquidity management and reporting?
  • Optimising cost of funding and managing balance sheet volatility in narrowing boundaries

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

17:20 Closing remarks

17:30 End of conference

AsiaRisk reserves the right to change the programme where necessary.


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