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Informa

08:30 09:00 (30 mins)

Main agenda

Registration

09:00 09:10 (10 mins)

Main agenda

Chairpersons’ Opening Remark

  • Michele Marzano - Head of Traded Risk Analytics, Asia Pacific, HSBC

09:10 10:00 (50 mins)

Main agenda

FRTB Overview: the Key Elements and Recent Developments

  • Overview and evolution of the approaches
  • Rationale behind the development of FRTB
  • Concerns on the framework and the latest set of guidelines
  • Boundary between the trading and banking book
  • Internal models approach vs standardised approach
  • Implementation timeline and assessment of the finalised regulation
  • Assessing the implementation challenges of FRTB (NMRF, desk eligibility test, P&L attribution)
  • Andrea Schnoz - Director Regulatory Policy , BARCLAYS

10:00 10:40 (40 mins)

Main agenda

Asia Regulators’ Panel: FRTB Expectations and Model Approval

  • Jurisdictional Priorities for the FRTB
  • Perspectives on model approval
  • Martin Sprenger - Head Policy Research and Development, HONG KONG MONETARY AUTHORITY (HKMA)
  • Tomoki Tanemura - Deputy Head of International Division, Financial System and Bank Examination Department, BANK OF JAPAN

10:40 11:10 (30 mins)

Main agenda

Refreshment Break

11:10 11:50 (40 mins)

Main agenda

FRTB Capital Impacts: Strategies, SBA v IMA Analysis and the Way Forward for Banks in Asia

  • Analysing the Capital impact of FRTB
  • Strategies for capital efficiency under the FRTB for Portfolios in Asia
  • Deciding on the business case for standardized vs internal modelling
  • Frederick Shen - Head Global Treasury Business Management Unit, OCBC

11:50 12:40 (50 mins)

Main agenda

Panel: FRTB Business Strategy - the Impacts of the FRTB on Desks and Products

  • Desk and portfolio optimisation for capital
  • Changes to the Banking-Trading book boundary
  • Examining Product Implications: Derivatives, Equity, Commodities, FX, emerging vs developed markets
  • Desk level model approval
  • Frederick Shen - Head Global Treasury Business Management Unit, OCBC
  • Naveen Khanna - Chief Operating Officer, Rates & Currencies Trading, Global Markets, BANK OF AMERICA MERRILL LYNCH
  • Andrew Fuller - Head of Market Risk, BANK OF QUEENSLAND
  • Michele Marzano - Head of Traded Risk Analytics, Asia Pacific, HSBC
  • Irene Lin - Product Specialist, Product Management- Risk, Client Solution Group, Numerix

12:40 13:40 (60 mins)

Main agenda

Lunch

13:40 14:20 (40 mins)

Main agenda

Assessing your FRTB Solution amidst the Challenges and Uncertainties

  • FRTB themes and overview of impact on systems, data and processes
  • Key implementation issues faced by the industry 
  • Why integration between Front Office, Risk and Finance should be a key consideration while developing the optimum technology solution?
  • Krishnan Ranganathan - Executive Director & Head Of Risk Finance Change, NOMURA

14:20 15:00 (40 mins)

Main agenda

Panel: IT Architecture and Infrastructural Solutions for the FRTB

  • Key drivers of computational need under FRTB
  • Alignment of FRTB computational needs with BCBS239, CCR, Initial Margin and other requirements
  • Assessing needs and choosing partners for implementation
  • Krishnan Ranganathan - Executive Director & Head Of Risk Finance Change, NOMURA
  • Yves Tomballe - Head of Market & Liquidity Risk Asia Ex-Japan, BANK OF TOKYO-MITSUBISHI UFJ
  • Simon Goo - Executive Director & Head of Group Risk Analytics, UNITED OVERSEAS BANK

15:00 15:30 (30 mins)

Main agenda

Refreshment Break

15:30 16:10 (40 mins)

Main agenda

Key Considerations for FRTB Implementation and Early Lessons Learned

  • Peter Beardshaw - UK Risk Management Consulting Practice Lead, ACCENTURE
  • James Clarke - Director, Risk Business Consulting - Asia Pacific, SAS

16:10 17:00 (50 mins)

Main agenda

Panel: Priorities for FRTB Implementation in Asia

  • Business change and prioritization with senior management
  • Coordinating FRTB Projects between teams and internationally
  • Availability of resources and headcount
  • Moderator Peter Beardshaw - UK Risk Management Consulting Practice Lead, ACCENTURE
  • Kenji Fujii - Executive Officer, Member Of The Board of Directors, Head Of Global Risk Management, MIZUHO SECURITIES CO
  • Albert Chung - Head, Market Risk Analytics, Asia, STANDARD CHARTERED BANK
  • Michele Marzano - Head of Traded Risk Analytics, Asia Pacific, HSBC

17:00 18:00 (60 mins)

Main agenda

Drinks Reception

Please join us following the Summit for a complementary drinks reception, hosted by SAS & Accenture