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08:00 08:30 (30 mins)

Main agenda

Registration & Welcome Coffee

08:20 08:30 (10 mins)

Main agenda

Chairman’s opening address

  • Antonio Giannino - Chief Risk Officer, Amagis Capital

08:30 09:00 (30 mins)

Main agenda

Geopolitical address: Political “Trumpulence” and Brexit

What does Brexit and the Trump Administration mean for risk management?

 

  • Evgueni Ivantsov - Chairman, European Risk Management Council

09:00 09:40 (40 mins)

Main agenda

Economic address : Are we living in a bubble?

Addressing the low interest rates and housing market issues underlying Asian economies

  • Mayank Kaul - Director, Head Real Estate Risk for APAC, Citi
  • Dan Oprescu - Senior Executive, Risk and Regulation, Analytics and Technology, The Office of the Superintendent of Financial Institutions
  • Takuji Okubo - Managing Director and Chief Economist, Japan Macro Advisors

09:40 10:20 (40 mins)

Main agenda

Financial globalization: Threat or opportunity?

Translating emerging risks into business strategy How should risk managers respond to the changing world?

  • Sudipto Ghatak - Managing Director & Chief Risk Officer, APAC, CREDIT SUISSE
  • Shivkumar Mahadevan - Chief Risk Officer, Corporate & Institutional Banking, Standard Chartered
  • Torsten Kleine Buening - Chief Risk Officer, XacBank
  • Chern Lu - Chief Risk Officer, PING AN PIONEER CAPITAL LTD
  • Moderator Marc Leipoldt - Chief Risk Officer, Bank Islam Brunei Darussalam

10:20 10:50 (30 mins)

Main agenda

Networking coffee break

10:50 11:20 (30 mins)

Main agenda

Expert opinion: Are you exposing yourself to potential threats?


Find out how you can better manage your teams and avoid exposures

  • Richard Mullender - Former Lead Trainer National Crisis & Hostage Negotiation Unit, Scotland Yard

11:20 12:00 (40 mins)

Main agenda

CRO Panel: The CRO as the business enabler

How can you attract new talent and grow experienced CROs in Asia?

  • Jeroen Thijs - Group Chief Risk Officer, AmBank Berhad
  • Rajeev Bhatnagar - Chief Risk Officer International, Commonwealth Bank
  • Anju Abrol - Chief Risk Officer, Westpac Institutional Bank
  • Moderator Ian Oliphant-Thompson - CEO, Generation Safe

12:00 13:25 (85 mins)

Main agenda

Lunch

13:25 13:30 (5 mins)

Credit risk & IFRS 9

Chairman’s opening remarks

13:25 13:30 (5 mins)

Operational risk, conduct & culture

Chairman's opening remarks

13:25 13:30 (5 mins)

Market risk, FRTB & valuation adjustments

Chairman's opening remarks

13:30 14:30 (60 mins)

Credit risk & IFRS 9

Implementing IFRS9 successfully: combining advanced PD, LGD, EAD models with a batch

  • What are point-in-time credit models, why are they required for IFRS9 and how do banks build them
  • What will the ultimate IFRS9 requirements focus on: scenario-based measures for projecting ECLs or simulation-based 'unconditional' ECL measures
  • How are banks integrating advanced PIT credit models with robust batch processing of ECLs
  • Moderator Scott Aguais - Managing Director , Aguais & Associates Ltd
  • Frankie Py Phua - Managing Director, Head, Credit & Country Risk Management, UOB
  • Sandeep Maheshwari - Chief Analytics Officer, DBS

13:30 14:00 (30 mins)

Operational risk, conduct & culture

Create a strong risk culture and tone from the top down - led by Protiviti

Which internal set-ups and structures are right to enable risk management functions to thrive and ensure independence?

13:30 14:00 (30 mins)

Market risk, FRTB & valuation adjustments

Counterparty credit risk ecosystem

What are recent implications on counterparty credit risk from market and regulatory developments

  • Yash Misra - Head of Issuer and Counterparty Risk, DBS BANK LTD

14:00 14:30 (30 mins)

Operational risk, conduct & culture

Risk culture beyond the financial industry: what are the lessons you can learn?

What can financial services learn from the cultural shifts and perceptions of risk experienced in global construction and energy firms? 

  • Ian Oliphant-Thompson - CEO, Generation Safe

14:00 14:30 (30 mins)

Market risk, FRTB & valuation adjustments

2nd generation XVAs: recent evolutions and rising challenges

  • A short history of XVAs: economic, accounting & regulatory viewpoints
  • Capital, funding & derivatives valuation after the global financial crisis
  • MVA & KVA: theory and open questions
  • New computational challenges
  • Emerging business practices & issues: incremental XVA pricing and economic value management
  • Alexandre Bon - Head of Marketing, APAC, Murex

14:30 15:00 (30 mins)

Market risk, FRTB & valuation adjustments

Capital management under FRTB

Achieving calibration between the standardised approach and internal model approach to minimise capital impact and market risk

  • Brian Lo Wing Tai - Managing Director, Head of Market and Liquidity Risk Management, DBS Bank

14:30 15:00 (30 mins)

Operational risk, conduct & culture

Implementing an effective operational risk framework throughout the business

How can the framework function more proactively to avoid potential losses?

  • Efe Cummings - Head of Operational Risk, Asia, NOMURA

14:30 15:00 (30 mins)

Credit risk & IFRS 9

The Potential Impact of IFRS-9 impairment on Credit Risk

How do you harmonize and leverage Basel information for IFRS 9?

  • Javed Husain Siddiqi - Head Of Risk Management Division, Soneri Bank

15:00 15:30 (30 mins)

Main agenda

Networking Coffee Break

15:30 16:00 (30 mins)

Credit risk & IFRS 9

Estimating lifetime expected loss: Can you see into the future?

Resolving the challenges posed by the alignment of LGD from IRB models and PD calibration issues

  • Mahim Mehra - Head Of Business Development, Credit Benchmark

15:30 16:00 (30 mins)

Market risk, FRTB & valuation adjustments

FRTB market risk models review

Are our models fit for purpose?

 

  • Jochen Theis - Head, Market Risk Models, Standard Chartered

15:30 16:00 (30 mins)

Operational risk, conduct & culture

What does it take to be a great leader?

Setting the tone in your organization through the right conduct and culture channels

  • Peter Ong - Managing Partner, Rested Edge Advisory

16:00 16:30 (30 mins)

Market risk, FRTB & valuation adjustments

CCP Recovery & Resolution

Are we there yet?

  • Rogier Van Kempen - Executive Director, Clearinghouse Risk - Strategy & Advisory group, J.P. Morgan

16:00 16:30 (30 mins)

Operational risk, conduct & culture

Shadow banking, FinTechs and regulatory sandbox

Issues, challenges and choices

  • Pramod Panda - Former Principal Chief General Manager, Reserve Bank of India

16:00 16:30 (30 mins)

Credit risk & IFRS 9

“Making elephants dance"

Reimagining the risk function in the world of big data

  • Shameek Kundu - Chief Data Officer, Standard Chartered Bank Group

16:30 17:00 (30 mins)

Operational risk, conduct & culture

Cybersecurity: an interactive experiment

An interactive simulation that will test the participants’ cyber resilience – ability to prepare for, respond to and recover from a cyber incident

  • Antonio Giannino - Chief Risk Officer, Amagis Capital

16:30 17:00 (30 mins)

Market risk, FRTB & valuation adjustments

Initial margin in trading: The biggest challenge on the table?

Dealing with liquidity, collateral issues and implementation for the margin rules for non-cleared derivatives given the lack of margining and clearing infrastructure in Asia

  

  • Karim Chabane - Director, Citi Futures Clearing & Collateral, APAC Head Collateral, Citi

16:30 17:00 (30 mins)

Credit risk & IFRS 9

Ratings model development in the modern world

Challenges in rating models development projects in heavily regulated environment

  • Alexandre Petrov - Head of Group Credit Risk Corporate and IRB models, Nordea Bank AB

17:00 17:05 (5 mins)

Market risk, FRTB & valuation adjustments

Chairman’s Closing Remarks

17:00 17:05 (5 mins)

Operational risk, conduct & culture

Chairman’s Closing Remarks

17:00 17:05 (5 mins)

Credit risk & IFRS 9

Chairman’s Closing Remarks