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08:00 08:30 (30 mins)

Main agenda

Registration & Welcome Coffee

08:30 08:50 (20 mins)

Main agenda

Chairman’s opening address

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

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

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

11:20 11:50 (30 mins)

Main agenda

The expert opinion : What does it take to be a great leader?

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

 

  • Peter Ong - Head of Singapore's Civil Service, Permanent Secretary, Ministry of Finance of Singapore

11:50 12:30 (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
  • Mark Henderson - Chief Risk Officer, North Asia, MUFG Securities

12:30 13:25 (55 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 14:00 (30 mins)

Credit risk & IFRS 9

Reaching an IFRS 9 industry standard

What does the implementation of IFRS 9 mean for risk managers and the business model?

13:30 14:00 (30 mins)

Operational risk, conduct & culture

Conduct risk: Is your organization getting it right?

How can you ensure you maintain high internal conduct standards? Collaborating with Human Resources in managing internal risks

13:30 14:00 (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

14:00 14:30 (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

14:00 14:30 (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

14:00 14:30 (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)

Credit risk & IFRS 9

Building a robust infrastructure for credit risk

What are the implications for the business and for modelling PD and LGD under IFRS 9?

14:30 15:00 (30 mins)

Operational risk, conduct & culture

Create a strong risk culture and tone from the top down

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

14:30 15:00 (30 mins)

Market risk, FRTB & valuation adjustments

How to operationalize your FRTB framework

Determining the best framework to manage the operational challenges of implementing FRTB

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)

Operational risk, conduct & culture

Shadow banking, FinTechs and regulatory sandbox

Issues, challenges and choices

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

15:30 16:00 (30 mins)

Market risk, FRTB & valuation adjustments

Model risk: quantification and monitoring

Quantifying and aggregating model risk across different business lines to establish an effective model performance

  • Sanmoy Chakrabarti - Executive Vice President, Head - Market Risk, Middle Office, Operation Risk & Enterprise Risk Management, HDFC BANK

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

16:00 16:30 (30 mins)

Operational risk, conduct & culture

Is conduct risk tangible and can it be measured?

Reaping the benefits of a good conduct: Enhanced business performance, good relationships with regulators and a strong reputation in the industry

16:00 16:30 (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

16:30 17:00 (30 mins)

Operational risk, conduct & culture

Talent management in risk

Linking the group, regional and local risk management approaches to talent acquisition to develop/locate the right talent alongside the HR team

16:30 17:00 (30 mins)

Market risk, FRTB & valuation adjustments

Counterparty credit risk and CVA

How are banks planning to adjust accounts to reflect CVA changes and reduce computation time?

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