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Informa
08:00 - 08:30 30 mins
Main agenda
Registration & Welcome Coffee
08:40 - 08:50 10 mins
Main agenda
Chairman’s opening address
  • Antonio Giannino - Chief Risk Officer, Amagis Capital
more
08:50 - 09:20 30 mins
Main agenda
Geopolitical address: Political “Trumpulence” and Brexit
  • Evgueni Ivantsov - Chairman, European Risk Management Council
more

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

 

09:20 - 09:50 30 mins
Main agenda
Fireside chate: Are we living in a bubble?
  • Takuji Okubo - Managing Director and Chief Economist, Japan Macro Advisors
  • Luo Ping - Chairman Of The Supervisory Board, Formerly Director General, CBRC, Bank of Kunlun
more

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

09:40 - 10:20 40 mins
Main agenda
Financial globalization: Threat or opportunity?
  • Sudipto Ghatak - Managing Director & Chief Risk Officer, APAC, CREDIT SUISSE
  • Torsten Kleine Buening - Chief Risk Officer, XacBank
  • Moderator Marc Leipoldt - Chief Risk Officer, Bank Islam Brunei Darussalam
more

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

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?
  • Kirk Kinnell - Former Head of Armed Policing & Hostage Crisis Negotiation, Scotland
more

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

11:20 - 12:00 40 mins
Main agenda
The CRO as the business enabler
  • Rajeev Bhatnagar - Chief Risk Officer International, Commonwealth Bank
  • Moderator Ian Oliphant-Thompson - CEO, Generation Safe
  • Karen Tan - Chief Risk Officer Reinsurance Asia, Swiss Re
more

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

12:00 - 13:25 85 mins
Main agenda
Lunch
13:25 - 13:30 5 mins
Credit risk & IFRS 9
Chairman’s opening remarks
  • Scott Aguais - Managing Director, Z-Risk Engine
more
13:25 - 13:30 5 mins
Operational risk, conduct & culture
Chairman's opening remarks
  • Pramod Panda - Former Principal Chief General Manager, Reserve Bank of India
more
13:25 - 13:30 5 mins
Market risk, FRTB & valuation adjustments
Chairman's opening remarks
  • Yash Misra - Head of Issuer and Counterparty Risk, DBS BANK LTD
more
13:30 - 14:00 30 mins
Operational risk, conduct & culture
Create a strong risk culture and tone from the top down
  • Meghan Jankelow - Director, Protiviti
  • Suneet Gorawara - Managing Director, Financial Services Lead, Protiviti
  • Lee Hsia Foo - Head of Operational Risk, Westpac
  • Pradeep Menon - Head of Compliance Assurance, Asia, Citi
  • Tushar Chatterjee - Head Enterprise Risk Management Asia, SwissRe
more

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

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

13:30 - 14:30 60 mins
Credit risk & IFRS 9
Implementing IFRS9 successfully: combining advanced PD, LGD, EAD models with a batch
  • Moderator Scott Aguais - Managing Director, Z-Risk Engine
  • Frankie Phua - Managing Director, Head of Group Risk Management, UOB
  • Benjamin Wong - Managing Director, Group Finance Head of ECL Accounting & Analytics, DBS Bank
  • Noel Gerald D'Cruz - Head of Risk Portfolio Management, OCBC Bank
more
  • 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
14:00 - 14:30 30 mins
Operational risk, conduct & culture
What does it take to be a great leader?
  • Peter Ong - Managing Partner, Rested Edge Advisory
more

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

14:00 - 14:30 30 mins
Market risk, FRTB & valuation adjustments
FRTB market risk models review
  • Jochen Theis - Head, Market Risk Models, Standard Chartered
more

Are our models fit for purpose?

 

14:30 - 15:00 30 mins
Credit risk & IFRS 9
Impairment Management with Bank-Sourced Transition Matrices
  • Mahim Mehra - Head Of Business Development, Credit Benchmark
more
14:30 - 15:00 30 mins
Market risk, FRTB & valuation adjustments
Capital management under FRTB
  • Brian Lo Wing Tai - Managing Director, Head of Market and Liquidity Risk Management, DBS Bank
more

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

14:30 - 15:00 30 mins
Operational risk, conduct & culture
Implementing an effective operational risk framework throughout the business
  • Efe Cummings - Head of Operational Risk, Asia, NOMURA
more

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

15:00 - 15:30 30 mins
Main agenda
Networking Coffee Break
15:30 - 16:00 30 mins
Operational risk, conduct & culture
Cybersecurity: an interactive experiment
  • Antonio Giannino - Chief Risk Officer, Amagis Capital
more

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

15:30 - 16:00 30 mins
Market risk, FRTB & valuation adjustments
2nd generation XVAs: recent evolutions and rising challenges
  • Alexandre Bon - Head of Marketing, APAC, Murex
more
  • 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
15:30 - 16:00 30 mins
Credit risk & IFRS 9
The Potential Impact of IFRS-9 impairment on Credit Risk
  • Javed Husain Siddiqi - Head Of Risk Management Division, Soneri Bank
more

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

16:00 - 17:00 60 mins
Operational risk, conduct & culture
Risk culture beyond the financial industry: what are the lessons you can learn?
  • Ian Oliphant-Thompson - CEO, Generation Safe
more

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

16:00 - 16:30 30 mins
Credit risk & IFRS 9
From Basel to IFRS9
  • Benjamin Wong - Managing Director, Group Finance Head of ECL Accounting & Analytics, DBS Bank
more

How to leverage on existing capital models

16:00 - 16:30 30 mins
Market risk, FRTB & valuation adjustments
CCP Recovery & Resolution
  • Rogier Van Kempen - Executive Director, Clearinghouse Risk - Strategy & Advisory group, J.P. Morgan
more

Are we there yet?

16:30 - 17:00 30 mins
Market risk, FRTB & valuation adjustments
Initial margin in trading: The biggest challenge on the table?
  • Aseem Agrawal - Counterparty Portfolio Optimization, APAC, Citigroup
more

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

  

16:30 - 17:00 30 mins
Credit risk & IFRS 9
Ratings model development in the modern world
  • Alexandre Petrov - Head of Group Credit Risk Corporate and IRB models, Nordea Bank AB
more

Challenges in rating models development projects in heavily regulated environment

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