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Oct 23
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08:20 - 08:50

Registration and welcome coffee

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08:50 - 08:55
Chairman’s opening address

Chairman’s opening address

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08:55 - 09:20

The future of risk management

  • Jagdish Parihar - Managing Director & Chief Risk & Compliance Officer, Olam International Limited
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09:20 - 10:00
Info

Audience polling panel: What is the biggest challenge facing risk managers?

Cyber risk, geopolitical risk, regulation, disruption, the RiskMinds Asia audience will vote on what they see as the biggest challenge to the business and our panel of CROs will respond

  • Anju Abrol - Chief Risk Officer, Westpac Institutional Bank
  • James Wincott - Chief Risk Officer Asia Pacific, Schroders
  • You Leong Tan - Chief Risk Officer, North Asia, OCBC BANK
  • Yves Tomballe - Managing Director, Country CRO, MUFG Bank
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10:00 - 10:25
Info

Guest CEO address: Leading by example

Are risk management and business culture where we want them to be?

  • John Lee - Country CEO Singapore, Maybank
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10:25 - 10:55

Morning networking coffee break

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10:55 - 11:25
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Guest geopolitical briefing: What are the emerging local and global risks that every bank should have on their risk radar?

An expert perspective on how changing global foreign policies and shifting political allegiances are impacting Asian markets


  • John Hulsman - Geo-Political Risk Expert and Life Member, US Council on Foreign Relations
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11:25 - 11:45
Info

Regulatory spotlight: Hong Kong

Global versus local perspectives

  • Eckart Roth - Chief Risk Officer, Peak Re
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11:45 - 12:30
Info

Sustainability and climate change

How do we incorporate it into risk decision making?

  • Karen Tan - Chief Risk Officer Reinsurance Asia, Swiss Re
  • Eckart Roth - Chief Risk Officer, Peak Re
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12:30 - 13:35

Lunch

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Showing of Streams
15:10 - 15:30

Afternoon networking coffee break

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Showing of Streams
08:20 - 08:50 30 mins
Registration and welcome coffee
08:50 - 08:55 5 mins
Chairman’s opening address
08:55 - 09:20 25 mins
The future of risk management
  • Jagdish Parihar - Managing Director & Chief Risk & Compliance Officer, Olam International Limited
09:20 - 10:00 40 mins
Info
Audience polling panel: What is the biggest challenge facing risk managers?
  • Anju Abrol - Chief Risk Officer, Westpac Institutional Bank
  • James Wincott - Chief Risk Officer Asia Pacific, Schroders
  • You Leong Tan - Chief Risk Officer, North Asia, OCBC BANK
  • Yves Tomballe - Managing Director, Country CRO, MUFG Bank

Cyber risk, geopolitical risk, regulation, disruption, the RiskMinds Asia audience will vote on what they see as the biggest challenge to the business and our panel of CROs will respond

10:00 - 10:25 25 mins
Info
Guest CEO address: Leading by example
  • John Lee - Country CEO Singapore, Maybank

Are risk management and business culture where we want them to be?

10:25 - 10:55 30 mins
Morning networking coffee break
10:55 - 11:25 30 mins
Info
Guest geopolitical briefing: What are the emerging local and global risks that every bank should have on their risk radar?
  • John Hulsman - Geo-Political Risk Expert and Life Member, US Council on Foreign Relations

An expert perspective on how changing global foreign policies and shifting political allegiances are impacting Asian markets


11:25 - 11:45 20 mins
Info
Regulatory spotlight: Hong Kong
  • Eckart Roth - Chief Risk Officer, Peak Re

Global versus local perspectives

11:45 - 12:30 45 mins
Info
Sustainability and climate change
  • Karen Tan - Chief Risk Officer Reinsurance Asia, Swiss Re
  • Eckart Roth - Chief Risk Officer, Peak Re

How do we incorporate it into risk decision making?

12:30 - 13:35 65 mins
Lunch
13:35 - 13:40 5 mins
Risk modelling, accounting and IFRS 9
Chairman’s opening remarks
  • Dmitry Tsesevich - Head of Risks aggregation division, Rosevrobank
13:35 - 13:40 5 mins
Market risk, capital management and liquidity
Chairman's opening remarks
13:35 - 15:10 95 mins
Info
Interactive geopolitical war game
North Korea war game
  • John Hulsman - Geo-Political Risk Expert and Life Member, US Council on Foreign Relations

Join our geopolitical expert for a unique session on forecasting & ‘war gaming’. Through looking at the major players in the North Korean crisis (North Korea, South Korea, China, Japan, Russia and the US) our war game will look at the key analytical hinge points, drivers that will determine the controversy’s outcome, expertly simulating what it is like to make decisions at the highest governmental level

13:40 - 14:10 30 mins
Info
Risk modelling, accounting and IFRS 9
Basel update: Are you prepared?
  • Frankie Phua - Managing Director, Head of Group Risk Management, UOB
  • Cindy Leiw - Vice President, Regulatory Affairs, Global Markets Debt, APAC, Corporate & Investment Bank, Deutsche Bank
  • Rahul Advani - Director, Public Policy, Asia-Pacific, ISDA

Final changes and guidance on the regulatory requirements

13:40 - 14:10 30 mins
Info
Market risk, capital management and liquidity
Economic crisis – how far have we come in the last 10 years?
  • Sarat Malik - Chief General Manager, SEBI

What are the real lessons learnt, and have we put enough capital controls in place to stop it from happening again?

14:10 - 14:40 30 mins
Info
Risk modelling, accounting and IFRS 9
Scenario design and implementation for retail credit risk modelling
  • Olga Loiseau-Aslanidi - Director - Risk Modelling at Consumer Credit Analytics, Moody’s Analytics
  • Economic scenarios in a probability-weighted environment
  • Global macroeconomic forecasting model
  • Challenges of implementing IFRS9 for retail credit risk
14:10 - 14:40 30 mins
Market risk, capital management and liquidity
Non-traded market risk: Where are we now?
  • Arjun Dasgupta - Asia-Pacific Client Management Group Head, QRM
14:40 - 15:10 30 mins
Risk modelling, accounting and IFRS 9
A foundational IFRS 9 approach for forward looking ECL
  • Benjamin Wong - Managing Director, Group Finance Head of ECL Accounting & Analytics, DBS Bank
14:40 - 15:10 30 mins
Info
Market risk, capital management and liquidity
Is your firm up to speed with FRTB implementation?
  • Rahul Advani - Director, Public Policy, Asia-Pacific, ISDA
  • Yves Tomballe - Managing Director, Country CRO, MUFG Bank
  • Albert Chung - Head, Market Risk Analytics, Asia, STANDARD CHARTERED BANK

Getting the right data and aligning infrastructure for modelling. How are capital management and your business model going to change due to FRTB?

15:10 - 15:30 20 mins
Afternoon networking coffee break
15:30 - 16:00 30 mins
Info
Risk modelling, accounting and IFRS 9
The value of bank-sourced benchmarks in credit portfolio management (CPM)
  • Mahim Mehra - Global Head – Contributor Relationships, Credit Benchmark
  • Current CPM practice & challenges
  • Bank-sourced data overview
  • Bank-sourced analytics: building blocks for CPM
  • Real world analysis examples
15:30 - 16:00 30 mins
Info
Market risk, capital management and liquidity
Market liquidity: Past, present and future - Led by ActiveViam

What are the main drivers of liquidity in our markets? How can we overcome the hurdles of regulatory change and market shifts whilst maintaining liquidity?

16:00 - 16:30 30 mins
Info
Risk modelling, accounting and IFRS 9
Harmonization and comparability of IRB models
  • Alexandre Petrov - Head of Group Credit Risk Corporate and IRB models, Nordea Bank AB
  • Basel updates in relation to IRB models
  • Impact of EBA final guidelines on the estimation of credit risk parameters PD, LGD
  • New EBA/TRIM requirements for Margins of Conservatism in the risk parameters estimation
16:00 - 16:30 30 mins
Info
Market risk, capital management and liquidity
XVA techniques & advancements
  • Rodney Hoskinson - Associate Director, Quantitative Support (Strategic Trading and Funding), ANZ Banking Group

Approximation methods for KVA under the final Basel III framework

16:30 - 16:35 5 mins
Risk modelling, accounting and IFRS 9
Chairman’s Closing Remarks
16:30 - 16:35 5 mins
Market risk, capital management and liquidity
Chairman’s Closing Remarks