Risk ASEAN - 24 May, Majestic Hotel, Kuala Lumpur

08:00 Registration

08:50 Welcome remarks

09:00 Opening address: Addressing the challenges faced by ASEAN economies in 2017 and the way forward

H.E. Le Luong Minh, Secretary General, ASEAN SECRETARIAT

09:20 Regulatory panel: Navigating through regulatory challenges to achieve competitive advantage

  • Key regulatory priorities globally, particularly in ASEAN jurisdictions and in China
  • Addressing the latest financial regulatory reform and implementation of securities and derivatives regulations in a cross-border context
  • Assessing the plans for improved industry practice and reduced regulatory fragmentation across the region and China
  • Promoting an Asian common voice on Basel regulatory measures
  • How are banks coping with the implementation timeline?
  • Promoting greater ASEAN-China linkages through direct FX crosses

Moderator:
Blake Evans Pritchard,
Asia Senior Staff Writer, Regulation, RISK.NET
Speakers:
Noritaka Akamatsu,
Senior Advisor, Financial Cooperation & Integration, Sustainable Development & Climate Change Department, ASIAN DEVELOPMENT BANK
Thomas Atkinson, Executive Director, Enforcement, SECURITIES AND FINANCE COMMISION (SFC) HONG KONG
Huang Yun Cheng, Former Researcher, Secretary Level, CHINA SECURITIES REGULATORY COMMISSION RESEARCH CENTER

10:10 Coffee Break

10:40 Panel discussion: Fixed income market strategy: Looking for yields in ASEAN market

  • Moving to a new market regime - risk and opportunities
  • Addressing the implications of yield curve steepening
  • Assessing industry concerns on the lack of liquidity in fixed income markets 
  • Will uncertainties in the volatility of real yields and inflation expectations generate more dynamic investment opportunities
  • Building innovative products to meet current economic environment

Moderator:
Dr Yeah Kim Leng,
Senior Fellow, Professor, SUNWAY UNIVERSITY
Speakers:
Adam McCabe
, Head of Asian fixed Income, ABERDEEN ASSET MANAGEMENT
Tutiana Jusat, Chief Investment Officer - Fixed Income, AMUNDI ASSET MANAGEMENT MALAYSIA
Do Ngoc Quynh, Head of Treasury, BANK FOR INVESTMENT AND DEVELOPMENT VIETNAM

11:30 Panel discussion: Risk and opportunities in the current rate hike environment

  • Implications on the ASEAN economy
  • Understanding the currency risk involved with the rate hike
  • Monitoring capital outflows as a result of the rate hike
  • Where are the ASEAN economies heading and how should they address the emerging challenges?

Moderator:
Dr Arup Raha,
Chief Economist, CIMB
Speakers:
Nazaiful Affendi,
Director of Portfolio Strategy, KUMPULAN WANG PERSARAAN (KWAP)
Dr Hans Genberg, Executive Director, THE SEACEN CENTER
Zabedah Giw, Head of Global Advisory and Research, EXPORT AND IMPORT BANK MALAYSIA
Anthony Tan, Senior Economist, ASEAN +3 MACROECONOMIC RESEARCH OFFICE (AMRO)

12:20 Lunch

13:20 Executive address

Budianto, Executive Director, Head of Reserve Management Department, BANK INDONESIA

13:40 Panel discussion: Mitigating currency volatility and risk: Management and hedging strategies

  • Addressing the impact of currency volatility on ASEAN currencies
  • How would investments in bonds benefit from weaker currencies
  • Looking out for policy and currency developments in China
  • Designing your capital structure in unpredictable times
  • Optimising your hedge - using multiple hedges and the best instruments to fit your institution's policy

Moderator:
Aziz Durrani,
Senior Financial Sector Specialist, Financial Stability and Supervision and Payment & Settlement Systems, THE SEACEN CENTRE
Speakers:
Salman Ashraf,
Head of Treasury & Global Markets Division, BANK ISLAM BRUNEI DARUSSALAM
Pratan Atchawaran, Head of Investment Management and Money Market, KASIKORNBANK PCL
Do Ngoc Quynh, Head of Treasury, BANK FOR INVESTMENT AND DEVELOPMENT VIETNAM
Achmad Royadi, Group Head, Treasury, BANK RAKYAT INDONESIA

14:30 Presentation: From CVA to XVA: valuation adjustments today and their relevance in ASEAN

  • OTC derivatives valuation after the global financial crisis
  • XVA from the economic, accounting & regulatory viewpoints
  • XVA management & ASEAN specific challenges
  • The new Margining rules & FRTB CVA charge: potential game changers?

Alexandre BON, Senior Solution Architect, Risk & Regulatory Transformation, MUREX

15:00 Presentation: When the rubber meets the road on IFRS 9 implementation

  • How are market participants addressing the issues of IFRS9 - a survey of the ASEAN landscape
  • Balancing different approaches in calculating Expected Credit Loss
  • Lessons learnt from Europe - approaches and challenges
  • Strengths and weaknesses of various methodologies
  • Do risk models matter in expected credit loss provisioning?

Michelle Cheong, Director, Credit Solutions, Risk Services, S&P GLOBAL MARKET INTELLIGENCE
Tey Chun Maw, Associate Director, Financial Risk Management, KPMG

15:30 Afternoon break

16:00 Presentation: FRTB - an evolution in market risk management and challenge to market liquidity

  • Assessing the biggest challenges in achieving the objective set for FRTB
  • How may FRTB affect market liquidity in fixed income markets?
  • What are regulators around the world saying about market liquidity?
  • Can banks achieve alignment of CVA with FRTB on a compressed time scale?
  • How should banks begin preparing for an increasing demand in modelling capabilities and technologies?

16:30 Panel discussion: Moving to a new normal: The future of banking models

  • Addressing the impact of new regulations on capital and bank's business structure
  • What central bank actions are you expecting in the short to medium term and how will these impact your portfolio?
  • How can banks adapt their business models to the new market regime in order to maximise efficiency and profit?
  • In light of the disruptive innovations, will FinTech be the future of banking?
  • How might culture and conduct be monitored in the future?

Moderator:
Blake Evans Pritchard,
Asia Senior Staff Writer, Regulation, RISK.NET
Speakers:
Mohit Tandon,
Chief Operating Officer, EASTSPRING INVESTMENTS
Ahmad Shukri Bin Abd Rahman, Chief Risk Officer, BANK RAKYAT MALAYSIA
Rohit Nambiar, Chief Transformation and Operations Officer and Member of the Executive Committee, AXA AFFIN GENERAL INSURANCE BERHAD

17:20 Closing remarks

AsiaRisk reserves the right to change the programme where necessary.

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