Programme

08:30

Registration

08:55

Welcome remarks

09:00

Keynote address: International Financial Regulations – Recent Developments and Domestic Implementation

Shunsuke Shirakawa, Vice Minister for International Affairs, JAPAN FINANCIAL SERVICES AGENCY

09:30

Regulatory dialogue: Rethinking regulatory reforms – global view vs. Japan

  • Addressing the current global regulatory landscape, changes in the latest Basel rules

  • Key regulatory priorities globally, particularly in Japan

  • When east meets west: How do regulatory reforms differ in the US and Asia?

  • The evolution of stress-testing and the development of a growing array of macro-prudential tools

  • Regulatory perspective on conduct risk, culture and governance

10:00

Keynote address

Tsuyoshi Oyama, Partner, Head, Centre for Risk Management Strategy, DELOITTE TOUCHE TOHMATSU LLC

10:30

Coffee break

10:50

Panel discussion: Revised Basel Committee standards: Capital floors and standardised approach

  • Overview on the requirements set by the standardised approaches for the following risks:

  • Credit Risk

  • Operational Risk

  • Capital floors

  • Tackling the challenges posed by the revised standards

  • The road to implementation: implementation considerations, preparation, and infrastructure needed

  • Mitigation strategies for exposures risk-weighted under the standardised approach

Speakers:
Junji Mori,
Senior Manager, Global Regulatory Affairs, Corporate Planning Division, THE NORINCHUKIN BANK
Shiro Katsufuji, Deputy General Manager, Corporate Risk Management Division, MITSUBISHI UFJ FINANCIAL GROUP

11:40

Presentation: Retail Funding Pools - Maximizing returns in a dynamic regulatory and market environment?

"Given the challenging macroeconomic and business environment plus the burdens of Basel III / IV that are being felt on today's P&L statements, it is not surprising that banks are actively realigning their balance sheets.
With LCR & NSFR both forcing banks down the path of longer term sustainable funding, banks are aggressively seeking ways to extract additional incremental income from these funding pools, despite the constrained management and regulatory framework

Ziauddin Ishaq, Global Solutions Lead for Liquidity Risk, ORACLE

12:10

Lunch

13:10

Presentation: Addressing challenges in expected credit losses modelling for IFRS 9

  • How are market participants addressing the issues of calculating expected losses for IFRS 9 - a survey of the Asian landscape?

  • Do risk models matter in expected credit loss provisioning?

  • A framework to calculate Expected Credit loss

  • Lessons learnt from developed and emerging markets - approaches and challenges

Michelle Cheong, Director, Credit Solutions, S&P GLOBAL MARKET INTELLIGENCE

13:40

Panel discussion: Review of the CVA framework

  • Divergence between the proposed rules of margin policy framework across jurisdictions and its impact on banks

  • Basic CVA framework - the eligible hedges and basic CVA approach

  • Review on the FRTB-CVA complications: calculation of CVA sensitivities and the impact of initial margin

  • CVA trading and hedging strategies

Speaker:

Felicity Trimm, Senior manager, DELOITTE TOUCHE TOHMATSU LLC

14:30

Insurance Panel: Utilising ERM models in a dramatically changing risk environment 

  • How to utilise ERM for strategic decision making

  • Risk governance and risk culture: the essential elements of ERM execution

  • Reassessing business strategies

 

Moderator:
Shigeyuki Goto,
Director, Centre for Risk Management Strategy, DELOITTE TOUCHE TOHMATSU LLC
Speakers:
Yasuhisa Watanabe,
Vice President, Chief Financial Officer & Chief Risk Officer, RGA REINSURANCE COMPANY
Thomas Des, Treasurer, Asia, METLIFE
Masahiko Tamamura, Executive Officer, TOKIO MARINE HOLDINGS INC.

15:20

Coffee break

15:40

Presentation: Tackling rises in cyber risks

  • Managing cyber security breaches and its impact on business continuity
  • Best practices for managing the risks of cyber-attacks and the threat vector as technology advances
  • Developing a strategy to combat advanced persistent cyber threats and finding a balance between security and privacy
  • Regulator's approaches to strengthen cyber security in the financial sector
  • Moving from cyber security to cyber risk management: Establishing an enterprise-wide strategic risk management framework

16:30

Panel discussion: Navigating an increasingly digital finance world

  • How quickly are leading financial institutions embracing the digital world?
  • Digitisation - reshaping the entire economy?
  • Exploring the risk and reward of Blockchain and artificial intelligence
  • Addressing the issues raised by the increasing digitization e.g. business strategy, market, organizational structure, workforce and culture
  • What should boards do to lead organisations through digital transformation?

Speaker:
Yuko Kawai,
Deputy Director-General, Payment and Settement Systems Department, BANK OF JAPAN

17:20

Closing remarks and end of conference

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