Programme

 

08:30

Registration

08:55

Welcome remarks

09:00

Keynote address: International financial regulations – recent developments and domestic implementation

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

09:30

Keynote address: "Close encounters of the third kind" every day - future of emerging risk management

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

10:00

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: considerations, preparation and infrastructure needed
• Mitigation strategies for exposures risk-weighted under the standardised approach

Moderator:
Shiro Katsufuji,
Deputy General Manager, Corporate Risk Management Division, MITSUBISHI UFJ FINANCIAL GROUP
Speakers:
Junji Mori, Senior Manager, Global Regulatory Affairs, Corporate Planning Division, THE NORINCHUKIN BANK
Toru Morinishi, Senior Vice President, Strategic Planning Department, MIZUHO FINANCIAL GROUP
Tsuyoshi Hirano, Managing Director, Group Risk Management Department, NOMURA HOLDINGS INC.

10:50

Coffee break

11:20

 

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


• Analysis of the challenges affecting today's profit & loss statements including pressures arising from Basel III & Basel IV and the macroeconomic and business environment
• A look at how banks are actively realigning their balance sheets as Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) requirements force banks down the path of longer term sustainable funding
• How to extract additional incremental income from these funding pools, despite the constrained management and regulatory framework

Ziauddin Ishaq, Global Solutions Lead for Treasury, ORACLE FINANCIAL SERVICES
Professor Moorad Choudhry, Professor, UNIVERSITY OF KENT/ Designer & Founder, BANK TREASURY RISK MANAGEMENT (Former CEO of Habib Bank/Head of Treasury, RBS)

11:50

 

Presentation: Addressing challenges in expected credit losses modeling for IFRS9

• How are market participants addressing the issues of calculating expected losses for IFRS9 - 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

12:20

Presentation: XVA pricing and risk management

• Overview of the suite of valuation adjustments
• Common problems encountered with performing XVA calculations
• A service based approach to XVA pricing and risk management

Thomas Griffiths, Business Manager, TRICALCULATE

12:50

Lunch

13:50

 

Presentation: Conduct risk - improving existing business models and producing new business models in terms of addressing Fiduciary Duties

• What should we consider in the definition of conduct risk?
• Reforms of banks' business models using a risk appetite framework to balance between a sustaining innovation and a disruptive innovation
• Key issues for providing financial services based on Fiduciary Duties
• Next steps in addressing Fiduciary Duties

Kanji Okazaki, Senior Manager, Financial Services Industry Group, DELOITTE TOUCHE TOHMATSU LLC

14:20

 

Presentation: How does counterparty credit risk fit into the overall risk framework?

• Overview of capital, margin and funding requirements related to counterparty credit risk
• Understand how these requirements link to liquidity and leverage ratios
• How collateral and central clearing can be used as a lever to reduce counterparty risk
• Discuss the effect of margin requirements on FIs funding including NSFR

Felicity Trimm, Senior Manager, DELOITTE TOUCHE TOHMATSU LLC

14:50

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.

15:40

Coffee break

16:10

Presentation: The enterprise immune system: Using machine learning for next-generation cyber defence

  • How new machine learning and mathematics are automating advanced cyber defense
  • Why 100% network visibility allows you to detect threats as they happen, or before they happen
  • How smart prioritization and visualization of threats allows for better resource allocation and lower risk
  • Real-world examples of unknown threats detected by ‘immune system' technology

John Kirch, Country Manager - North Asia, DARKTRACE

16:40

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?

Speakers:
Yuko Kawai,
Deputy Director-General, Payment and Settlement Systems Department, BANK OF JAPAN
Makoto Shibata, Principal Analyst & Head of Global Innovation Team, Digital Innovation Division, THE BANK OF TOKYO MITSUBISHI UFJ
Norbert Gehrke, Senior Program Director, Strategy Office, AIG JAPAN

17:30

Closing remarks and end of conference

17:35

Evening cocktail reception

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