2020 programme

2020 programme

2020 Programme



08:00 - 09:00


Welcome remarks

09:00 - 09:10


Keynote address: Making risk management an priority in the era of transition

09:10 - 21:30


Panel: Rethinking and refocusing on risk management functions

09:30 - 10:10

  • Counter party credit risk, market risk, and liquidity risk – how are local market participants coping? 
  • Emerging risks as a result of digital transformation – fintech solution providers  
  • The big squeeze on bank margins – what’s the stance of the banks? 
  • Risk managers/back-end business vs front-end business  – balancing risk and return 
  • The importance of Non-financial risk 


Panel: Time to move on! The Libor transition

10:10 - 10:30

  • Transitioning from LIBOR OTC Derivatives to Risk Free Rates (RFR), understanding the adaptation challenges for market participants
  • Monitoring liquidity risks (PE and Private assets) 
  • Valuation and risk management challenges – transitioning legacy contracts 
  • The Repo-market turmoil and the concerns raised about the new benchmark rate


Morning break

10:30 - 11:00


Presentation: Accessing Japan’s readiness for the next stage of FRTB

11:00 - 11:40

  • The role of the Standardized approach with respect to the market risk framework 
  • Looking at the internal model approach - P&L attribution and non modellable risk factors 
  • Potential challenges with implementing FRTB – capital optimization, avoiding divergence, and time constraints 


Presentation: Governing Non-financial risk (NFR) in today’s complex and competitive environment

11:40 - 12:00

  • Addressing overall governance on NFR 
  • Fostering a sound risk culture from within – promotional strategies for local regulators and market participants 
  • Essential applications of the three lines of defence for Enterprise Risk Management 
  • Tightening AML/CFT measures – what are some of the solutions that can Japan consider? 


Panel: Operational resilience and operational risk - “what is going to break you?”

12:00 - 12:20

  • Preparing, responding, and remediating a crises – are we testing enough? 
  • KRIs and KPIs – does your organization have a comprehensive view of its maturity and uplift program? 
  • Dealing with disaster recovery
  • Minimizing operational risk by managing people (human errors), IT, organizational structure, and fostering compliance 



12:20 - 13:20


Panel: The latest developments on Japan’s insurance industry

13:20 - 14:00

  • The introduction of the Insurance Capital Standard (ICS) – what does this mean for the Japanese market?
  • The new IFRS 17 insurance accounting standard explained  
  • FSA to potentially introduce an economic valued based solvency regime – how likely will this become a reality?
  • Japan’s aging population and the insurance industry’s strategy to combat this issue 


Presentation: The new Credit Value Adjustment (CVA) framework and mitigating XVA challenges

14:00 - 14:20

  • Diving into the new CVA capital framework: FRTB – CVA
  • CVA and the recognition of hedges 
  • XVA challenges – dealing with legacy technologies 


Panel: A non-negotiable – ESG and climate related risk management

14:20 - 15:00

  • Updates on Japan Credit Rating Agency’s (JCR) Green Finance Framework Evaluation
  • Evaluating EU ETS’ sub-national system in Japan and its effectiveness for risk management  
  • Incorporating ESG into your CSR, investment, and overall risk management strategy


Afternoon break

15:00 - 15:30


Panel: ML and automation – opportunities and challenges

15:30 - 16:10

  • How can risk managers tap into AI and Robotic Process Automation (RPA) technologies to automate their operations? 
  • Leveraging ML and big data to reduce operational costs and enhance returns 
  • Data quality considerations and limitations for big data and Machine Learning – what you need to know 
  • Empowering technology to supplement and/or replace the auditing process 
  • The lack of internal quant talent and how it affects the effective use of ML


Panel: Gazing into the future and analysing emerging risks that will affect the Japanese market

16:10 - 16:50

  • The impact of low interest rates on Japanese bank, what is going to happen in the next 12 months? 
  • The global geopolitical landscape – how will Brexit, Trump’s impeachment, US-China trade war, U.S elections, Hong Kong anti-extradition protests, and US–Japan trade deal impact local market participants? 
  • Digital currency risk – how can Japan prevent cybersecurity and technological threats and cases like the Bitpoint incident from happening again? 


Chairman’s closing remarks

16:50 - 17:00


End of conference

17:00 - 17:01