08:00 – 09:00
09:00 – 09:10
09:10 – 09:30
Keynote address: Making risk management an priority in the era of transition
09:30 – 10:10
Panel: Rethinking and refocusing on risk management functions
- 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
10:10 – 10:30
Panel: Time to move on! The Libor transition
- 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
10:30 – 11:00
11:00 – 11:40
Presentation: Accessing Japan’s readiness for the next stage of FRTB
- 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
11:40 – 12:00
Presentation: Governing Non-financial risk (NFR) in today’s complex and competitive environment
- 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?
12:00 – 12:20
Panel: Operational resilience and operational risk - “what is going to break you?”
- 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
13:20 – 14:00
Panel: The latest developments on Japan’s insurance industry
- 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
14:00 – 14:20
Presentation: The new Credit Value Adjustment (CVA) framework and mitigating XVA challenges
- Diving into the new CVA capital framework: FRTB – CVA
- CVA and the recognition of hedges
- XVA challenges – dealing with legacy technologies
14:20 – 15:00
Panel: A non-negotiable – ESG and climate related risk management
- 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
15:00 – 15:30
15:30 – 16:10
Panel: ML and automation – opportunities and challenges
- 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
16:10 – 16:50
Panel: Gazing into the future and analysing emerging risks that will affect the Japanese market
- 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?
16:50 – 17:00
Chairman’s closing remarks
17:00 – 17:00