Programme

Programme

2020年のプログラム

07:4508:45

受付

07:45 - 08:45

08:4508:50

開会の辞

08:45 - 08:50

08:5009:10

基調講演:移行期にリスク管理を最優先する

08:50 - 09:10

09:1009:50

パネルディスカッション:リスク管理機能の再考および再フォーカス

09:10 - 09:50

  • カウンターパーティ信用リスク、市場リスク、流動性リスク ― 日本市場の参加者はいかに対応しているか?
  • デジタルトランスフォーメーションにより生じる新たなリスク ― フィンテックソリューションプロバイダー 
  • 銀行のマージンの大幅な減少 ― 銀行のスタンスは?
  • リスクマネージャー/バックエンドビジネス vs フロントエンドビジネス ― リスクとリターンのバランスをとる
  • 非金融リスクの重要性
  • ストレステスト ― 規制当局による期待の高まりと、不確実な状況において「生きるか死ぬか」チェックから「管理ツール」に目的を変更することについて考察する

09:5010:30

パネルディスカッション:LIBOR移行へ、いざ前進!

09:50 - 10:30

  • LIBOR OTCデリバティブからリスクフリーレート(RFR)への移行。市場参加者の適応に関する問題を理解する
  • 流動性リスクのモニタリング(PEおよび個人資産)
  • バリュエーションおよびリスク管理に関する課題 ― 移行前契約の切り替え
  • レポ市場の混乱と新しいベンチマークレートに関する懸念
Ross Allen

Managing Director

IHS MARKIT

Ross is a Managing Director in the Financial Services division working within our Strategy team with specific focus on changes to market structure, regulation and new technology.  Ross is a member of the IHS Markit IBOR Reform committee, global head of Term Risk Free Rates (TRFR) and also sits on the ARRC sub-committee working on the development of Term SOFR.

Previously, Ross served as Head of Financial Markets APAC and was responsible for leading and growing the IHS Markit business across Asia-Pacific.  Ross has an accounting and OTC derivatives background and has worked extensively on regulatory impact and developing new products to meet regulatory change.  Ross has over 20 years experience in the financial services industry covering cash, derivatives and alternative assets markets across a variety of roles.  Ross has worked in London, Singapore and currently based in Sydney.

Kouhei Iinuma

Section Head, Group Integrated Risk Management Division

Shinsei Bank

I am Section Head of Integrated Risk Management Division in Shinsei Bank. I am managing market risk and quantitative analysis including trading and banking book especially interest rate and FX products. Prior to current position, I was exotic derivative trader and product structurer. I have experienced market for twenty years. I am part-time teacher at Graduate School of Business and Finance, Waseda University.

Tatsuo Ichikawa

Director, CIO Office Quants Team

Japan Post Bank

Tatsuo is Managing Director and Head of Quant Team in Investment Division at Japan Post Bank since 2016, and he is a member of the ALM Committee. He is responsible for all quantitative analysis including asset allocation, front risk management and investment strategies as well as developing trading systems for the investment division. From 2018, he is also responsible for Rates and FX Department. Prior to joining Japan Post Bank, his career started with Morgan Stanley Japan in 1999 as Interest Rate Strategist after graduating from Graduate School of Waseda University with a Masters Degree in Mathematics.  In 2005, he joined ABN AMRO Securities Japan, which was subsequently integrated into RBS Securities Japan, as head of Japan Research.
 
Tatsuo rejoined Morgan Stanley Japan in October 2009 and became head of JGB/swap trading and sales desk.  He was promoted to Managing Director in 2010 and appointed Head of Japan Interest Rate Product Group. He was named Co-Head of Japan Fixed Income and appointed to a Board member of Morgan Stanley Japan Holdings in January 2013. His last role at Morgan Stanley MUFG was Head of Japan Fixed Income Trading.

While working at Japan Post Bank, Tatsuo is teaching fixed income investments and ALM strategy at Tokyo Metropolitan University where he earned PhD in Business Administration.

10:3011:00

プレゼンテーション:LIBOR移行

10:30 - 11:00

11:0011:25

休憩

11:00 - 11:25

11:2511:55

プレゼンテーション:オペレーショナルレジリエンスとオペレーショナルリスク ― 「貴組織を破壊するものは何か?」

11:25 - 11:55

  • 危機に準備し、対応し、状況を是正する ― テストは十分か?
  • KRIとKPI ― 貴組織には満期日に対する包括的な見解と改善プログラムがあるか?
  • 災害復旧の対応
  • 人材(人的ミス)、IT、組織構造を管理し、健全なリスク文化を育成し、コンプライアンス要件遵守に対応することでオペレーショナルリスクを最小限に抑える 

11:5512:25

プレゼンテーション:現代の複雑で競争が激しい環境で非金融リスク(NFR)を管理する

11:55 - 12:25

  • NFRに関する全般的な管理に対応する
  • 内部で良好なリスク文化を育成する ― 現地の規制当局と市場参加者に対するプロモーション戦略
  • エンタープライズリスク管理に関する3つの防衛線の必須アプリケーション
  • AML/CFT対策の強化 ― 日本が検討できるソリューションの紹介

12:2513:20

昼食

12:25 - 13:20

13:2013:40

午後の基調講演:世界の規制状況と現地の影響についての最新情報

13:20 - 13:40

Megan Butler

Executive Director of Supervision

Financial Conduct Authority (FCA)

Megan joined the Financial Conduct Authority (FCA) in September 2015 as Executive Director responsible for the supervision of Wholesale
Banking, Investment Management, Life Insurance and Financial Advice. Megan is also responsible for Specialist Supervision including Prudential, Financial Crime and Client Assets.

Megan was previously the Executive Director of International Banks Directorate at the Prudential Regulation Authority (PRA). She joined the Bank of England in
April 2013 as Executive Director of International Banks Directorate after moving from the Financial Services Authority (FSA).

Megan has been a supervisor since 2008, when she became Head of the Department responsible for the supervision of the UK operations of the major
investment banks. Prior to moving to supervision, Megan was Head of Enforcement Law and Policy at the FSA, and for a number of years chaired the
International Organization of Securities Commissions (IOSCO) Standing Committee 4 which is concerned with international enforcement cooperation.
Before moving to the Enforcement Division, Megan was Chief Counsel for Markets, heading the legal team responsible for advising on legal issues relating
to Official Listing, the regulation of exchanges and clearing houses, market conduct and the supervision of wholesale firms.

Megan joined the FSA in 2000. Before this, she spent several years at the London Stock Exchange in a variety of legal and non-legal roles, including Head
of Capital Markets.

Megan was called to the bar in 1987.

13:4014:20

パネルディスカッション:妥協ができないESGと気候関連のリスク管理

13:40 - 14:20

  • 日本格付研究所(JCR)によるグリーンファイナンス枠組み評価に関する最新情報
  • 日本における欧州連合域内排出量取引制度(EU ETS)の評価とリスク管理に対する効果 
Toru Morinishi

Head of Regulatory Strategy / Head of Sustainability Office

MIZUHO FINANCIAL GROUP

Toru Morinishi is the Head of Regulatory Strategy and Head of Sustainability Office for Mizuho Financial Group since 2018.  As the Head of Regulatory Strategy he is responsible for research and advocacy in relation to global financial regulation, and as the Head of Sustainability Office he is responsible for developing sustainability strategy for Mizuho.  Prior to his current roles he was a Senior Vice President of Strategic Planning Department since 2013.

In his previous positions, he was a senior credit analyst for project and structured finance deals in Mizuho’s London Branch during 2010-2013, and was engaged in investor relations in New York Branch during 2007-2010.

Miyuki Zeniya

Head of Sustainable Finance

The Dai-ichi Life Insurance Company, Limited

Ms. Miyuki Zeniya is Head of Sustainable Finance at The Dai-ichi Life Insurance Company whose AUM is about 35 trillion yen. She is responsible for ESG integration and promoting sustainable finance for all assets.

After she joined the Dai-ichi Life in 2013, she had been responsible for engagement and proxy voting since The Dai-ichi Life expressed the agreement with Japan’s Stewardship Code in 2014.

Prior to joining The Dai-ichi Life, she was a managing advisor for Polaris Capital Group and led a role to value up the investee companies as their board member. Prior to this she was Deputy President of Japanese regional bank, which was the first full-time female board member of banking industry in Japan. She also had an experience to lead IPO as CFO of HR consulting firm in 2000. She graduated with a bachelor’s degree in International Relations from Tokyo University of Foreign Studies. She started her career at Nomura Research Institute.

She was a member of a Forum for Integrated Corporate Disclosure and ESG Dialogue by METI and a member of PFA 21 Task Force for ESG Financial Strategy by MOE. From April of 2019 she is a member of Working Group of the NAP on Business and Human Rights by MOFA. She is also a member of PRI Japan Network Advisory Committee.

14:2014:45

休憩

15:00 - 15:30

14:4515:15

プレゼンテーション:消費者金融におけるリスク管理 ― 金融業の新たなフロンティア

14:45 - 15:15

15:1515:55

パネルディスカッション:将来の展望と、日本市場に影響を与える新しいリスクの分析

15:15 - 15:55

  • 日本の銀行の低金利の影響。今後12か月に何が起きるか?
  • 世界の地政学的な状況 ― 英国のEU離脱、新型コロナウイルス、米中貿易戦争、米国大統領選挙、香港の逃亡犯条例反対デモ、日米貿易協定は、日本市場の参加者にどのような影響を与えるか?
  • デジタル通貨に関するリスク ― いかに日本はサイバーセキュリティと技術的脅威を回避し、BITPointハッキング事件などの事象の再発を防げるか?
Koji Takahashi

General Manager, Risk Management Department

Sompo Holdings, Inc.

General Manager Risk Management Department Sompo Holdings, Inc. 

Mr. Koji Takahashi is General Manger of Risk Management Department of Sompo Holdings, Inc.  He assumed the role in April 2018 and has been responsible for overall risk management of Sompo Group, which holds the largest Japanese P&C insurance company, Sompo Japan Nipponkoa Insurance, Inc.  

He is responsible for managing whole spectrum of risks around the complex business portfolio of Sompo Group by making robust Enterprise Risk Management framework. 

Prior to leading Risk Management Department, he was Managing Director of Sompo Insurance Singapore Pte. Ltd. (2016 to 2017).  Before assuming Managing Director role, he was Senior Division Manager of Corporate Planning Division where he was responsible for Risk Management, Governance and Compliance of the Singapore insurer. (2012 to 2015) 

His prior responsibilities also include Planning Manager at Reinsurance Department (2006 to 2012) and Aviation Underwriter at Aviation Insurance Department (1991 to 2003) of Sompo Japan Insurance, Inc. 

He has a degree of MBA from University of California, Irvine (2006), and BA from Sophia University, Tokyo, Japan (1991). 

Akira Yamamoto

Deputy Chief Manager, Risk Management Division

Mitsubishi UFJ Securities Holdings

Akira Yamamoto joined Mitsubishi UFJ Securities Holdings as Deputy Chief Manager in March 2014. He delivers his insights and solutions with regard to the optimized risk return in a wide range of risk assets including Loan, Derivatives, Real Estate, Funds, and Structured Finance from the perspectives of credit and market risk.

As a senior risk manager with 30 years of experience in the commercial and investment banking industries as well as a global rating agency, he has obtained an enhanced recognition among Japanese and non-Japanese institutional investors and made contributions to the public sector through the advisories specialized in Alternative products.

Prior to joining Mitsubishi UFJ Securities Holdings, Mr. Yamamoto spent more than ten years working at MUFG Bank until 2000 being engaged in the corporate loan underwriting. After that, he worked for Standard & Poor’s as a lead analyst specialized in Structured Finance, in addition to serving at Morgan Stanley as a head of Corporate & Structured Finance Credit Risk.

Mr. Yamamoto is a Financial Risk Manager - Certified by the Global Association of Risk Professionals.

Hiromichi Nishihara

Head of Risk Management

Government Pension Investment Fund

16:0016:05

カンファレンス閉会

16:00 - 16:05

09:0009:25

オンライン登録およびバーチャルカンファレンスへのログイン

09:00 - 09:25

09:2509:30

開会の辞

08:45 - 08:50

09:3010:15

パネルディスカッション:LIBOR移行のTo Doリストとチェックリストについて考察する

09:25 - 09:30

  • 商品と取引に対するフォールバック条項 ― 重要な検討事項
  • リスクフリーレートを参照する新しい商品を貴組織のITシステムで使用できるようにする ― 将来の課題
  • オペレーション手順と社員向けトレーニング ― 市場参加者ができる最善の準備とは何か?

10:1510:30

プレゼンテーション:オペレーショナルレジリエンスの実現とポストコロナのオペレーショナルリスク

09:30 - 10:15

  • 災害復旧の対応
  • 人材(人的ミス)、IT、組織構造を管理し、健全なリスク文化を育成し、コンプライアンス要件遵守に対応することでオペレーショナルリスクを最小限に抑える  

10:3010:45

パネルスピーカーとのQ&A

10:30 - 10:45

10:4511:25

パネルディスカッション:CSR、投資、全体的なリスク管理戦略にESGを組み込む

10:45 - 23:25

  • 特定したESG関連リスクに関して、いかに組織としてリスク対応策を選択し、実施すべきか?
  • 貴社の取締役は、全体的な企業戦略と事業目標に影響を与えうるESG関連リスクを認識しているか?
  • ESG関連リスクを特定し、管理するために役立つERMフレームワークを採用する重要性

11:2511:40

プレゼンテーション:新しい信用評価調整(CVA)の枠組みと各種評価調整(XVA)問題の緩和

11:25 - 11:40

  • 新しいCVA資本賦課の枠組みに取り組む:FRTB ― CVA
  • CVAとヘッジ認識
  • XVA問題 ― レガシーテクノロジーの対応

11:4012:20

パネルディスカッション:MLと自動化 ― 機会と課題

11:40 - 12:20

  • いかにリスクマネージャーはAIとロボティックプロセスオートメーション(RPA)を利用し、オペレーションを自動化できるか?
  • MLとビッグデータを活用して、オペレーション費用を削減し、リターンを拡大する
  • ビッグデータと機械学習に関するデータ品質の検討事項と制限 ― 知っておくべきこと
  • 監査プロセスを補完および/または置き換えるためのテクノロジーの活用
  • 組織の定量分析専門家の不足と、それがMLの効果的な利用に与える影響

12:2012:25

Risk.netによる閉会のご挨拶

12:20 - 12:25

12:2512:30

バーチャルカンファレンスの閉会およびパネルスピーカーとのQ&A

12:25 - 12:30