Programme

Programme

Programme

Risk Japan Conference | 4 June 2019, Tokyo 

08:00

Registration

08:55

Welcome remarks

09:00

Keynote address

Stream 1: Risk Management

09:30

Future of non-financial risk supervision and management

  • Increasing importance and regulatory expectation in non-financial risks (NFR)
  • Holistic view and taxonomy of NFR
  • Practical tools and strategies for effective NFR management in a fast-changing market and risk management environment

Shiro Katsufuji, Director, Center for Risk Management Strategy (CRMS), Deloitte

10:00

Prioritising risk management in the era of transition

  • Basel final rules implementation and outstanding issues
  • Cross-border and extraterritorial application of financial regulation
  • Implementation gap across different jurisdictions and what works best for Asia 
  • Review and define risk appetite framework relevant for shifting business strategies
  • Strategies in optimizing balance sheet, capital position and risk-return profile 
  • Drivers and priorities in non-financial management
     

Moderator:
Shiro Katsufuji, Director, Center for Risk Management Strategy, Deloitte Touche Tohmatsu LLC

Speakers:
Yuji Nakata, Executive Managing Director, Group Entity Structure & Co-CRO, Nomura Securities Co., Ltd
Toshihiro Yanase, Senior Manager, Global Compliance Officer, Sumitomo Mitsui Trust Bank
Toru Morinishi, Head of Regulatory Strategy / Head of Sustainability Office, Mizuho Financial Group

10:50

Networking break

11:20

What’s the data telling us on credit risk in China?

  • Drivers of change in the Chinese credit markets
  • SWOT analysis on China’s credit fundamentals
  • Trade tariff risks and impact on Chinese corporates 

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

11:50

Key drivers of CVA loss

  • Recent announcement on CVA loss
  • CVA methodology – from add-on table to Monte-Carlo simulation
  • Technology challenges on portfolio-scaled simulation – from on-premise to cloud

Eric Takigawa, Managing Director, IHS Markit

Stream 2: Investment Management

09:30

Liquidity and Innovation in ETF trading 

  • Challenges in estimating the depth of ETF market among institutional investors
  • Managing your execution cost, how and when to trade what exposure
  • How to access liquidity directly and efficiently 
  • How are fund allocation practices being impacted by changes brought by technologies?
  • Technological solutions to better investment outcomes
10:10

Future of Equity Derivative Markets

  • Strategies for navigating volatility 
  • Interpreting vol-of-vol dynamics and correlation
  • Determining best measures and strategies for investors and structuring trades
  • Innovative strategies for hedging of auto calls and risk transfer
  • Applications of automation to equity options hedging
  • How does the Uridashi market compare to other structured products in APAC
10:50

Networking break

11:20

Quantum computing strategies – State of Play

  • Current state of quantum computing and how will it change the finance world 
  • Leveraging in-house data for better trade executions
  • Developing in-house quant research teams
  • Using quants to model volatility and liquidity

12:20

Lunch

13:20

Executive address: Outlining short and long term risks of the Japanese financial system

Seisaku Kameda, Deputy Director-General, Financial System and Bank Examination Department, Bank of Japan

13:50

Insurance and Sustainable Development 

  • How will insurance companies respond to the emerging risks such as digital disruption, social risk and climate change for sustainable insurance, ALM, compliance risk and ESG investment?
  • How will the concept of the Long-term Corporate Value change their strategy? 
     

Moderator:
Goto Shigeyuki,  Director, Center for Risk Management Strategy, Deloitte Touche Tohmatsu LLC
 

Speakers:
Sachiko Izumi
, Statutory Executive Officer and Senior Vice President, Head of Risk Management, Metlife Insurance K.K.  
Keiichi Nakajima, Associate Director, General Manager, Corporate Planning Department, MS&AD Insurance Group Holdings
Mariko Nakabayashi, Professor, Risk Management and Insurance, Graduate School of Commerce, Meiji University

14:40

Agile risk and finance analytics to optimise regulatory and business strategy 

  • Drivers for innovation and operationalization of new tools, intelligence and controls
  • Overcome data silos and harness potential synergy across different banking units
  • Strategies to modernize data, process and deploy advanced data analytics
  • Using big data to comply with regulatory requirements and drive business strategy
15:10

Building culture and deepening conduct

  • Reviewing increasing regulatory focus on conduct and culture
  • Conducting an organization-wide risk assessment to identify weak links
  • Benchmarking as a tool for managing culture
  • Role of non-executive directors and permeating culture

15:40

Coffee Break

16:00

Chief Economist roundtable: Emerging risks and opportunities facing the Japanese economy

  • What is the outlook on macro-economic conditions, Post-QE and impact on Japanese financial market?
  • What are the latest price developments and BOJ’s YCC/ ETF buying policies?
  • What will be the upcoming focus on Prime Minister Abe’s economic agenda?
  • What might be the ripple effect from heightened trade and geopolitical tensions?
     

Moderator:
Mr. Naoyuki Haraoka
, Executive Managing Director, Japan Economic Foundation

Speakers:
Kyohei Morita,  Managing Director / Chief Economist Japan, Credit Agricole Securities Asia B.V., Tokyo Branch
Naoki Murakami, Economist, Asset management One CO., LTD
Nobuyasu Atago, Chief Economist, Okasan Securities Group 

17:00

Closing Remarks and End of Conference