Programme
Programme
Risk Japan 2023 Agenda
**Times are in JST
June 27, 2023 | In-person conference
09:00 – 09:10
Chairperson’s Opening Remarks
09:00 - 09:10
09:10 – 09:30
Keynote Address
09:10 - 09:30
09:30 – 10:10
Keynote panel: Adjusting for the ever-changing risk environment
09:30 - 10:10
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The current landscape of emerging risks within Japan
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Where to place priorities with continually changing risks and new factors?
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Building greater partnerships across Japan to stay ahead of risks
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What are the new opportunities coming from the current risk domain?
10:10 – 10:40
Navigating through market volatility and interest rate risks
10:10 - 10:40
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How has the current market environment impacted risk managers and traders?
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Assessing risks for different asset classes and the impact on portfolios
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Adjusting for the variance in different market makers across asset classes
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Finding liquidity in distressed times in the Japan market
10:40 – 11:10
Networking break
10:40 - 11:10
11:10 – 11:40
The imminent FRTB deadline: Calculating market risk and account for all the factors
11:10 - 11:40
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What are the implementation challenges for SA and IMA
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Data, organisation & regulatory issues faced by institutions in APAC
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Solving the technology infrastructure risks and creating a resilient model
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FRTB vs. other regulatory initiatives (UMR, CVA capital, SA-CCR) opportunities and threats
11:40 – 12:10
Clearing & collateral management: The impact of regulatory requirements in Japan
11:40 - 12:10
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How has UMR and SA-CCR affected pricing and liquidity?
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Navigating risks around counterparty relationships and liquidity
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Evaluating clearing solutions for the long term for various products
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New opportunities emerging from the regulatory environment
12:10 – 12:40
Credit models: Building viable models for the long haul in Japan
12:10 - 12:40
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How has the current economic environment affected the approach to credit models?
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Navigating through credit decisioning with unknown factors
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How can climate risk considerations be implemented into credit models?
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Building a robust model to withstand different stress environments
12:40 – 14:00
Lunch Break
12:40 - 14:00
14:00 – 14:10
Chairperson’s remarks
14:00 - 14:10
14:10 – 14:40
Chief economist panel: Outlook for 2023
14:10 - 14:40
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Update on current market conditions and forecasts for the close of 2022
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Is the concern for recession myth or reality?
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Where is the greatest potential for economic growth in Asia?
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What will be the challenges and trends for 2023 in the global economy?
14:40 – 15:20
The changing landscape of the derivatives market in Japan
14:40 - 15:20
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What have been the emerging trends within derivatives in Japan?
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Regulatory updates around derivatives
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How has the LIBOR transition impacted Japan derivatives market?
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Navigating through non-mandated instruments – CCS, FX, Repo
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Optimizing collateral within the current market conditions
15:20 – 15:50
Networking break
15:20 - 15:50
15:50 – 16:20
Disclosure spotlight: TCFD reporting and benchmark industry movements
15:50 - 16:20
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Regulatory movements and applications of TCFD reporting in APAC
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Conducting climate stress testing especially with transition risk and physical risk
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Building resilience into your business strategies with the range of scenarios
16:20 – 16:50
C-Suite chat: Integrating ESG into business models in Japan
16:20 - 16:50
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What are the current measures implemented to handle ESG risk?
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What are the challenges when facing ESG?
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What are the drivers for change to think about ESG factors?
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The new business models to account for ESG
16:50 – 17:00
End of Risk Japan 2023
16:50 - 17:00