Risk Japan 2023 Agenda

**Times are in JST
June 27, 2023 | In-person conference


Chairperson’s Opening Remarks

09:00 - 09:10


Keynote Address

09:10 - 09:30


Keynote panel: Adjusting for the ever-changing risk environment

09:30 - 10:10

  • The current landscape of emerging risks within Japan

  • Where to place priorities with continually changing risks and new factors?

  • Building greater partnerships across Japan to stay ahead of risks

  • What are the new opportunities coming from the current risk domain?


Navigating through market volatility and interest rate risks

10:10 - 10:40

  • How has the current market environment impacted risk managers and traders?

  • Assessing risks for different asset classes and the impact on portfolios

  • Adjusting for the variance in different market makers across asset classes

  • Finding liquidity in distressed times in the Japan market


Networking break

10:40 - 11:10


The imminent FRTB deadline: Calculating market risk and account for all the factors

11:10 - 11:40

  • What are the implementation challenges for SA and IMA 

  • Data, organisation & regulatory issues faced by institutions in APAC 

  • Solving the technology infrastructure risks and creating a resilient model 

  • FRTB vs. other regulatory initiatives (UMR, CVA capital, SA-CCR) opportunities and threats 


Clearing & collateral management: The impact of regulatory requirements in Japan

11:40 - 12:10

  • How has UMR and SA-CCR affected pricing and liquidity?

  • Navigating risks around counterparty relationships and liquidity

  • Evaluating clearing solutions for the long term for various products

  • New opportunities emerging from the regulatory environment


Credit models: Building viable models for the long haul in Japan

12:10 - 12:40

  • How has the current economic environment affected the approach to credit models?

  • Navigating through credit decisioning with unknown factors

  • How can climate risk considerations be implemented into credit models?

  • Building a robust model to withstand different stress environments


Lunch Break

12:40 - 14:00


Chairperson’s remarks

14:00 - 14:10


Chief economist panel: Outlook for 2023

14:10 - 14:40

  • Update on current market conditions and forecasts for the close of 2022  

  • Is the concern for recession myth or reality? 

  • Where is the greatest potential for economic growth in Asia?  

  • What will be the challenges and trends for 2023 in the global economy? 


The changing landscape of the derivatives market in Japan

14:40 - 15:20

  • What have been the emerging trends within derivatives in Japan?

  • Regulatory updates around derivatives

  • How has the LIBOR transition impacted Japan derivatives market?

  • Navigating through non-mandated instruments – CCS, FX, Repo

  • Optimizing collateral within the current market conditions


Networking break

15:20 - 15:50


Disclosure spotlight: TCFD reporting and benchmark industry movements

15:50 - 16:20

  • Regulatory movements and applications of TCFD reporting in APAC 

  • Conducting climate stress testing especially with transition risk and physical risk 

  • Building resilience into your business strategies with the range of scenarios 


C-Suite chat: Integrating ESG into business models in Japan

16:20 - 16:50

  • What are the current measures implemented to handle ESG risk? 

  • What are the challenges when facing ESG?

  • What are the drivers for change to think about ESG factors? 

  • The new business models to account for ESG 


End of Risk Japan 2023

16:50 - 17:00