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08:00
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Registration
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08:55
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Welcome remarks
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09:00
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Keynote address: Update on Basel Committee’s recent initiatives
Toshio Tsuiki, Deputy Secretary General, Basel Committee on Banking Supervision, BANK FOR INTERNATIONAL SETTLEMENTS
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Stream 1: Risk Management
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| 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 TOUCHE TOHMATSU LLC
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| 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:
Toru Morinishi, Head of Regulatory Strategy / Head of Sustainability Office, MIZUHO FINANCIAL GROUP
Yuji Nakata, Executive Managing Director, Chief Risk Officer, NOMURA HOLDINGS, INC.
Toshihiro Yanase, Senior Manager, Global Compliance Officer, SUMITOMO MITSUI TRUST BANK
Shuichi Yokoyama, Executive Officer, Head of Corporate Risk Management Division, MUFG
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| 10:50 |
Networking break
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| 11:20 |
What’s the data telling us on credit risk in China?
- Trade Tensions & China Risk Analysis: Research Recap from 2018
- Year 2019 Update: What are we seeing now?
- Reconciling Market Indicators & Fundamentals: Where does that leave China?
Paul Bishop, Director, Risk Solutions, S&P GLOBAL MARKET INTELLIGENCE
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| 11:50 |
Deciphering CVA loss and xVA challenges
- Recent announcements on CVA loss
- CVA methodology change in LGD, PD, and EAD from real-world to risk-neutral
- xVA challenges on technology, model, data, operation, and timeline
Mitsuo Tsumagari, Associate Director, Head of Tokyo Quants Team, IHS MARKIT
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Stream 2: Investment Management
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| 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
Moderator:
Paul Worthy, Managing Director, TRADEWEB JAPAN
Speakers:
Koei Imai, Head of ETF Center, NIKKO ASSET MANAGEMENT
Curtis Tai, Director, Asia-Pacific ETF Sales & Trading, JANE STREET |
| 10:10 |
Market volatility and liquidity management
- What is the outlook on liquidity across asset classes?
- What are the latest challenges for Japanese institutions?
- How banks and non-bank liquidity providers work?
- How to source and access liquidity in the fragmented Asian markets?
- How to leverage diverse product platform to construct your global portfolios?
Moderator:
Bill Sarran, Head of Institutional Trading APAC, OPTIVER
Speakers:
Philippe Imhoff, Portfolio Manager, Head of Convexity Solutions – Asia, AMUNDI JAPAN
Naoki Kamiyama, Chief Strategist, NIKKO ASSET MANAGEMENT
Akira Tagaya, Executive Officer, OSAKA EXCHANGE, INC |
| 10:50 |
Networking break
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| 11:20 |
Investment intelligence management
- The data aggregation and management infrastructure for internal / external data (both quantitative and qualitative)
- The implementation of HPC (high performance computing) to enable AI and data science
- The holistic characterization of returns and risk for various assets classes using data science
- The possibility (and pitfalls) of using non-financial / non-market alternative data to enrich the knowledge
- The use of relational AI to analyze portfolios under various regimes and scenarios
- Visualization of results via a Dashboard
David Androsoni, Managing Director, SAPIAT
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| 11:50 |
Challenge and vision in utilizing AI/ML in investment process and fund management
- Historical outlook of technological innovation in investment strategies
- Challenges of each process of investment using AI/ML
- AI/ML use case studies of investment strategies
- Future vision
Yoshinori Nomura, Director, Investment, SIMPLEX ASSET MANAGEMENT CO.,LTD
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12:20
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Lunch
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13:20
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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
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13:50
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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, compliance risk and ESG investment?
- How will the concept of the Long-term Corporate Value change their strategy?
Moderator:
Shigeyuki Goto, Director, Center for Risk Management Strategy, DELOITTE TOUCHE TOHMATSU LLC
Speakers:
Sachiko Izumi, Chief Risk Officer, METLIFE INSURANCE K.K.
Dr. René Mück, Head of Underwriting, Underwriting Dept. Non-Life Division, MUNICH RE JAPAN BRANCH
Dr. Mariko Nakabayashi , Professor, Risk Management and Insurance, School of Commerce, MEIJI UNIVERSITY
Keiichi Nakajima, Associate Director, General Manager, Corporate Planning Department, MS&AD INSURANCE GROUP HOLDINGS
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14:40
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Roadmap to the end of LIBOR
- Development in interest rate benchmark across jurisdiction
- Short term risks and prevailing uncertainties
- Managing transition challenges for new and legacy contracts
Moderator:
Tomoko Morita, Senior Director, Head of Tokyo Office, ISDA
Speakers:
Megumi Hirano, Director, Head of Operational Risk Management, DEUTSCHE BANK
Taro Matsuura, Managing Director, Corporate Planning Division, MUFG
Ken Watanabe, Global Markets Division, MIZUHO
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15:30
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Networking Break
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16:00
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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:
Naoyuki Haraoka, Executive Managing Director, JAPAN ECONOMIC FOUNDATION
Speakers:
Nobuyasu Atago, Chief Economist, OKASAN SECURITIES GROUP
Kyohei Morita, Managing Director / Chief Economist Japan, CREDIT AGRICOLE SECURITIES ASIA B.V., TOKYO BRANCH
Naoki Murakami, Senior Economist, ASSET MANAGEMENT ONE CO., LTD
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17:00
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Closing Remarks and End of Conference
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