Chairperson’s opening remarks


Morning Keynote address: Robust regulation to weather the global storm

Risk & Regulation House


Interactive CRO discussion on thriving in the era of constant crisis

  • Addressing the top risk priorities for 2019 and beyond
  • Dealing with regulatory fatigue
  • Current and emerging risks- geopolitical risk, Brexit and the trade war fears, how will this impact your firm’s risk strategy?
10:30 Morning networking break

The end of libor- storm on the horizon or in a teacup?

  • Is Asia ready for the end of Libor?
  • What fall-backs are being implemented in the region?
  • Updates on the various alternate rates SOFR, SONIA, TONAR, SARON, and EONIA
  • What is being done about the overlaps with FRTB?

Keeping pace with developments in XVA

  • What are the latest trends in XVA?
  • Impacts of Basel III/IV on XVA
  • Why new systems are needed to deal with increased complexity

Machine learning innovation, complexity, development and regulatory compliance

  • A discussion on the need for a framework on the uses of machine learning
  • How to solve the explainability issue?
  • Are regulatory concerns holding back the application and development of machine learning?
  • What can banks learn from machine learning pioneers in the buy side?

Investment House


Interactive CIO panel: When volatility strikes back

  • Reactions to 2018's swings
  • How are trading firms in the region and asset managers making the most of the volatility?
  • What tools are being used most to apply hedging strategies?
10:30 Morning networking break

Quant Investment Strategies – state of play

  • Leveraging in-house data for better trade executions
  • Developing in-house quant research teams
  • Using quants to model volatility and liquidity

Of trade tensions and capital markets – Bond Connect & Stock Connect

  • Will China’s bond and stock markets remain open to foreign investors if trade talks sour?
  • Can we expect southbound trading to open soon on Bond Connect?
  • Will index inclusion result in increased interest?
  • How can foreign investors support structural change in the mainland?
  • How to deal with structured issuance

What is the data saying about credit risk in China

Michelle P Cheong, Head of CreditPro® Product, Credit Solutions, S&P Global Market Intelligence


Networking lunch


Risk Hong Kong Women in Leadership Lunch


Asia Risk has made a conscious effort to prominently feature women in our speaker line-up and advisory board; however we have been disappointed by the poor levels of female representation in the sector. It has invariably proven a struggle for us to invite women speakers to participate in our events and feature in the publication. It appears to be consistent across the field that women are pigeonholed into certain roles, ones removed from decision making in this area.

We would like to be part of the movement working to change this reality. Join us for a discussion with your industry peers about how the culture can be changed and how women can move into leadership positions and carve out a space form themselves. Discuss how businesses benefit from diversity in their top leadership positions.

We aim for this meeting to be a starting point for firms in the Risk Management and Investment Management sectors to foster their female talent and for women already in the industry to connect and share their experiences and successes.

Risk & Regulation House


Q&A on Data analytics and risk management

Have your questions on the below topics answered by a panel of industry experts:

  • Can AI and machine learning be used to prevent excessive risk taking behaviour?
  • Quality of data and availability
  • Alternative data
  • Predictive modelling
  • Fraud prevention

Conduct risk & personal responsibility

  • MIC check one-two: how has the implementation of the Manager-in-charge changed the sector?
  • Is the top down approach proving successful?
  • Would larger fines for misconduct prove more successful in improving conduct?
  • Share best practice in modelling risk taking behaviour
  • Mapping international KYC practices into Asia

Trader behaviour and risk management – ignore at your own peril

  • Share best practice in modelling risk taking behaviour
  • Are the standard sticks and carrots enough to manage trader behaviour?
  • Can AI and machine learning be used to prevent excessive risk taking behaviour?
  • Will AI mean an end to gut feeling trading? Is this necessarily a bad thing?

Investment House


Collateral management 2020

  • Collateral types for IM regulations
  • Developing an IM segregation mechanism
  • IM management: Tri-party collateralisation, auto allocation and margin call process
  • Preparation for 2020

    Fireside Chat with Filippo Santilli, Managing Director, APAC Head of Liquidity and Segregation, BNY MELLON, HONG KONG

Learning the hard lessons from structured product losses

  • What is the state of the structured products markets in North Asia
  • Discussion around risk controls and hedging strategies- learning from loss
  • Creating products in a volatile market
  • Is the fixed income run finished?

Effective ETF portfolio management and investment strategies

  • What is being done to address the issue of liquidity in Asian listed ETFs?
  • How can investors make use of the cross listings that were introduced instead of ETF connect?
  • Tactical allocation vs portfolio risk hedging: how are investors using ETFs?
  • How to use leveraged and inverse structured  ETFs

Afternoon networking break


Afternoon high level tête-à-tête with regional regulators

Navigating the regulatory pressure-points in uncertain times with the heads of regulatory affairs

  • Brexit and regulatory alignment
  • Market fragmentation
  • Data governance
  • New financial regulations

Dim Sum Roundtables

Dim Sum

Roundtable 1:

Unclear margin rules- when will the buy side catch on, and what does this mean for their collateral management practices?

Roundtable 2:

Using behavioural finance tools in practice

Roundtable 3:

AI capabilities in risk Management

Roundtable 4:

Talent and training- how to be attract talent away from the big 4 tech companies

Quick fire summaries: Each host will share the key takeaways from their roundtable discussion

Polling Round-up


Chairperson’s closing remarks and end of conference