Chairperson’s opening remarks


Keynote address “Risk 101: Back to Basics”

Julia Leung, Deputy Chief Executive Officer and Executive Director, Intermediaries, SFC

Risk & Regulation Stream


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?

Morning networking break


Data analytics and risk management

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

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?


Investor Stream


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?

Morning networking break


Quant Investment Strategies – coming of age in a challenging environment

  • Utilising machine learning for premia selection and allocation
  • QIS, asset diversification and hedging strategies
  • Alternative risk premia in a time of correlation breakdown

Fireside Chat: Dynamic Factor Rotation Strategy in Changing Market Conditions

  • The growth of factor-based investing versus traditional beta strategies
  • Understanding the performance characteristics of different factors in different economic cycles
  • How to identify where we are in the economic cycle to apply appropriate factor strategy
  • The importance of managing risk while applying factor rotation strategy

Priscilla Luk, Managing Director, Head of Asia Pacific, Global Research & Design, S&P Dow Jones Indices
Sim Ee Cheah, Executive Director, Asia Pacific Equity Derivatives Structuring, J.P. Morgan


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.

Grace Lau, Executive Director (Risk and Compliance) / Chief Risk Officer (Exchange Fund Investment), HKMA
Joyce Su, Executive Director Prime Finance, Global Finance, Nomura International Ltd
Una Yu, Director of Risk, Alliance Bernstein
Vivid Lam, Head of Operational Risk, BNY Mellon
Maggie Ng, Founder and Chief Risk Officer, FinEX Asia Investment Limited

Risk & Regulation Stream


Q&A on Data analytics and risk management

Risk management in the era of transition

  • Reviewing the latest FRTB consultations
  • Standardised Approach vs Internal Model Approach in the region
  • Practical examples of implementing different approaches of FRTB
  • Applications of FRTB in regional vs international banks
  • Overcoming P&L attribution challenges and P&L calculation
  • Addressing the data challenges of 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

Investor Stream


Of Bond Connect, market access and trade tensions

  • The uptake of Bond Connect and how Investors are using it to gain Alpha
  • If relations with the US sour, what will this mean for market access?
  • What impact does the US$ shortage amongst China’s banks have? Are further capital controls on the horizon?
  • Qdii reform- policy change or one off?
  • Will index inclusion result in increased interest amongst asset managers?
  • What does this mean for investors?

What is the data saying about credit risk in China

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


Afternoon networking break

Risk & Regulation Stream


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

The quest for AML/KYC/CDD effectiveness and efficiency

  • Is there a pressing need for banks to improve their AML/KYC/ processes?
  • Are most entities using outdated measures to identify risky customers?
  • How can AI and cognitive technology be applied to increase effectiveness of AML/KYC/CDD

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

Investor Stream


Collateral management 2020

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

The path to IM 2020 and beyond

  • Learnings from previous phases
  • Hurdles to look out for
  • Future proofing your organisation

Navigating the regulatory maze with collateral and liquidity optimisation

  • Collateral types for IM regulations
  • How the view on collateral optimisation is changing as margining rules phrase in over time?
  • Challenges for buy-side – how to source liquidity and access collateral?
  • How to take a forward approach in collateral inventory? What are the new types of collateral?
  • What are the latest developments on collateral transformation and funding?

Benchmark reform discussion

  • Is Asia ready for the end of LIBOR, other IBORs and the beginning of EU BMR?
  • How is the market progressing in the transition to alternative RFRs?
  • How is market readiness risk being monitored?
  • How are overnight banking rates being refined to be fit for purpose?

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