Agenda

Agenda

2019 Agenda

08:00

Registration

08:55

Chairperson’s opening remarks

09:10

Keynote address “Risk 101: Back to Basics”

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

Risk & Regulation Stream

09:30

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?

Moderator
Blake Evans-Pritchard, Deputy Bureau Chief, Asia, Risk.net

Panellists
Sylvie Davidson, Managing Director, CRO Asia Pacific UBS
Maggie Ng, Co-Founder and CRO, FinEX Asia
Josephine Woo, CRO, AXA Life

10:15

Morning networking break

10:45

Systemic Risk and Centralised Clearing Parties

  • Membership; how is it monitored, on an ongoing basis, and what are the key tools?

  • How is member creditworthiness assessed, particularly those parties coming from the mainland?

  • How to ensure that risk controls are robust, without being tested by real-world events?

Brandon Kirk, Editor, Special projects, RISK.NET
Bipin Patel, Group Risk Officer, HONG KONG EXCHANGES AND CLEARING LIMITED

11:15

The New Age of Risk Analytics

Dr Dennis Leung, Director of Presales, SAS Hong Kong

11:45

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?

Moderator
Narayanan Somasundaram, Hong Kong Bureau Chief, Risk.net

Panellists
Urszula McCormack, Partner, King & Wood Mallesons
Brian Tang, Managing Director, ACMI

Investor Stream

09:30

CIO panel: When volatility strikes back

  • Low interest rates, US Markets in late cycle, recession in 2020 – how has this shaped your investment strategy?

  • Developing multi-asset investment strategies and what asset classes are best suited for the current environment?

  • How are you managing your currency exposure?

  • How are quantitative solutions entering the asset allocation strategies within your organisations?

Moderator
Gavin White, Chief Executive Officer, Invast Global

Panellists
Daniel Jim, Investment Director, FinEX Asia
Laura Lui, Partner & Co-CIO, Premia Partners
Stephen Pau, CIO, Hefeng Family Office

10:15

Morning networking break

10:45

Navigating the regulatory maze with collateral and liquidity optimisation

  • Phase 4 & 5- Impact on OTC participants across APAC

  • SIMM, backtesting, benchmarking and other obligations

  • Pairings across jurisdictions- Which regulatory regime applies?

  • Triparty vs Third Party segregation

  • Challenges for buy-side- how to source liquidity and access collateral?

Fireside Chat
Filippo Santilli, Managing Director, APAC Head of Liquidity and Segregation, BNY Mellon
Keith Noyes, Former Regional Director, Asia Pacific, ISDA

11:15

The path to IM 2020 and beyond

  • Learnings from previous phases

  • Hurdles to look out for

  • Future proofing your organisation

Fireside Chat
Shawn Paul, Managing Director, IHS Markit
Blake Evans-Pritchard, Deputy Bureau Chief, Asia, Risk.net

11:45

Collateral Management 2019 and beyond

  • Triparty as a flexible tool for repo, lending and IM

  • The challenges of unlocking liquidity in Asian markets

  • The Future of Collateral

Tony Smith, Head of Collateral Management Product, Asia Pacific, BNY Mellon Clearance and Collateral

12:15

Networking lunch

12:30

Risk Hong Kong Women in Leadership Lunch

WILL

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.

Moderator
Rebecca Sin, Executive Member of Women in ETF and former Head of ETF Sales and Trading Asia Pacific, Commerzbank

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

Risk & Regulation Stream

13:15

XVA computation in Asian markets- issues and constraints

  • What is the primary objective of XVA computation?

  • The constraints on XVA computation in emerging markets and their impact

  • Importance of recognising various credit risk mitigants

  • Need for Speed/ Sophistication vs Need for Integration/ Explainability

Presenter
Pardha Viswanadha, Principal, Product Management Risk & XVA, Calypso

13:45

The search 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?

Panellists
Leonie Tear, Senior Associate, King & Wood Mallesons
Oonagh van den Berg, Audit Director  APAC AML and Compliance, Citi

14:15

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

Moderator
Aileen Chuang, Reporter, risk management desk, Risk.net

Panellists
Vivid Lam, Head of Operational Risk, APAC at BNY Mellon
Tim Woodward, Head of Financial Markets Compliance, Asia Pacific, BNP Paribas
Emily Wong, Head of Compliance, Intesa Sanpaolo

Investor Stream

13:15

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

Moderator
Kate Lin, Reporter, Asset Management desk, Risk.net

Panellists
Louis Lu, Head of Quantitative and Alternative Investment, CSOP Asset Management
Olivier Renoux, Head of Cross-Asset Strategy, Index Quant and Equity pricing, Asia ex-Japan, Société Générale
Qilong Zhang, Head of Quantitative Strategies, CICC HK Asset Management

13:45

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

Fireside Chat
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

14:15

China trade tensions: where is the market trending a year after?

Presenter
Huang Jian, Senior Director, S&P Global Market Intelligence

14:45

Afternoon networking break

15:15

Bond Connect, market access and trade tensions

  • The uptake of Bond Connect and the way forward

  • Exploration of the channels into the market and demand from investors

  • QDII/RQDII and QFII/RQFII - policy change or one off?

  • What impact does the US$ shortage amongst China’s banks have? Are further capital controls on the horizon

Moderator
Sally Wong, Chief Executive Officer, Hong Kong Investment Funds Association

Panellists
Kathy Chan, Senior Vice President, OTC & FIC Business Development, Hong Kong Exchanges and Clearing Limited
Mona Chung, Head of ETF and Cross Asset, Ping An of China Asset Management (Hong Kong)
Eddie, Lau, CIO & Deputy CEO, Rongtong Global Investment Limited
Gordon Tsui, Head of Fixed Income, Taikang Asset Management

16:00

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?

Moderator
Chris Davis, Derivatives Reporter, Risk.net

Panellists
Justin Chan, Co-Head of Markets, Asia-Pacific Global Markets, HSBC
Barry Yip, Head of Monetary Operations, HKMA

16:30

Dim Sum Roundtables

Dim Sum

Roundtable 1:

Practical steps to IM compliance

Roundtable 2:

Investment trends in a challenging environment

Roundtable 3:

AI capabilities in risk management

Roundtable 4:

Pairing Risk Contribution Approach to Asset Allocation

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

Polling Round-up

17:15

Chairperson’s closing remarks and end of conference