2019 Agenda




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?

Blake Evans-Pritchard, Deputy Bureau Chief, Asia,

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


Morning networking break


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


The New Age of Risk Analytics

Dr Dennis Leung, Director of Presales, SAS Hong Kong


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?

Narayanan Somasundaram, Hong Kong Bureau Chief,

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

Investor Stream


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?

Gavin White, Chief Executive Officer, Invast Global

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


Morning networking break


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


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,


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


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.

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

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


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

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


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?

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


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

Aileen Chuang, Reporter, risk management desk,

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


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

Kate Lin, Reporter, Asset Management desk,

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


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


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

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


Afternoon networking break


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

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

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


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?

Chris Davis, Derivatives Reporter,

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


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


Chairperson’s closing remarks and end of conference