Agenda

Agenda

Risk Hong Kong 2020 Programme

08:5009:00

Chairman’s opening remarks

08:50 - 09:00

09:0009:30

Keynote address: Will future shock push Hong Kong to the recession brink?

09:00 - 09:30

09:3010:20

Executive panel: Risk in 2020 and beyond

09:30 - 10:20

  • How are banks defining, identifying and assessing emerging risks
  • Integrating non-financial threats like climate change, geopolitical turmoil and social unrest into your risk management framework?
  • The rise of big data, machine learning and AI in finance 
  • What will cause the next downturn and how are you getting ready for it?

10:2022:50

Morning break

10:20 - 10:50

10:5011:20

Panel: Regulatory fragmentation – causes, effects and other related issues

10:50 - 11:20

  • How has regulatory fragmentation impacted the Asia Pacific region? 
  • What can global standard setters and national regulators do to tackle the issue?
  • Balancing compliance with local regulations while maintaining adherence to global standards
  • Where is fragmentation creating the biggest problems for Asian market participants?

11:2011:50

Deep dive: Are you prepared for phase V initial margin implementation?

11:20 - 11:50

  • Outstanding issues to resolve to meet HKMA’s September 2021 deadline
  • Implications for IM entities coming into scope
  • Benefits of a fully integrated collateral management model for various collateralization
  • What are the lessons learnt from previous implementation phases? 
  • Implementation and infrastructure consideration 

11:5012:20

Fireside chat: Interview with CRO

11:50 - 12:20

  • What keeps a CRO up at night?
  • How do we best integrate innovation and technology into the traditional business model?
  • How will the role of a CRO continue to evolve?

12:2013:30

Lunch

00:20 - 13:30

13:3014:15

Panel: LIBOR reform – How to act now to get prepared?

13:30 - 14:15

  • Where are we now: alternative risk-free rates and future plans?
  • What are the key challenges faced by Asian jurisdictions in transitioning to alternative benchmarks?
  • Impact on valuation methodologies
  • Renegotiating existing contracts
  • How to adjust market risk profile and hedging strategies
  • Assessing the adaptation challenges ahead and solutions in progress

14:1514:45

Deep dive: FRTB – overcoming the implementation challenges

14:15 - 14:45

  • 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
  • Solving FRTB back-testing and P&L attribution test puzzle

14:4515:30

Industry think tank: Curating a conversation for a sustainable banking industry

14:45 - 15:30

In the on-stage industry dialogue, regulators, academia and industry practitioners will come together and discuss the way forward in making banks in Hong Kong “greener”. With the participation of our audience via sli.do, the think tank will seek opinions from the industry and agree on the next steps.

Topics to cover:

  • “Greenness Baseline”: How are banks going to be assessed?
  • What are the tangible deliverables for banks in Hong Kong to become sustainable and green?
  • Drivers of and barriers to ESG integration
  • How to assess climate-related risks embedded in financial portfolios

15:3016:00

Afternoon break

15:30 - 16:00

16:0016:30

Deep dive: A practical look at risk analytics in bank risk management

16:00 - 16:30

  • Garbage-in-garbage-out: addressing data quality issues
  • Using risk analytics to adjust operating principles to align with market shifts
  • Transforming legacy system for effective risk analytics – where should investments be made? 
  • From compliance-focused to performance-driven risk management: how risk data analytics plays a role?

16:3017:15

Panel: Examining risk and emerging technology

16:30 - 17:15

  • How regtech can help financial institutions better meet their regulatory monitoring, reporting, compliance and risk management needs? 
  • Combining legacy business systems and practices with regtech to solve regulatory and compliance challenges 
  • Implementing regtech strategies while minimizing technological risks 

17:1517:20

Closing remarks

17:15 - 17:20

17:2017:30

End of conference

17:20 - 17:30