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Day two – Friday, 21 November 2008
Download the full agenda for day 2 at Asia Risk Congress 2008 here.
8.45 Coffee and registration
9.15 Welcome address: Christopher Jeffery, Editor, ASIA RISK
9.20 Keynote address: Entering the brave new world of commodities trading
- The rise, fall, and rise again of commodities
- The desire to build commodity futures exchanges
- Commodity exchanges and their relationship to sovereign and systemic risk in energy investments
John D’Agostino, independent energy consultant and Former Head of Strategy of the NEW YORK MERCANTILE EXCHANGE
9.55 Basel II: What is the impact from a structured credit perspective
- How will structured credit change as a result of Basel II?
- Which risks will banks retain / sell?
- Correlation at an all-time high: What are the opportunities?
Atul Sancheti, Associate Director, Credit Derivatives Structuring, Asia-Pacific, BNP PARIBAS
10.30 Chief Risk Officer Roundtable: 2008 in focus
- Coping with market volatilities
- Risk governance to minimise operational defaults and enhance data security
- Dealing with tight credit as well as counterparty and liquidity risks
- Next steps on Basel II implementation
MODERATOR: Christopher Jeffery, Editor, ASIA RISK
Benjamin Deng, AVP – Head of Market Risk Management Asia-Pacific (ex- Japan
& Korea), AIG
Feta Zabeli, Director, Risk Management, Asia, ALLIANCE BERNSTEIN
Helia Chik, Head of Risk Management, BANK OF COMMUNICATIONS
Andy So, Head of Risk Management, DBS BANK
Anil Mahtani, Chief Operational Risk Officer, Insurance and Investment Managem
ent Asia Pacific, ING ASIA PACIFIC
11.20 Morning break and an opportunity to visit the exhibition
STREAM 1 –
Investment strategies during market instability
11.45 Chairman’s remarks: Joe Marsh, Chief Subeditor, ASIA RISK
11.50
Asset allocation strategies in today’s volatile markets
- Latest trends in asset allocation
- Limiting downside risks and maximising upside potentials
- Responding to a shift in risk and reward appetite in your clients: is capital protection the only way forward?
- Successful asset allocation strategies for 2009 and beyond
Binay Chandgothia , Chief Investment Officer, PRINCIPAL ASSET MANAGEMENT
12.30 Asia Pacific credit markets outlook: navigating the storm in 2009
Michael Petit, Managing Director, Corporate & Government Ratings, Asia Pacific, STANDARD & POOR'S
13.05 Lunch break and an opportunity to visit the exhibition
14.05 Panel discussion: Liability driven investments in Asia
- Country-specific LDI developments: Hong Kong, India and Korea
- Resolving the duration-mismatch problem
- Lessons learned from US / Europe
- How will LDI take shape in the next 5 years?
- Have policy makers in the region done enough to help the growth of LDI?
MODERATOR: Joe Marsh, Chef Subeditor, ASIA RISK
Benjamin Deng, AVP – Head of Market Risk Management Asia-Pacific (ex- Japan
& Korea), AIG
Patrice Conxicoeur, Director, Head of Institutional Business, Asia Pacific, HSBC
GLOBAL ASSET MANAGEMENT
Trevor Persaud, Head of Investment Risk & Performance, PRUDENTIAL
Roger Steel, CEO, SUN LIFE FINANCIAL HK
14.40 Panel discussion: Managing growing risks faced by hedge funds within market turmoil
• Dealing with market volatilities
• Operational risk considerations
• Why have some funds prospered despite the market fallout?
• Lessons learned and the future hedge fund industry landscape
MODERATOR: Wilkie Lai, Chief Risk Officer, TRIBRIDGE INVESTMENT
PARTNERS
Michael Gibson, Partner, LIM ADVISORS
Ed Rogers, CEO, ROGERS INVESTMENT ADVISORS JAPAN
Daniel Jim, Managing Director, TRIPOD MANAGEMENT
Mark Dickens, Chief Risk Officer, VALUE PARTNERS & Former Executive
Director, Supervision of Markets, SFC HONG KONG
Stream 2 - Risk management best practices for 2009 and beyond
11.45 Chairman’s remarks: Kathleen Kearney, Senior Staff Writer, ASIA RISK
11.50 Basel II implementation in Asia – a reality check
- Key Basel II implementation hurdles faced by financial institutions
- The impact of global challenges on Basel II implementation
- Strategic value of Basel II compliance
- Tackling the costs of sustaining Basel II compliance
Terry Lee, Advisor, SII ASEAN COMMITTEE & Former Executive Director, ACI SINGAPORE
12.30 Developing an effective stress testing framework
- Overview of benefits and pitfalls
- Overcoming challenges with the implementation of stress testing
- Tailoring a stress testing framework for a specific organisation
- What’s next?
Antonio Garcia Pascual, Financial Supervision and Regulation, IMF
13.05 Lunch break and an opportunity to visit the exhibition
14.05 Corporate treasurer perspective: Risk Management of CLP Group
- CLP Group’s businesses and risk profile
- CLP’s risk management philosophy
- Approach to risk management in the context of regional business
- Case study: Implementation of risk management procedures
Francis Ho, Group Treasurer, CLP HOLDINGS
14.40 Risk management in emerging markets
- Adoption of enterprise risk management: a case study by India’s largest mutual fund
- Using risk forecasting to manage market changes
- Distinct risk management challenges in India
- Does risk management in India keep up with the booming economy?
Lav Chaturvedi, Head - Risk Management, RELIANCE MUTUAL FUND INDIA
15.15 Afternoon break and an opportunity to visit the exhibition
15.40 Vietnam’s financial woes and economic outlook
- Implications of the financial tsunami to Vietnam’s economy
- Forecasts of the dong movements
- Assessing possible anti-crisis actions for the State Bank of Vietnam could undertake
- Investment opportunities for foreign investors
Ayumi Konishi, Country Director for Viet Nam, ASIAN DEVELOPMENT BANK
16.15 Closing keynote address: China Banking Regulatory Commission’s perspective and policy responses to the global financial tsunami
Ping Luo, Director General, CHINA BANKING REGULATORY COMMISSION
