• Derivatives
• Risk Management
• Investment

Asia Risk magazine is proud to present its forth annual conference in Hong Kong on November 20 & 21, 2008. Last year, Asia Risk congress attracted over 350 senior bankers, investors and corporate treasurers.

Asia Risk 2008 will highlight case studies and best practices in overcoming obstacles in liquidity scarcity, counterparty default risks, rising inflation and Basel II implementation. It will also shed light on the latest investment trends and derivatives that will help optimise returns over today’s uncertain times. The comprehensive agenda features a cross-section of leading industry practitioners including regulatory bodies, banks, fund management companies, clearing houses and insurance companies. Our numerous networking breaks will allow delegates to exchange ideas with each other and also network with leading industry figures from all over Asia.

Also hear from other leading practitioners:

1. Pierre Lequeux, Chief Investment Officer, Currency Management, FORTIS INVESTMENTS
2. Lav Chaturvedi, Head - Risk Management, RELIANCE MUTUAL FUND INDIA
3. Mark Dickens, Chief Risk Officer, VALUE PARTNERS & Former Executive Director, Supervision of Markets, SFC HONG KONG
4. Ping Luo, Director General, CHINA BANKING REGULATORY COMMISSION
5. Dan Cohen, Solution Manager, MISYS SUMMIT
6. John D’ Agostino, Independent energy consultant and developer of the DUBAI MERCANTILE EXCHANGE

Conference highlights:

• 4 cutting-edge thematic streams covering innovations in derivatives, risk management best practices, lessons learnt from the market turmoil and investment strategies
• Policy outlook from the US Federal Reserve Bank and global market analysis by Hong Kong Monetary Authority
• Tactics to hedge against commodity and global inflation risks
• Best practices in Basel II implementation, liquidity risk and counter party risk management
• Panel discussions and case studies highlighting the unique opportunities and risk considerations in tapping developing economies in Asia
• Latest trends in derivatives and structured products as a risk diversifying and alpha generating tool

PLUS!
Pre-conference seminar – 19 November 2008
Best practices in illiquid and complex asset valuation
The ultimate guide to employ market-to-model techniques to overcome valuation challenges associated with a lack of liquidity
Led by: Jaime Bulbeck, Head of Quantitative Services, Market Risk, ANZ BANK

Sponsorship & Exhibitions Enquiries

To find out how your organisation could benefit from sponsoring and exhibiting at this event, please contact Harjeet Singh by email at harjeet.singh@incisivemedia.com or telephone +852 3411 4838 or Jei Palanivel by email at jei.palanivel@incisivemedia.com or telephone +852 3411 4818.