New Strategic Insights & Practical Techniques In...

2013

Hear 20+ Chief Risk Officers From The Leading Financial Institutions Across The Asian Region Including

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New Strategic Insights & Practical Techniques In Risk Management, Measurement, Modelling & Capital Allocation For Retail & Investment Banks, Insurance Companies & Asset Managers

For Latest Agenda & To Register: www.riskmindsasia.com Tel: +44 (0) 20 7017 7200 Fax: +44 (0) 20 7017 7807 Email: [email protected]

NEW FOR 2013....► New Location

This Year We Will Be At The 5* JW Marriott Hotel in Hong Kong

► New CRO Thought Leadership Forum Bringing Together 20+ CROs From Across Asia

► A New Regulatory Summit Day With Leading Global Regulators and Industry Practitioners

► More Speakers and More SessionsEssential Topics Include Liquidity, Operational Risk, Enterprise Risk Management, The Economic Climate In Asia, CVA, ICAAP, Stress Testing And Credit Portfolio Management

21st October 2013: Regulatory Summit22nd-23rd October 2013: Main Conference

24th October 2013: Full Day Workshops

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Don’t Miss The New Regulatory SummitAssessing The Impact Of Changing Regulation On The Asian Banking Industry & Determining How To Implement The New Requirements Whilst Remaining Competitive Keynote Speakers Include

Widen Your Perspective With Insights From These Guest SpeakersFinancial Institutions Already Confirmed Include:

ABN AMRO ● Agricultural Bank of China ● Asian Development Bank ● Bank Islam Brunei Darussalam ● Bank Mandiri ● Bank of China HK ● Bank of Queensland ● Bank of Thailand ● Barclays Capital ● Basel Committee On Banking Supervision ● BOCOM International ● Commonwealth Bank of Australia ● China Banking Regulatory Commission ● Citigroup ● Coutts & Co Ltd ● Crédit Agricole CIB ● Credit Suisse ● DBS ● Deutsche Bank ● Home Credit Asia ● Hong Kong University of Science and Technology ● HSBC ● ICICI BANK ● IMF ● Indonesia FSA ● Kasikorn Bank ● Markets & Risk Solutions Pte Ltd ● MAS ● Maybank ● National University of Singapore ● OCBC Bank ● Ping An Group ● PT Bank Danamon ● Silk Road Associates ● Standard Chartered ● Unicredit ● Union Bancaire Privée ● University of International Business and Economics ● UOB ● UOB Indonesia ● Westpac and more…

Ben Simpfendorfer AssociateSILK ROAD ASSOCIATES

Vera LimChief Financial OfficerPT BANK DANAMON

Professor Jin-Chuan DuanDirector of Risk Management InstituteNATIONAL UNIVERSITY OF SINGAPORE

Romain Duval Regional Studies Division Chief, Asia and Pacific DepartmentIMF

Sentot SentausaCRO and Director of Risk ManagementBANK MANDIRI

Aurel Lavedrine CROCRÉDIT AGRICOLE CIB

John Lee Hin HockGroup CROMAYBANK

Hein Jan SmitCROBANK ISLAM BRUNEI DARUSSALAM

Salinee WangtalAssistant Governor, Supervision GroupBANK OF THAILAND

Bill CoenDeputy Secretary GeneralBASEL COMMITTEE ON BANKING SUPERVISION

Luo PingDirector GeneralChina Banking Regulatory Commission

Paul AzevedoMD, Risk Management & Group Head Portfolio AnalyticsDBS

Keynote Global CRO AddressLewis O’DonaldGlobal CRONOMURA

Principal Knowledge Partner

Associate Sponsors

Co-Sponsors

“If You Are A Senior Risk Manager Based In Asia And Only Have Time To Go To One Risk Management Conference, Go To

RiskMinds Asia. It Is Time Very Well Spent!”Lukas van der Hoef,Country Risk Officer Singapore, ABN AMRO Bank N.V.

Workshops, 24th October 2013 - see p.2Three Full-day, Classroom Based Sessions Led By Experts In The Fieldy,

Developing New Approaches

To Stress Testing & Using Them To Achieve

Strategic ObjectivesEdward Emanuel,

Head of Risk Analytics & Reporting, WIB Risk,

WESTPAC

ee Calculating

Regulatory Capital Under Basel III

Dr David Lawrence, Independent Expert

New Strategies For Managing

Measuring & Modelling Operational Risk

Marc Leipoldt, Owner, GLOBAL RISK

ADVISORY SERVICES


What Are We Trying To Stress Test? • Stress testing vs. Scenario analysis vs. VaR • Credit, Market, Operational, CVA, Business risks • Learning from global regulatory driven stress tests • Building the results into strategic decision making • Output into the Risk Management Framework • Siloed or holistic approach? Practical Examples From WestPac • What is stress testing used for? • How does this relate to requirements from regulators? • Where to from here – what is the future for stress

testing in a commercial bank?

Modelling And Data Challenges• Overview of available modelling approaches • What are the key parameters we need/minimum data

requirements? • Coordinating granularity of inputs with required outputs • Infrastructure, data and model considerations • Combining objective and subjective views and

parameters – what’s a good combination? • Defining the right output metrics (economic/regulatory

capital, Bad debts, P/L, Liquidity ratios etc.)

Using Stress Testing In Decision Making • Proactive or reactive stress testing? • Scenario analysis to assist with strategic objectives

Edward Emanuel Head of Enterprise Risk Analytics WESTPAC Edward Emanuel is Head of Enterprise Risk

Analytics at Westpac in Sydney. In this role he and his teams are responsible for credit and

operational capital modelling, standalone credit risk estimate methodologies and enterprise wide stress testing. Previously, he was Head of Risk Analytics & Reporting within Westpac Institutional Bank focusing on wholesale credit models and portfolio management tools. Prior to this he held roles in the US and the UK with focus on risk methodologies and risk management within Financial Services.

Developing New Approaches To Stress Testing & Using Them To Achieve Strategic Objectives

Maximise Your Learning At Our Full-Day, In-Depth Technical Workshops• Our workshops are in-depth, classroom based learning sessions led by world-renowned experts in that field. • Workshops are run in small groups so that each participant can receive one-on-one attention and provide the perfect opportunity to ask questions and gain

a real understanding of some complex issues, as the workshop leader examines the topic in far more depth than is possible in a 40 minute session. • Attending one of our workshops will enable you to learn concrete solutions to problems you face every day in your role that you can implement as soon as

you are back in the office.

1. Revitalising Risk Assessments For ORM• Risk and Control Self-Assessment (RCSA)• Questionnaires• ORM assessments

2. Towards A Lean AMA Approach• Ways of bridging the gap between TSA and AMA

using an AMA-light• Discussing a mechanism to phase out losses over

the usual 5-7 years without compromising the loss data pool.

• Validation of AMA models

3. Risk Appetite And Setting Goals For OpRisk Management Across The Bank

• Ways to express the risk appetite for OpRisk considerations

4. The Place Of ORM In The 3 Lines Of Defence Framework.

• Principles for the sound management of policing as the basis for risk management principles.

• The differences between Audit and ORM.• The required behaviours of both Business Managers

and Risk Managers to turn around dysfunctional relationships

Marc Leipoldt, Owner, GLOBAL RISK ADVISORY SERVICES

Marc Leipoldt is Managing Director of Global Risk Advisory Services (GRAS) since 2008. In that capacity, he is responsible for risk management advice for financial institutions

ranging from specific investigations to full scale risk management set up. His main focus is Operational Risk Management, and Enterprise Risk Managements, including Business Continuity Planning, Anti-Money Laundering, Fraud Management and Capital planning. His current assignments are in Asia and the Middle East. He regularly consults for IFC and provides advice to both the banking side as well as regulators. More details can be found at www.GlobalRAS.com.

New Strategies For Managing, Measuring & Modelling Operational Risk

Basic Statistical Techniques• Market factor volatility - Statistical approach - Problems with statistics - Judgmental overrides• Covariance and correlation - The correlation matrix• Monte Carlo simulation• Cholesky decomposition - Problems with Cholesky

Market Risk Value-at-Risk Methodologies• Analytic variance-covariance approach - Factor sensitivity analysis - Factor sensitivity limits - Problems with matrix methods• Historical simulation - Problems with historical simulation• Monte Carlo simulation - Problems with Monte Carlo simulation

Calculating Credit Risk• Regulatory capital for credit risk - Basel I - Basel II standardised approach - Basel II internal ratings based

approaches• Trading Book Review - Exposure at Default - Double default effects - Credit Valuation Adjustment• The Basel II risk weight functions• Sample portfolio• Wrong way risk

Regulatory Capital For Market Risk• Standard Model approach• Internal Models approach - Criteria for IMM approach - Converting VAR to capital requirement - Incremental Risk Capital

Liquidity Risk• Maximum Cumulative Outflow• Contingency Funding Plan• Principles for Sound Liquidity Risk

Management• Liquidity Coverage Ratio• Net Stable Funding Ratio

Calculating Credit Exposure• Credit exposure for loans• Modelling credit exposure for derivative

transactions - Data requirements for market and

credit risk modelling - Portfolio based models - Natural offset / netting - Margin agreements

Basel III : BCBS 189• Capital Conservation Buffer• Countercyclical Buffer• Global Systematically Important Banks• Leverage Ratio• Phase-In Arrangements• Sound Compensation• Risk Culture

Operational Risk• Identification and definition• Steps towards operational risk

management - Internal loss data - Key Risk Indicators - External loss dataOpRisk Capital Calculation• Basic indicator approach• Standardised approach• Advanced measurement approach- Loss distribution approach- Scenario-based approach• Problems with Basel AMA

Stress Testing• Simulations and scenarios• Stressed Value at Risk

Basel Committee On Banking Supervision• Membership and role of the committee• Publications

Calculating Regulatory Capital Under Basel III

RiskMinds Asia Workshops 2013

Dr David Lawrence Independent Expert David Lawrence is an independent consultant specialising in training covering

all aspects of financial risk. Until 2005, he was the European Head of Risk Methodologies and Analytics within the Risk Architecture Department of Citibank in London. Dr Lawrence joined Citibank in 1976 as Head of Systems Planning

and Development in Sydney, and subsequently held a variety of positions and was later transferred to London. He represented Citibank in the Working Groups of the various trade associations that interfaced with the Basel Committee on Banking Supervision. He has taught many courses on topics ranging from financial mathematics and option theory through to economic capital for measuring and managing market risk, credit risk and operational risk, including some for the Financial Stability Institute of the BIS in Basel. Among other publications, he has written on credit risk in “Derivative Credit Risk” (1995 and 1999) and “Risk Management for Financial Institutions” (1997) and a book on market risk, entitled “Measuring and Managing Derivative Market Risk” (1996). He holds an M.A. in Natural Sciences (Physics) from Cambridge University, a D.Phil. in Elementary Particle Nuclear Physics from Oxford University and an M.B.A. from the University of New South Wales.

The RiskMinds Asia Regulatory Summit - 21st October 2013Assessing The Impact Of Changing Regulation On The Asian Banking Industry & Determining How

To Implement The New Requirements Whilst Remaining Competitive08.30 Registration & Coffee

08.50 Chairman’s Opening Welcome

09.00Keynote Regulatory Address - The Basel Committee Going Forward

Reviewing The Progress of Basel III, Evaluating What Remains To Be Achieved & The Challenges Still To Be OvercomeBill Coen, Deputy Secretary General, BASEL COMMITTEE ON BANKING SUPERVISION

09.35

Assessing The Progress Towards Adopting Basel IIIReviewing the Progress Across The Region, Evaluating Approaches To Capital, Liquidity & The ICAAP &

Determining What Remains To Be AchievedKPMG

10.10

Plotting A New Regulatory Roadmap For AsiaEvaluating Macro & Micro Approaches To Regulation &

Assessing How Regulators Across Asia Are Approaching Basel III Implementation Salinee Wangtal, Assistant Governor, Supervision Group, BANK OF THAILAND

10.45 Networking Coffee Break

Debating The Future Of Banking Regulation In Asia

11.15

Extended Session on Complexity Vs. SimplicitySession I - Keynote Address

Exploring The Implementation Of The Basel Capital Framework In Emerging Markets & Assessing How The Impact Of Regulations Differs Across Regions

Luo Ping, Director General, CHINA BANKING REGULATORY COMMISSIONSession II - Discussion Session With Audience Q&A

Debating The Best Approaches To Creating A Stable Financial Regulatory FrameworkBill Coen, Deputy Secretary General, BASEL COMMITTEE ON BANKING SUPERVISION

12.15 - Lunch & VIP Lunch Tables (Sign up on the day)

Looking Ahead And Remaining Competitive In The New Environment

13.45Dodd Frank & Beyond

Understanding The Implications Of The US Approach to Foreign Banks & Assessing What Can Be Expected Going ForwardSpeaker under invitation

14.20

Regulation - Shaping Enterprise Risk Management EvolutionEvaluating The Trends & Implications Of Regulation On Risk Management Frameworks, Risk Appetite Development &

Execution And Stress Testing Program Alignment Paul Azevedo, MD, Risk Management & Group Head Portfolio Analytics, DBS

14.55Assessing Asia’s Role In The Regulatory Landscape

What Impact Are Global Regulations Having On The Region And How Are Local Regulators Responding? Michiel Haasbroek, Head of Country Risk, ABN AMRO BANK N.V.

15.30 Afternoon Tea

16.00

Lifting The Lid On ICAAP: Lessons LearnedUnderstanding The Key Criteria For Producing An ICAAP That Is Both Useful To The Board & Satisfies Regulatory Requirements

Shaji Chandrasenan, Head of Financial Risk, Specialist Risk Supervision Dept, MAS ● John Lee Hin Hock, Group CRO, MAYBANKLawrence Antioch, Head of Model Validation within Risk Management Group, DBS

16.40

Shadow BankingExamining New Developments In Shadow Banking, Looking At Their Implications For Bank Competitiveness

& Systemic Risk & Assessing Appropriate Regulatory ResponsesProfessor Haiyun Zhang, Director, Financial Markets Institute, UNIVERSITY OF INTERNATIONAL BUSINESS & ECONOMICS

17.15

Designing & Implementing The Optimal Advanced-IRB Model Hear From Banks Across The Asia-Pacific Region On How They Built Their Models, What Resources Were Required,

How They Sourced The Data & How They Gained Regulatory ApprovalEdwin Yuen, Chief Analytics Officer, BANK OF CHINA HK

Frankie Phua Peng Yeo, Executive Director and Head of Credit & Country Risk Management Division, UNITED OVERSEAS BANK

Dr Paul Kennedy, General Manager of Data & Analytics, COMMONWEALTH BANK OF AUSTRALIA

18.00 - Champagne Roundtable Discussion Sessions

19.00 The RiskMinds Asia Drinks Reception 3

Bill CoenDeputy Secretary General

BASEL COMMITTEE ON BANKING SUPERVISION

Paul AzevedoMD, Risk Management &

Group Head Portfolio Analytics, DBS

Salinee WangtalAssistant Governor, Supervision Group

BANK OF THAILAND

Professor Haiyun ZhangDirector, Financial Markets Institute UNIVERSITY OF INTERNATIONAL

BUSINESS & ECONOMICS

Edwin YuenChief Analytics OfficerBANK OF CHINA HK

Dr Paul KennedyGeneral Manager of Data & Analytics

COMMONWEALTH BANK OF AUSTRALIA

Shaji Chandrasenan, Head of Financial Risk, Specialist Risk Supervision Dept

MAS

Main Conference Day 1 – Tuesday 22nd October 2013

CRO Thought Leadership ForumNew Thinking & Innovative Ideas In Risk Management

07.30-

08.10

Closed-Door CRO Breakfast Briefing How Serious Are China’s Economic And Financial Risks?

Ben Simpfendorfer, Associate, SILK ROAD ASSOCIATES

08.00 Registration & Coffee

08.20 Chairman’s Opening Welcome - KPMG

Inside The Global Economic & Political Landscape

08.30New Insights In Geo-Political Risk

Inside The New Asian Political Landscape How Can Risk Management Prepare Itself For The Next Geo-Political Shock?

Ben Simpfendorfer, Associate, SILK ROAD ASSOCIATES

09.10Risk Management In An Uncertain World

Evaluating Strategies To Ensure The Risk Function Is Equipped To Help Withstand The UnexpectedKPMG

09.45

CRO ThinkTank – Avoiding The Next ‘Iceberg’Where Do We See The Next Economic, Political, Environmental Or Other Crisis Coming From & How Can We

Ensure Risk Management Is Well Positioned To Weather The Storm?John Lee Hin Hock, Group CRO, MAYBANK

Bob Mainprize, Managing Director, Head of Risk, Asia Pacific, BARCLAYS CAPITALLukas van der Hoef, Country CRO Singapore, ABN AMRO

Kenji Fujii, Executive Officer, Head of Global Risk Management Group, MIZUHO SECURITIES


The New Role Of The CRO

11.05

Special Extended CRO ThinkTank SessionSession I - Keynote CRO Address

Increased Regulatory Burden, Changing Risk Appetite & Shareholder Value Creation Evaluating The New Drivers Reshaping The Traditional Role Of The CRO And How To Respond Effectively To These Challenges

Lewis O’Donald, Global CRO, NOMURASession II - Discussion Session

Determining The Future Role & Value Of The CROHow Is The Shifting Perception of Risk Management Changing The Role Of The CRO, How Can CROs Take

A More Strategic Role & What Will Be Their Role & Value Proposition Going Forward?Giovanni Bussu, CRO, Asia Pacific, UNICREDITAurel Lavedrine, CRO, CRÉDIT AGRICOLE CIB

Adhiputra Tanoyo, Executive Director, Head of Risk Management, UOB INDONESIAJuan Limandibrata, Head of Risk Management, ASIAN DEVELOPMENT BANK

Victor Ang, CRO, Private Banking Asia, UNION BANCAIRE PRIVÉE


Lukas van der HoefCountry CRO Singapore

ABN AMRO

John Lee Hin HockGroup CRO MAYBANK

Lewis O’DonaldGlobal CRONOMURA

Ben SimpfendorferAssociate

SILK ROAD ASSOCIATES

Risk, Finance And Governance

13.50Keynote Address - Creating An Effective Risk Culture

Setting The Right Tone From The Top: How Can CROs Implement A Strong Risk & Governance Framework To Ensure Risk Is Embedded At The Heart Of The Business In Good & Bad Times

Ingrid Child, Global Head of Risk Appetite, Regional Head of Risk Strategy, Asia Pacific, HSBC

14.25Implementing A Robust Risk Strategy

Integrating Finance And Risk Functions Into A Holistic Business Model For The FutureSpeaker under invitation

14.55The CFO Briefing On Risk

Understanding the View of Risk From Within The Finance Function & Developing A Coherent Framework To Address Strategic Risk Management

Vera Lim, Chief Financial Officer, PT BANK DANAMON

15.30 Afternoon Tea - Day 1 continued on the next page


Main Conference Day 1 cont – Tuesday 22nd October 2013The RiskMinds Strategic & Technical Stream Sessions (Delegates Are Free To Move Between Streams)

Stream AInnovations In Strategic Risk Management,

Risk Culture, Risk Appetite & ERMStream B

Measuring & Managing Risk Going ForwardStream C

Optimising Risk Management In The New Regulatory Environment

16.00

Assessing Risk AppetiteEvaluating Strategies For Effectively Setting

Risk Appetite & Determining How These React Under Stress

Frankie Phua Peng YeoExecutive Director

and Head of Credit & Country Risk Management Division

UNITED OVERSEAS BANK

Extended SessionNew Credit Risk Analytics & Applications

Professor Jin-Chuan DuanDirector of Risk Management Institute and

Cycle & Carriage Professor of FinanceNATIONAL UNIVERSITY OF SINGAPORE

Liquidity Under BaselConsidering What The Liquidity Requirements

Under Basel Will Ultimately Entail, The Approach Being Taken By Asian Regulators To LCR & NSFR & Reviewing The Challenges For Banks In Reconciling The Liquidity Risk Ratios

With The Need To Hold Capital BuffersKarin Boonlertvanich

Head Of The Central Treasury DepartmentKASIKORN BANK

16.35

Plumbing Risk Into The Business Balancing Top-Down &

Bottom-Up Approaches: How To Establish A Culture Of Board Level & Individual Ownership

Of Risk Speaker under invitation

Dodd- Frank What Are The Implications Of Dodd-Frank

For Global Banks?Vicki Noblett

Government and Regulatory Affairs, Asia Pacific, DEUTSCHE BANK

17.10

Using ERM As A Business Decision-Making Tool & Early Warning System

How Can It Be Properly Realized & What Role Does Technology Play?

Dr Antonius AlijoyoBoard of ERM Academy &

Audit Board of Indonesia, FSA

Optimising Risk ModelsHow To Design And Implement Robust Risk

Models For Enhanced Business Decision-Making

QRM

Creating A Holistic Picture Of RiskHow Can Internal Risk Models Be Combined With Regulatory Requirements To Create A

More Accurate Business-Wide Profile Of Risk Speaker under invitation

17.45

Ensuring Robust Governance & Assurance Frameworks & Managing Risks Effectively Evaluating The Role Of Audit In Relation To Governance, Risk & Compliance Assurance

Goh Chin YeeHead of Group Audit, OCBC

Overcoming The Challenges Of Risk Modelling & Management

Exploring The Challenges For Designing Robust Risk Models & Their Application

Dr Simon Goo, Executive Director Head of Risk Analytics, Risk Management,


Strengthening & Streamlining The Risk Function

Building A Risk Function Which EstablishesThe ‘Three Lines Of Defence’ Whilst Ensuring

Cost & Operational EfficiencyKristian Moller Jensen

VP Risk Management, OCBC BANK

18.20 Champagne Roundtable Discussion Sessions

Frankie PhuaExecutive Director


Vicki NoblettGovernment and Regulatory Affairs,

Asia PacificDEUTSCHE BANK

Kristian Moller JensenVP Risk Management

OCBC BANK

19.00 The RiskMinds Asia Drinks Reception

Don’t Miss These NEW Speakers & NEW Perspectives: Keynote CRO Address:

Lewis O’Donald, Global CRO, Nomura will discuss the increasing regulatory burden, changing risk appetite and generating shareholder value.

CFO Perspective: Vera Lim, CFO, BANK DANAMON will give her view of the risk function and will look at how to develop a coherent strategic risk management framework.

Keynote Regulatory Address: Bill Coen, Deputy Secretary General, BASEL COMMITTEE looks ahead at what still remains to be achieved and the

challenges still to be overcome by the Basel Committee.

Extended Session On Risk Appetite: Hear from So Lan Ip, CRO, PING AN on the challenges of effectively understanding and setting risk appetite.

For Latest Agenda & To Register: www.riskmindsasia.com Tel: +44 (0) 20 7017 7200 Fax: +44 (0) 20 7017 7807 Email: [email protected] 5

Main Conference Day 2 – Wednesday 23rd October 201307.30 Breakfast Briefing Session


08.20 Chairman’s Opening WelcomeCharles Richard, Senior Vice President, QUANTITATIVE RISK MANAGEMENT

The Roadmap Of Asian Risk Management

08.30Reviewing Asian Financial Regulations As A Blueprint For The Future

How Is The Approach To Banking Regulation In Asia Impacting The Region’s Economy, What Impact Does This Have On Global Banks & What Does The Future Hold For Asian Financial Services?

Speaker under invitation

09.05Shifting Risks, New Foundations For Growth

Reviewing The Economic Outlook For AsiaRomain Duval, Regional Studies Division Chief, Asia and Pacific Department, IMF

09.45

CRO ThinkTank - The View Across AsiaExamining Bank Risk Management Strategy & Practice Across Asia,

Identifying The Challenges In Different Markets & Determining Where The Biggest Risks LieModerated by: Douglas Bongartz Renaud, Director, MARKET & RISK SOLUTIONS

Hein Jan Smit, CRO, BANK ISLAM BRUNEI DARUSSALAMAnanias Serrano Cornelio III (Jong), CRO, CHINA BANKING CORPORATION

Sentot Sentausa, CRO and Director of Risk Management, BANK MANDIRI


New Thinking In Risk & Capital Modelling, Measurement & Management

10.55

Extended ThinkTank – Risk Appetite Session I - Setting Risk Appetite

Highlighting The Challenges To Getting A Clear Picture Of Risk Across The Business & Assessing How These Can Be Overcome By Developing Your Data & Risk Concentration Models

So Lan Ip, CRO, PING AN GROUPSession II - CRO Discussion

Effectively Developing & Actively Using Risk AppetiteHow Can Banks Ensure That They Are Getting Maximum Value Out Of Their Approach To Risk Appetite?

Errol D’Souza, CRO - Asia, COUTTS & CO LTDSudipto Ghatak, Managing Director, Chief Credit Officer, Asia Pacific, CREDIT SUISSE

Tianwei Xu, Group CRO, HOME CREDIT ASIA

12.10

Electronic Polling SessionCreating An Effective Skills Toolkit For Risk Managers

Identifying The Key Talents, Skill Sets & Capabilities Asian Risk Managers Need Now & In The Next 5 Years

Peter Deans, CRO, BANK OF QUEENSLAND


Romain DuvalRegional Studies Division Chief,

Asia and Pacific DepartmentIMF

Sudipto GhatakManaging Director, Chief Credit Officer,

Asia PacificCREDIT SUISSE

Peter DeansCRO

BANK OF QUEENSLAND

Day 2 continued on the next page


Hear 65+ Risk Management Experts Tackle The Latest Risk Management Issues Across Asia And BeyondEssential Topics Will Include: Liquidity, Operational Risk,Enterprise Risk Management, The Economic Climate In Asia, CVA, ICAAP, Stress Testing And Credit Portfolio ManagementCountries Represented Include: Australia ● Brunei ● China ● Hong Kong ● India ● Indonesia ● Japan ● Malaysia ● Philippines ● Singapore ● Switzerland ● Thailand ● UK ● USA

Main Conference Day 2 cont – Wednesday 23rd October 2013The RiskMinds Strategic & Technical Stream Sessions (Delegates Are Free To Move Between Streams)

Stream AOptimising Risk Management In The New

Regulatory Environment

Stream B - New Approaches To Risk & Credit Portfolio Management (CPM)

Chaired by:

Stream C Examining The Latest Developments in Operational Risk

Measurement and Management

14.20

The Data ChallengeEvaluating Approaches To Develop How Banks Manage Data In Order To Be More Competitive

In The New Regulatory & Economic Environment

Dr Paul KennedyGeneral Manager of Data & Analytics

CBA

Risk And Credit Portfolio Management In Asia

Results Of Comprehensive 2013 BenchmarkingReviewing Current Practices And Looking

Ahead To Future Evolution Speaker under invitation

Optimising Operational RiskEnhancing Operational Risk Modelling & Measurement & Putting The Results To Practical Use In Business Management

KPMG

14.55

Constructing Robust Stress TestsSetting Up The Parameters, Executing

Effectively & Getting Value From The Results, What Is The Right Approach To Stress Testing?

KPMG

Managing For Revenue Growth: Balancing Revenue Objectives With Capital

Requirements How Can Risk/Return Goals Be Achieved In

The New Environment?Vanessa Leung, Managing Director, Portfolio

Management, Wholesale BankSTANDARD CHARTERED

Technology RiskHow To Ensure There Is A Secure

Infrastructure Surrounding The Emergence Of Mobile & Electronic Channels & Determining

Whether This ResponsibilityLies With The Risk Or I.T Function?

Bharan Guntupalli, Deputy General Manager, Operational Risk Management

ICICI BANK

15.30

Going Beyond Regulatory Compliance

How Can Banks Evolve The Regulatory Stress Test To Make It A Useful Business

Decision-Making Tool? Felix Fung

Head of Risk ManagementBOCOM INTERNATIONAL

Understanding The Latest Challenges For Credit Portfolio Management For Emerging

Markets Alzbeta Klein, Director, IFC

Re-assessing Operational Risk Management After The Global Financial Crisis

Determining How To Properly Understand The Risks Generated By People, Processes

& Systems In Order To Improve The Business Risk Profile

Speaker under invitation

16.05 Afternoon Tea


Stream AOptimising Risk Management In The New Regulatory Environment

Stream B New Approaches To Risk & Credit Portfolio Management (CPM)

16.35

Credit Value Adjustments (CVA) Management & MeasurementHow Can Counterparty Risk Be Appropriately Measured, Evaluating

Hedging Strategies & Assessing How Approaches To CVA Might Affect Competitiveness?

James HuaRegional Head of Market Risk Management for Asia

CITIGROUPExtended Session

The Liquidity ChallengeAddressing Capital, Credit and Liquidity Management in the New

Regulatory EnvironmentSpeaker under invitation

17.10 Evaluating The Role Of Risk Models Post Financial Crisis Lawrence Antioch, Head of Model Validation, DBS

17.45

The Fundamental Review Of The Trading BookEvaluating The Latest Regulatory Thinking, Assessing Whether The

Proposed Changes Will Be Too Complex To Comply With & Assessing How Banks Can Best Prepare Themselves

Xianhua Peng, Assistant Professor, Department of MathematicsHONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY

Credit Stress Testing In PracticeScrutinizing The Best Approaches To Defining Processes

& Using Outputs Arjun Nagarkatti, Asia Regional Head of Credit Risk,

DEUTSCHE BANK

18.20 End of The RiskMinds Asia 2013

“The quality of speakers and the content of the programme were excellent at RiskMinds Asia 2012”

John Lee, Group Chief Risk Officer, MAYBANK GROUP


08.50 Chairman’s Opening Welcome

09.00

Keynote Regulatory AddressThe Basel Committee Going ForwardReviewing The Progress of Basel III, Evaluating What Remains To Be Achieved & The Challenges Still To Be Overcome• Update on Basel III implementation• Which items of the global regulatory reform agenda

remain?• The Basel Committee’s future work plan

Bill Coen, Deputy Secretary General BASEL COMMITTEE ON

BANKING SUPERVISION Bill Coen manages the daily activities and

workstreams of the Basel Committee and its secretariat. His specific responsibilities relate to the

Basel Committee’s Policy Development Group and Accounting Task Force. He was chairman of the Pillar 2 workstream that is currently revising Basel II’s supervisory review process. Mr Coen was a member of the Basel Committee’s Secretariat from 1999 to 2002, during which time he was part of the core team responsible for developing the Basel II framework. Mr Coen also worked for the Board of Governors of the Federal Reserve System in Washington.

09.35

Assessing The Progress Towards Adopting Basel III

Reviewing the Progress Across The Region, Evaluating Approaches To Capital, Liquidity & The ICAAP & Determining What Remains To Be AchievedKPMG

10.10

Plotting A New Regulatory Roadmap For Asia

Evaluating Macro & Micro Approaches To Regulation & Assessing How Regulators Across Asia Are Approaching Basel III Implementation • Macro & Micro Prudential Supervision• Thailand’s Banking Supervision Framework• Basel III Implementation

Salinee Wangtal Assistant Governor, Supervision Group

Bank of Thailand Mrs Salinee Wangtal, Assistant Governor,

Supervision Group, Bank of Thailand (BOT) has been directly responsible for supervising

Thailand’s banking system. Her work span at the BOT has covered Financial Crisis in 1997 and 2008-2009. She had received her MBA in Finance and International Business Administration Degree at Columbia University and Advanced Executive Management Certificate from Harvard University.


Debating The Future Of Banking Regulation In Asia

11.15

Extended Session On Complexity vs. SimplicitySession I

Keynote AddressExploring The Implementation Of The Basel Capital Framework In Emerging Markets & Assessing How The Impact Of Regulations Differs Across Regions• Basel III implementation: a reality check• Basel III ≠ Basel III = Basel II + Basel 2.5 + Basel III

for emerging markets,• A revisit of some key issues: the scope of application,

full and consistent implementation, the objectives of Basel framework

• Simplicity and complexity: a reality check• Unintended consequence: compromise and

conservatism Luo Ping

Director General CHINA BANKING REGULATORY COMISSION Luo Ping, Director General of Training Department,

China Banking Regulatory Commission (CBRC),has a supervisory policy career working for both the People‘s Bank of China and then the CBRC. Prior to his current position, he was Deputy Director General of International Department. Mr Luo has been actively involved in the development of supervisory standards and policies. In recent years, he has been working energetically to promote advanced risk management practices for credit risk and operational risk in China.

Session IIDiscussion Session With

Audience Q&ADebating The Best Approaches To Creating A Stable Financial Regulatory FrameworkBill CoenDeputy Secretary GeneralBASEL COMMITTEE ON BANKING SUPERVISION(see bio above)

12.15

Lunch & VIP Lunch Tables (Sign up on the day)● Bill Coen

Deputy Secretary GeneralBASEL COMMITTEE ON BANKING SUPERVISION

● Paul AzevedoMD, Risk Management & Group Head Portfolio AnalyticsDBS

● Salinee WangtalAssistant Governor, Supervision GroupBANK OF THAILAND

Looking Ahead And Remaining Competitive In The New

Environment

13.45

Dodd Frank & Beyond Understanding The Implications Of The US Approach To Foreign Banks & Assessing What Can Be Expected Going ForwardSpeaker under invitation

14.20

Regulation - Shaping Enterprise Risk Management Evolution

Evaluating The Trends And Implications Of Regulation On Risk Management Frameworks, Risk Appetite Development & Execution & Stress Testing Program Alignment • Regulation trends and direction globally• Considerations for Risk Management frameworks• Considerations for Risk Appetite development &

execution• Considerations for Stress Testing program alignment

Paul Azevedo MD, Risk Management & Group Head

Portfolio AnalyticsDBS

R. Paul Azevedo is Managing Director and Head of Group Portfolio Analytics in the Risk Management

Group for DBS Bank in Singapore. His team works on strategic and portfolio analytics solutions across the Corporate, Bank, Sovereign, Wealth Management, and Consumer businesses. Prior to joining DBS in 2012, he was the Group Head of Risk Appetite, and Asia Pacific Head of Risk Strategy, for HSBC in Hong Kong. After serving as an Intelligence Officer in the Armed Forces, Mr Azevedo began his commercial career in North America working for a series of national and global institutions to include CitiGroup where he was a Senior Credit Officer and ran a Global Strategic Analytics team. He holds a Bachelor of Arts degree from the University of Massachusetts.

14.55

Assessing Asia’s Role In The Regulatory Landscape

What Impact Are Global Regulations Having On The Region And How Are Local Regulators Responding?

Michiel HaasbroekHead of Country RiskABN AMRO BANK N.V.

Michiel Haasbroek is Head of Country Risk Asia for ABN Amro Bank in Hong Kong. He reports on economic and political developments in Asia’s

emerging markets. Appetite setting for target markets is a key objective. He obtained an MA in Political Science, an MSc in Finance and currently pursues a PhD on banking reform in China.

15.30 Afternoon Tea

16.00

Lifting The Lid On ICAAP: Lessons Learned

Understanding The Key Criteria For Producing An ICAAP That Is Both Useful To The Board & Satisfies Regulatory RequirementsShaji ChandrasenanHead of Financial Risk, Specialist Risk Supervision DeptMAS Shaji Chandrasenan joined the Monetary Authority of Singapore in 2002 and is currently the Director that heads the Financial Risk Supervision Division. He is responsible for providing specialist support to the Prudential Supervision Group in the areas of market, credit, operational and liquidity risks. Prior to joining the authority, he was a derivative dealer for 10 years trading both foreign exchange and interest rate derivatives.

The RiskMinds Asia Regulatory SummitMonday 21st October 2013


Assessing The Impact Of Changing Regulation On The Asian Banking Industry & Determining How To Implement The New Requirements Whilst Remaining Competitive

John Lee Hin Hock, Group CRO MAYBANK

Dr John Lee is the Group Chief Risk Officer of Maybank Group, the largest banking group in Malaysia. As GCRO, he oversees the Group Credit and Risk Management function of the Group,

which includes commercial banking, investment banking and insurance business across South East Asian markets. As GCRO, he sits on the Executive Committee and on various other management committees in the Group. Prior to Maybank, Dr John Lee was a Partner in KPMG, where he was KPMG Global Lead for Islamic Finance, Asia Pacific region Head for Financial Risk Management and Malaysia Head for Financial Services.

Lawrence Antioch, Head of Model Validation within Risk Management Group, DBS

16.40

Shadow BankingExamining New Developments In Shadow Banking, Looking At Their Implications For Bank Competitiveness & Systemic Risk & Assessing Appropriate Regulatory Responses• Shadow banking and traditional banking• Shadow banking and product innovation• Shadow banking and systemic risk• Shadow banking and regulatory arbitrage• Shadow banking, regulatory competition, and

regulatory coordination Professor Haiyun Zhang

Director, Financial Markets Institute UNIVERSITY OF INTERNATIONAL

BUSINESS & ECONOMICS Professor Haiyun Zhang is currently Director of the Financial Markets Institute at the University of International Business and Economics (UIBE). He is also Beijing Chapter Co-Director of the Global Association of Risk Professionals (GARP). He is a Wall Street veteran with rich experience in derivative trading, structuring, research and risk management.

17.15

Designing & Implementing The Optimal Advanced-IRB Model

Hear From Banks Across The Asia-Pacific Region On How They Built Their Models, What Resources Were Required, How They Sourced The Data & How They Gained Regulatory Approval

Edwin Yuen, Chief Analytics Officer BANK OF CHINA HK Voted Bank Risk Manager 2011 by Asia Risk for

leading Bank of China Hong Kong’s successful IRB application with HKMA - first ever accreditation for any China-based bank. Edwin Yeun heads

BOCHK Group Basel Program for development and implementation of retail & corporate models, RWA calculation for 4 BOCHK banks and credit cards. Mr Yuen was Head of Wholesale Bank Risk Analytics in Standard Chartered Bank, responsible for global implementation of Basel Program with UK FSA. Mr Yuen is a Basel implementation expert with over 10 years’ experience and two successful IRB implementations. He holds MBA, Dip Management and BSc, all from Hong Kong University.

Frankie Phua Peng Yeo, Executive Director and Head of Credit & Country Risk Management DivisionUNITED OVERSEAS BANK

Frankie Phua is the Head of the Credit & Country Risk Management Division in United Overseas

Bank Limited (“UOB”). His responsibilities include credit policy, credit rating models (PD, LGD and EAD), economic capital modelling, credit portfolio risk management, counterparty credit risk management, country risk management and credit stress testing. Mr Phua was the Basel II Project Coordinator for UOB. In this role, he successfully managed UOB Group’s Basel II IRB implementation efforts. He is currently the Chairman and a Director of the Board of the Singapore Chapter of the Risk Management Association (“RMA”). He is appointed by Risk Management Institute (RMI), National University of Singapore (“NUS”) to teach a Specialist Diploma in Risk Management. Mr Phua has conducted credit risk training for banks in Cambodia, China, Myanmar, Taiwan and Vietnam.

Dr Paul Kennedy, General Manager of Data and Analytics COMMONWEALTH BANK OF AUSTRALIA

Paul Kennedy is General Manager of Data and Analytics for the commercial and investment

banking businesses of the Commonwealth Bank of Australia (CBA). His responsibilities at CBA have included portfolio analysis, commercial credit policy and limits, regulatory compliance (domestic and overseas), anti-money laundering detection, operational risk, and the development of the bank’s forecasting and stress testing capabilities for commercial lending. Prior to joining CBA, Mr Kennedy spent 4 years with National Australia Bank (NAB), most recently as the Group Head of Strategic Risk Management, and also as a director of NAB’s captive insurer. His career also included forming a Research and Risk Analysis unit for the Australian corporate regulator, ASIC, as well as ten years spent in Zurich, Switzerland, in various investment banking roles. Mr Kennedy holds a PhD from Cambridge University in the UK.

18.00

Champagne Roundtable Discussion Sessions● Professor Haiyun Zhang, Director,

Financial Markets Institute, UNIVERSITY OF INTERNATIONAL BUSINESS & ECONOMICS

● Edwin Yuen, Chief Analytics Officer BANK OF CHINA HK

● Dr Paul Kennedy, General Manager COMMONWEALTH BANK OF AUSTRALIA

● Shaji Chandrasenan, Head of Financial Risk, Specialist Risk Supervision Dept, MAS


The RiskMinds Asia Regulatory SummitMonday 21st October 2013


Benefit From These Opportunities To Maximise Your LearningMeet The Speaker LunchesThis is your opportunity to have lunch with key industry figures including regulators, CROs and academics. Lunch roundtables will provide you with an informal environment where you can chat and ask questions as you enjoy lunch with a small group of your peers and one of the leading lights of the industry. This year hosts include:► Bill Coen, Deputy Secretary General, BASEL COMMITTEE ON BANKING

SUPERVISION►Lewis O’Donald, Global CRO, NOMURA►John Lee Hin Hock, Group CRO, MAYBANKChampagne Roundtable DiscussionsThe champagne roundtable discussion groups provide you with the ideal place to meet some of our key speakers face-to-face, in small groups of about 10 people. You will be able to choose between the tables and discuss specific issues and ideas that have arisen over the course of the day in a highly interactive environment.This year hosts include:►Shaji Chandrasenan, Head of Financial Risk, Specialist Risk Supervision Dept, MAS►Vicki Noblett, Government and Regulatory Affairs, Asia Pacific, DEUTSCHE BANK► Professor Haiyun Zhang, Director, Financial Markets Institute, UNIVERSITY OF INTERNATIONAL BUSINESS &

ECONOMICSCocktail ReceptionsAfter so much information, discussion and debate, delegates are able to enjoy a networking drink or two to digest a dense timetable of talks.Sign up for the lunch or champagne roundtables upon arrival at the conference.

07.30 - 08.10

Closed-Door CRO- Breakfast Briefing How Serious Are China’s Economic And Financial Risks?• Will China’s rising debt levels result in a financial crisis?• How will China’s slower trend growth impact the

corporate sector?• Will the emergence of Chinese MNCs create new

commercial opportunities?• What are the implications of China’s slower growth for

Southeast Asia?Ben Simpfendorfer, AssociateSILK ROAD ASSOCIATES(See bio below)


08.20

Chairman’s Opening WelcomeKPMG

Inside The Global Economic & Political Landscape

08.30

New Insights In Geo-Political Risk Inside The New Asian Political Landscape. How Can Risk Management Prepare Itself For The Next Geo-Political Shock?• How will foreign companies deal with a bigger and more

complex Asia?• Will the return of political risk disrupt Asia’s growth outlook?• What are the future disruptors changing Asia’s commercial

world?• What are the implications of China’s slower growth for the

rest of Asia?• How will stronger local competitors impact commercial

risk? Ben Simpfendorfer, Associate

SILK ROAD ASSOCIATES Ben Simpfendorfer is Managing Director of

Silk Road Associates, a Hong Kong-based consultancy. He was the former chief China Economist for RBS and senior China Economist

for JPMorgan. He is the author of The New Silk Road, published by Palgrave Macmillan. Ben speaks Arabic, Cantonese, and Mandarin. He has lived in Hong Kong for over a decade, but started his career in the Middle East, living in Beirut and Damascus, and he continues to advise on Asia-Mideast cross-border investment activities.

09.10

Risk Management In An Uncertain World

Evaluating Strategies To Ensure The Risk Function Is Equipped To Help Withstand The Unexpected KPMG

09.45

CRO ThinkTankAvoiding The Next ‘Iceberg’

Where Do We See The Next Economic, Political, Environmental Or Other Crisis Coming From & How Can We Ensure Risk Management Is Well Positioned To Weather The Storm?John Lee Hin Hock, Group CRO, MAYBANK(see bio above)

Bob Mainprize, Managing Director, Head of Risk, Asia Pacific BARCLAYS CAPITAL

Bob Mainprize has been in charge of the credit and market risk functions of Barclays Capital in Asia Pacific since early 2000. Prior to that, he

was Global Head of Sovereign and Financial Institution Credit for Barclays in London. Mr Mainprize also has global responsibility for emerging market credit policy within Barclays Capital.

Kenji Fujii, Executive Officer, Head of Global Risk Management Group MIZUHO SECURITIES

Kenji Fujii is in charge of enterprise wide risk management for the investment banking arm of Mizuho Financial Group. Prior to his current

role, he was Senior Managing Executive Officer, Chief Market Risk Officer at Aozora Bank, General Manager, Basel 2 Implementation Office, Corporate Risk Management Division at Mitsubishi UFJ Financial Group, and General Manager, Risk Management Division at The UFJ Bank. Mr.Fujii has participated in numerous industry initiatives in the risk management area, including those related to Basel regulatory reform.

Lukas van der Hoef, Country CRO Singapore, ABN AMRO

Lukas van der Hoef has been responsible for Risk Management in Singapore and Private Banking Asia since January 2011. Between 2006-2010, Mr van der hoef was Asia Head of

Risk Advisory Services based in Hong Kong and afterward SG. This unit advised local and regional banks on risk management upgrades. Between 2003-2006, He was Head of Credit Portfolio Management of Corporate Clients in the Netherlands. Before, he was branch manager for the Maastricht area. During this period, Mr van der Hoef managed 15 retail and SME outlets including risk managers, preferred bankers and investment advisors.


The New Role Of The CRO

11.05

Special Extended CRO ThinkTank Session

Session IKeynote CRO Address

Increased Regulatory Burden, Changing Risk Appetite & Shareholder Value CreationEvaluating The New Drivers Reshaping The Traditional Role Of The CRO And How To Respond Effectively To These Challenges

Lewis O’Donald, Global CRO NOMURA

Lewis O’Donald was appointed Chief Risk Officer of Nomura Holdings in January 2011. Prior to joining Nomura Dr O’Donald worked at Morgan Stanley International in a variety of roles from

1992 till 2010. He started in the Fixed Income division, working in derivatives and swaps trading. Dr O’Donald ran the European Fixed income options and exotics trading from 1999 to 2001 before moving to run Structured Credit Trading in Europe, when Fixed Income was split into Credit and Interest Rate Trading. Dr O’Donald subsequently moved into the market risk division at Morgan Stanley in 2004, running the European office and Global Credit Markets. In 2008 he was asked to become the Senior Risk Officer for Morgan Stanley globally, running in-Business risk management for the head of Sales and Trading.

Session IIDiscussion Session

Determining The Future Role & Value Of The CRO

How Is The Shifting Perception of Risk Management Changing The Role Of The CRO, How Can CROs Take A More Strategic Role & What Will Be Their Role & Value Proposition Going Forward?

Giovanni Bussu, CRO ASIA PACIFIC, UNICREDIT Giovanni Bussu joined Unicredit Group in

September 2006 as Chief Risk Officer of Unicredit Corporate Banking SpA, the group

entity in charge of corporate banking in Italy. In January 2010 he was appointed Head of Risk Management Asia Pacific with regional managerial responsibility on Credit, Market, Liquidity and Operational risks. Dr Bussu has over twenty five years of professional experience in corporate finance, customer relationship management and risk management, and has covered senior positions within large international financial institutions.

Aurel Lavedrine, CRO CRÉDIT AGRICOLE CIB In 2010, Aurel Lavedrine was appointed Chief

Risk Officer for Asia Pacific of Crédit Agricole CIB based in Hong Kong. Prior to that position, in May 2004, he set up the Asian arm of Credit

Portfolio Management of Calyon based in Hong Kong. He also supervised the Principal activities of the Bank in distressed assets for the Asia Pacific Region. He was Chief Risk Officer for Asia Pacific after joining Crédit Agricole Indosuez in 2000. Previously he spent most of his career with Banque Paribas and held several management positions, particularly on the US desk, both at Head Office and in New York. He has extensive experience in M&A and Private Equity, Project Finance, Fund Management and Risk Management. Adhiputra Tanoyo, Executive Director, Head of Risk Management, UOB Indonesia.

Juan Limandibrata, Head of Risk Management, ASIAN DEVELOPMENT BANK

Juan Limandibrata is Head of ADB’s Office of Risk Management since August 2007, with responsibility for managing credit, market, and

operational risks. He is a member of the Risk, Asset and Liability, and Investment committees. He joined ADB in 1988 as a Young Professional in the Treasury Department, and rose to Assistant Treasurer for the Funding Division in 2001 where he managed funding operations, client services, and initiatives in local currency and risk management instruments. An Indonesian national, Mr Limandibrata holds a Master’s degree from Stanford University and a Bachelor’s degree from the University of Michigan.

Adhiputra Tanoyo, Executive Director, Head of Risk Management

UOB INDONESIA Adhiputra Tanoyo is an experienced Risk Advisor

and Manager, with numerous international and local exposures. He held various risk senior

positions in United Overseas Bank Indonesia, Bank Mega, Commonwealth Bank Indonesia. Previously, he led risk consulting teams in Arthur Andersen and Ernst & Young. He is a senior member of Indonesian Bank Risk Managers Association (BARa). His team has just won the Indonesian Enterprise Risk Management Award for Operational Risk/BCP.

Victor Ang, CRO, Private Banking AsiaUNION BANCAIRE PRIVÉE

Victor Ang has diversified risk management experiences in private banking, commercial and investment banking. Currently, he is the Chief

Risk Officer, Private Banking Asia with Union Bancaire Privee (Singapore). In his current role, he oversees market, credit and operational risk activities of the Bank. Prior to UBP, Mr Ang has held senior risk positions with UBS, Deutsche Bank, Rabobank, ABN AMRO and Credit Agricole. He holds a Master of Applied Finance from Macquarie University, Australia.

12.20

Lunch & VIP Lunch Tables (Sign up on the day)● Lukas van der Hoef, Country CRO Singapore

ABN AMRO● John Lee Hin Hock, Group CRO

MAYBANK ● Lewis O’Donald, Global CRO

NOMURA ● Ben Simpfendorfer, Associate

SILK ROAD ASSOCIATES


CRO Thought Leadership Forum - New Thinking & Innovative Ideas In Risk Management

Main Conference Day 1 - Tuesday 22nd October 2013



Risk, Finance & Governance13.50

Keynote AddressCreating An Effective Risk Culture

Setting The Right Tone From The Top: How Can CROs Implement A Strong Risk & Governance Framework To Ensure Risk Is Embedded At The Heart Of The Business In Good & Bad Times• How the framework for the definition and monitoring of

risk appetite can become the backbone for a strong risk culture across the organisation - embedded within but supporting and complementing the risk and governance framework

• What the regulators and public say they want in terms of culture change and how a risk appetite framework can address that

Ingrid Child, Global Head of Risk Appetite, Regional Head of Risk Strategy, Asia Pacific, HSBC

Ingrid Child currently holds the positions of Global Head of Risk Appetite and Regional Head of Risk Strategy (Asia Pacific) for HSBC. Prior

to this she was Chief Risk Officer for HSBC in Singapore. Ms Child has extensive experience at a senior level with her career spanning 20+ years at top tier financial institutions such as HSBC, Morgan Stanley and Nomura - working in New York, Tokyo, London, Bangalore, Singapore and now Hong Kong. She has typically taken roles in emerging areas or those requiring change and vision. Innovation and establishing new capabilities have been necessary for success. She graduated with an MBA from Henley Management College with a focus on culture, strategy and change management.

14.25

Implementing A Robust Risk StrategyIntegrating Finance And Risk Functions Into A Holistic Business Model For The FutureSpeaker under invitation

14.55

The CFO Briefing On Risk Understanding the View of Risk From Within The Finance Function & Developing A Coherent Framework To Address Strategic Risk Management

Vera Lim, Chief Financial Officer PT BANK DANAMON Vera Lim has over 20 years’ experience in

banking industry and financial institutions, gaining a broad experience. Together with the Board of Management she successfully transformed the

bank in becoming the first bank enter into mass market in Indonesia right after the Asian crisis. She took the leading role in the bank restructuring process, merging 9 banks into bank Danamon.

15.30 Afternoon Tea

The RiskMinds Strategic & Technical Stream Sessions(Delegates Are Free To Move Between Streams)

X Stream A: Innovations In Strategic Risk Management, Risk Culture, Risk Appetite & ERM

16.00

Assessing Risk AppetiteEvaluating Strategies For Effectively Setting Risk Appetite & Determining How These React Under Stress• What is a Risk Appetite Statement and how it is used?• Risk Appetite and Enterprise Risk Management• Typical roles/responsibilities in setting risk appetite Oliver Wyman/RMA Risk Appetite Survey Results• Capabilities• Applications

Frankie Phua Peng Yeo, Executive Director and Head of Credit & Country Risk Management Division, UNITED OVERSEAS BANK(see bio on pg 9)

16.35

Plumbing Risk Into The Business Balancing Top-Down & Bottom-Up Approaches: How To Establish A Culture Of Board Level & Individual Ownership Of Risk Speaker under invitation

17.10

Using ERM As A Business Decision-Making Tool And Early

Warning System How Can It Be Properly Realized And What Role Does Technology Play?

Dr Antonius AlijoyoBoard of ERM Academy & Audit Board of IndonesiaFSA

17.45

Ensuring Robust Governance & Assurance Frameworks & Managing

Risks Effectively Evaluating The Role Of Audit In Relation To Governance, Risk & Compliance Assurance• Governance, Risk & Compliance Assurance• Evolution of Assurance Function• Integration of Risk Management and Assurance

Activities Goh Chin Yee

Head of Group Audit, OCBC Ms Goh Chin Yee has more than 20 years of

working experience in the banking industry, covering diverse functions such as strategic management, investment research, fund

management, finance, risk management, treasury business management and currently she is the Head of Group Audit in OCBC, a Singapore-based financial institution group. Her experience included the evaluation of business impacts and implementation of various regulations, including Basel II / Basel III, Internal Capital Adequacy Assessment Process (ICAAP), capital stress testing, economic capital modeling, model validation, Dodd-Frank Act and OTC derivatives market reforms.

Stream BMeasuring & Managing Risk Going Forward

16.00

Extended SessionNew Credit Risk

Analytics And Applications• Generic elements required of a powerful credit risk

modelling platform• Distance to default – a more informative view of

corporate leverage• Overview of the bottom-up corporate default prediction

model and the public-good credit risk infrastructure maintained by RMI

• Single-obligor analysis – term structure of physical probabilities of default

• Credit portfolio analytics – default correlations and exposure weighted default distribution

• Applications: loan portfolio management, counterparty risk assessment, and credit stress testing

Professor Jin-Chuan Duan, Director of Risk Management Institute and Cycle & Carriage Professor of Finance, NATIONAL UNIVERSITY OF SINGAPORE

Professor Jin-Chuan Duan is the Director of Risk Management Institute, National University of Singapore and holds the Cycle & Carriage Professorship in Finance. Duan is also an Academician of the Academia Sinica. He obtained a PhD in Finance from the University of Wisconsin-Madison, and once held the Manulife Chair Professorship at the University of Toronto and taught at the Hong Kong University Science and Technology and McGill University.

17.10

Optimising Risk ModelsHow To Design And Implement Robust Risk Models For Enhanced Business Decision-MakingQRM

17.45

Overcoming The Challenges Of Risk Modelling & Management

Exploring The Challenges For Designing Robust Risk Models & Their Application

Dr Simon Goo, Executive Director Head of Risk Analytics, Risk ManagementUNITED OVERSEAS BANK

Simon Goo leads a multi-disciplinary risk analytics team that oversees enterprise-wide risk management models at United Overseas Bank. The team validates a wide range of risk models and measurements to assess and manage credit, market, operational and asset and liability risks across the bank’s global business. Prior to joining the bank, Simon held senior corporate positions in technology and finance related companies. He has also worked with promising enterprises to assess the potential of their technologies for product commercialization and strategic investment. Dr Goo holds a PhD in the field of decision control systems from the University of Newcastle upon Tyne. Dr Goo is a steering committee member of the Singapore Chapter of the Professional Risk Managers’ International Association (PRMIA).

Stream C - Optimising Risk Management In The New Regulatory Environment

16.00

Liquidity Under BaselConsidering What The Liquidity Requirements Under Basel Will Ultimately Entail, The Approach Being Taken By Asian Regulators To LCR & NSFR & Reviewing The Challenges For Banks In Reconciling The Liquidity Risk Ratios With The Need To Hold Capital Buffers• Quantifying Effective Minimum Liquidity Requirement

Buffer• Incorporation of Systemic Liquidity Risk Buffer• Taking into account of Basel III Liquidity Ratio• Liquidity Buffer vs Capital Buffer• Liquidity Volatility Transfer Price

Karin BoonlertvanichHead Of The Central Treasury Department, KASIKORN BANK

Dr. Karin Boonlertvanich is currently the Head of the Central Treasury Department which is responsible for assets and liabilities management, investment portfolio decision, as well as liquidity and funding management. Prior to his current appointment, he held position as the Head of Assets and Liabilities Management responsible for developing and managing bank’s liquidity and interest rate risk position. He holds a Ph.D. and MS in Industrial Engineering from Georgia Institute of Technology, USA. He is also a FRM designation holder and CAIA designation holder. He is also an Assistant Professor of Commerce at Burapha University, Thailand.

16.35

Dodd- Frank What Are The Implications Of Dodd-Frank For Global Banks?• Overview – scope, key reforms and progress • DFA and global reforms• Implications of DFA for non-US banks

Vicki Noblett, Government and Regulatory Affairs, Asia Pacific DEUTSCHE BANK

Vicki Noblett is responsible for Government and Regulatory Affairs for DB in APAC covering

all regulatory policy issues, having previously developed bank-wide positions and advocacy strategy relating to prudential and financial stability policy. Before joining DB in 2010, Ms Noblett was a regulator in the UK for nine years, primarily responsible for policy development and implementation, and investment banking supervision.



17.10

Creating A Holistic Picture Of RiskHow Can Internal Risk Models Be Combined With Regulatory Requirements To Create A More Accurate Business-Wide Profile Of Risk

17.45

Strengthening & Streamlining The Risk Function

Building A Risk Function Which Establishes The ‘Three Lines Of Defence’ Whilst Ensuring Cost & Operational Efficiency• Looking at how to operationalize a cost efficient but

fully compliant group risk management infrastructure operating model

• Avoiding duplications, seeking out synergies and resource sharing across multiple risk functions from a process, people as well as systems perspectives

• Applicable as a benchmark for any risk function in the journey towards achieving industry “best practice”

Disclaimer: The views presented are personal accounts and not endorsed by OCBC Bank and Mr Jensen is not a spokesperson for OCBC Bank

Kristian Moller Jensen, VP Risk Management, OCBC BANK

Kristian Moller Jensen has been involved in trading and risk management since the late 1990’s. Working at banks as a credit risk trader, market risk analyst and market risk manager.

Lately he’s been working with market risk systems and infrastructure ensuring “best practice” and operational excellence. He’s worked at Credit-Suisse Securities LLC in New York, prior to that for Sungard Trading and Risk as a consultant in London and is currently in market risk management at OCBC Bank.

18. 20

Champagne Roundtable Discussion Sessions● Frankie Phua Peng Yeo

Executive Director and Head of Credit & Country Risk Management DivisionUNITED OVERSEAS BANK

● Vicki NoblettGovernment and Regulatory Affairs, Asia Pacific DEUTSCHE BANK

● Kristian Moller JensenVP Risk ManagementOCBC BANK


07.30

Breakfast Briefing Session 08.00 Registration & Coffee

08.20

Chairman’s Opening Welcome Charles Richard

Senior Vice President QUANTITATIVE RISK MANAGEMENT Charles Richard has over 25 years of experience

in the field of enterprise risk management, balance sheet management, credit risk management and

regulatory capital management. During his tenure at QRM, Mr. Richard has consulted with hundreds of financial institutions worldwide and helped QRM build an international client base that now lists over 250 long term engagements.

The Roadmap Of Asian Risk Management

08.30

Reviewing Asian Financial Regulations As A Blueprint For The Future

How Is The Approach To Banking Regulation In Asia Impacting The Region’s Economy, What Impact Does This Have on Global Banks & What Does The Future Hold For Asian Financial Services?Speaker under invitation

09.05

Shifting Risks, New Foundations For Growth

Reviewing The Economic Outlook for Asia• Economic outlook, risks and near- and longer-term

economic policy challenges in the Asia Pacific region• Based on an update of the IMF’s Regional Economic

Outlook Romain Duval

Regional Studies Division Chief, Asia and Pacific Department, IMF

Romain Duval is Head of the Regional Studies Division of the Asia Pacific Department at the

International Monetary Fund, where he is the editor of the Regional Economic Outlook for the region and is in charge of the associated research projects. He has published academic journal papers on a wide range of topics including monetary policy, exchange rates, unemployment, growth, the political economy of reforms, retirement behaviour and climate change. He holds a PhD in Economics.

09.45

CRO ThinkTank-The View Across AsiaExamining Bank Risk Management Strategy & Practice Across Asia, Identifying The Challenges In Different Markets & Determining Where The Biggest Risks Lie

Moderated by: Douglas Bongartz RenaudDirector, MARKET & RISK SOLUTIONS

Douglas Bongartz Renaud has been focusing on doing Risk, Treasury and ALM consultancy and

training work for banks in Asia since November 2011. Until he recently left the Netherlands, he was an Executive Director in the Markets Division of ABN AMRO Bank, and was with the Bank, based in Amsterdam, since 1985. During his last year with the Bank, he worked in the Financial Markets/Treasury Division on counterparty credit risk exposure measurement, with focus on CVA (credit valuation adjustment) pricing and management and Basel 3 implementation.

Hein Jan SmitCROBANK ISLAM BRUNEI DARUSSALAM

Hein Jan Smit has over 16 years banking experience. He started his career with ABN AMRO

Bank in Netherlands back in 1997. In 2004 he was transferred to Singapore as Regional Head Group Audit Risk and Commercial Banking, and was appointed as Head of Risk Review Asia in 2007. In 2010, he moved to China (Shanghai) to continue his career as the Chief Risk Officer for RBS China. As of October 2012, he started as Chief Risk Officer for BIBD. Mr Hein Jan Smit is both a Dutch citizen and Singapore Permanent Resident and holds a Master of Science in Business Administration, Finance & Economics from Rijks University Groningen and a Degree as Executive Master of Internal Auditing from University of Amsterdam.

Ananias Serrano Cornelio III (Jong)CRO

CHINA BANKING CORPORATION Jong Cornelio joined the China Banking Corporation

as Head of the Bank’s Risk Management Group in October 2012. He was formerly the CRO of the

Development Bank of the Philippines (DBP) and has worked in some of the largest commercial banks in the Philippines acting in various capacities in the area of risk and controls prior to joining the Government Financial Institution in 2005 as Head of Financial Engineering. Mr Cornelio obtained his Master’s Degree in Public Administration from the National University of Singapore’s Lee Kuan Yew School of Public Policy. He has participated as resource person in several forums on the risk profession across the region.

Sentot Sentausa CRO & Director of Risk Management BANK MANDIRI Sentot Sentausa entered the banking sector

in 1986 as an officer within the research and development division of Bank Pembanunan

Indonesia (Bapindo). Following the Bank Mandiri Merger in 1999 he was named Vice President and Division Head, Global Markets & Treasury Control. He then steadily rose through the ranks and took up his current role at Bank Mandiri in 2006.


“RiskMinds Asia 2012 was a great conference for gaining

deeper insights into risk issues in Asia”

Edward Emanuel Head of Enterprise Risk Analytics

WESTPAC

Main Conference Day 2 - Wednesday 23rd October 2013

RiskMinds Asia 2012 carried on the well-established tradition of RiskMinds in Europe by attracting the senior risk officers from those banks that strongly influence the global approach to risk management.”

David Lawrence, Independent Expert



New Thinking In Risk & Capital Modelling,

Measurement & Management

10.55

Extended ThinkTank – Risk Appetite Session I

Setting Risk Appetite Highlighting The Challenges To Getting A Clear Picture Of Risk Across The Business & Assessing How These Can Be Overcome By Developing Your Data & Risk Concentration Models• Integrated Finance Services Strategy of Ping An Group

of China• Enterprise Risk Management Mechanism of Ping An

Group and its challenges, including Concentration Risks and Connected Parties Transaction Management;

• Systemic risk management practices of Ping An Group, e.g. risks dashboard, risk appetite, risks limits and monitoring. Etc.

So Lan Ip CRO PING AN GROUP Ip So Lan is the Group CRO for Ping An. She is

responsible for the Risks Management aspects of Ping An Group of China and its subsidiaries covering Banking, investments and insurances.

Session IICRO Discussion

Effectively Developing & Actively Using Risk Appetite How Can Banks Ensure That They Are Getting Maximum Value Out Of Their Approach To Risk Appetite?

Errol D’Souza CRO - Asia

COUTTS & CO LTD Management of risk is a key focus for Coutts.

A strong risk culture, strategic risk-conscious decisioning are central to Coutts’ growth

ambitions while also managing the day-to-day. As Chief Risk Officer for Asia, Errol D’Souza is responsible for ensuring that Credit & Market Risk, Compliance & AML, as well as Operational Risk function as an adequate second line, while partnering with the front-line to help achieve our Bank’s growth ambitions. Mr D’Souza has many years of experience, previously at UBS Wealth Management and Merrill Lynch.

Sudipto GhatakManaging Director, Chief Credit Officer, Asia PacificCREDIT SUISSE

Sudipto Ghatak is a Managing Director of Credit Suisse in the CRO division, based in Singapore.

He is the Chief Credit Officer of the Asia Pacific region and is responsible for the overall approval and management of all credit-bearing transactions in Asia. He is a member of the Asia Pacific Operating Committee and has served as a member on the Managing Director Evaluation Committee (MDEC) in 2010 and 2011. Mr Ghatak joined Credit Suisse First Boston in August 1997 from Citibank, where he started his career and held a variety of roles in corporate banking, relationship management and risk.

Tianwei XuGroup CROHOME CREDIT ASIA

Tianwei Xu was appointed Chief Risk Officer for Home Credit Asia in November 2012. He joined from Genworth Financial in the U.S., where he was

the Vice President of Enterprise Risk Management for Global Mortgage Insurance Business. Prior to joining Genworth in 2009, he spent nine years at GE Capital Consumer Finance in the U.S. serving various leadership roles in Americas and Global Risk Management. Mr Xu started his risk management career in 1997 with Mercedes Benz Credit Corp., where he was a credit risk manager for three years. He holds an MBA degree from Georgia State University in the U.S. and a BA degree in Management from Nanjing University in China.

12.10

Electronic Polling SessionCreating An Effective Skills Toolkit For Risk Managers

Identifying The Key Talents, Skill Sets & Capabilities Asian Risk Managers Need Now & In The Next 5 Years• The changing role of the CRO and the Risk

Management division• Moving beyond credit risk, market risk and operational

risk oversight• Risk Management’s role in the design of critical

customer relationship management, core banking, finance and risk management projects and systems

• Risk Management’s role in providing insights into the broader strategic, financial and operational risks of a financial institution

• New skills required to meet the expectations and requirements of the Board, shareholder and regulators

Peter DeansCROBANK OF QUEENSLAND

Peter Deans has over 25 years’ experience in banking and finance. Throughout his career he has worked with the Commonwealth Bank of Australia

Group, the Industrial Bank of Japan, Australia & New Zealand Banking Group and National Mutual Royal Bank. He has held senior risk management roles with the Commonwealth Bank of Australia‘s commercial and institutional banking businesses between 1999 and 2010. In December 2008, following the acquisition of Bankwest by Commonwealth Bank, Mr Deans was appointed Chief Risk Officer of Bankwest. After several years successfully running a strategy and risk consulting business, he was appointed Chief Risk Officer of BOQ in 2012.

12.50

Lunch & VIP Lunch Tables (Sign up on the day)● Romain Duval, Regional Studies Division Chief,

Asia and Pacific Department, IMF ● Sudipto Ghatak, Managing Director, Chief Credit

Officer, Asia Pacific, CREDIT SUISSE ● Peter Deans, CRO, BANK OF QUEENSLAND

The RiskMinds Strategic & Technical Stream Sessions(Delegates Are Free To Move Between Streams)

Stream A: Optimising Risk Management In The New Regulatory Environment

14.20

The Data ChallengeEvaluating Approaches To Develop How Banks Manage Data In Order To Be More Competitive In The New Regulatory & Economic Environment• Why better risk data is now crucial• What’s the problem with the data we already have?• Why an IT-driven strategy is not enough – you need to

consider people• Practical tools, tips, and tricks from the trenchesDr Paul KennedyGeneral Manager of Data & Analytics COMMONWEALTH BANK OF AUSTRALIA(see bio on pg 9)

14.55

Constructing Robust Stress TestsSetting Up The Parameters, Executing Effectively & Getting Value From The Results, What Is The Right Approach To Stress Testing? KPMG

15.30

Going Beyond Regulatory Compliance How Can Banks Evolve The Regulatory Stress Test To Make It A Useful Business Decision-Making Tool? • How regulators views differs from senior management • Purposes and uses of stress testing• Types of stress testing and senior management focuses• Decision making on stress testing, and the effects on

other parts of risk management• Mitigation of stress risk

Felix FungHead of Risk ManagementBOCOM INTERNATIONAL

In his current role, Felix Fung is responsible for overlooking the overall risk of various businesses for the investment bank. Prior to his current

position, he was the Head of Risk Management in Bank Sinopac and KGI. He is experienced in risk management of both commercial and investment banking. In the past, he contributed to the setting up of risk team for OTC Derivatives business and held workshops on “Managing operational risk using system thinking” and “Chaos Theory application on Investment management and Risk Management”. He holds several degrees, including an MFin in Financial Engineering and Risk Management, MSc in Information Management and BA in Accountancy. Moreover, he is a Financial Risk Manager (FRM), Fellow Associate of Chartered Certified Accountants (FCCA) and Fellow Associate of Hong Kong Institute of Certified Public Accountants (HKICPA).

16.05 Afternoon Tea

16.35

Credit Value Adjustments (CVA) Management & Measurement

How Can Counterparty Risk Be Appropriately Measured, Evaluating Hedging Strategies & Assessing How Approaches To CVA Might Affect Competitiveness?• Introduction to CVA concept • Managing CVA risk of unsecured counterparties• Methodology of calculating and managing risk of

secured counterparties• Recent development in eligible hedge clarification• The impact of dealing with CCP and significant market

players• The impact of wrong way risk• CVA Capital charge in RWA• Challenges in CVA world

James Hua Regional Head of Market Risk

Management for AsiaCITIGROUP

In his current role, based in Hong Kong, James Hua is responsible for market risk management

activities across all product areas (Rates & Currencies, Equity, Credit Trading, etc.) in the region. Prior to this, Mr Hua was the global head of Pricing Analytics Group for Citigroup Corporate & Investment Bank in New York; the team was credited with early identification of mispricing and concentration risk in CDO underwriting business which effectively limited Citi’s potential super-senior CDO exposure heading into the sub-prime crisis. Before Citi, Mr Hua headed the Market Risk Oversight unit for all Derivatives products and also managed the Structured Credit Derivatives Valuation Group for Bank One Capital Markets in Chicago. Mr Hua holds an MBA with High Honors from University of Chicago and a PhD in Chemical Engineering from University of Illinois at Urbana-Champaign.

17.10

Evaluating The Role Of Risk Models Post Financial Crisis

Lawrence AntiochHead of Model ValidationDBS



17.45

The Fundamental Review Of The Trading Book

Evaluating The Latest Regulatory Thinking, Assessing Whether The Proposed Changes Will Be Too Complex To Comply With & Assessing How Banks Can Best Prepare Themselves• To review the fundamental changes to the trading book

capital rules that the Basel committee proposed in its consultative document in May 2012

• To discuss and show that the reasons for moving from VaR to Expected Shortfall (ES) in the trading book capital rule are not convincing

• To propose a new risk measure called Median Shortfall that captures the tail risk in an alternative way to that of Expected Shortfall

• The Median Shortfall measures the median of tail loss distribution, in contrast to the Expected Shortfall that measures the mean of the tail loss distribution.

• To clarify the misconception that VaR cannot capture tail risk by showing that 99.5% VaR is equivalent to 99% median shortfall, which is the median of the size of the loss above the 99% VaR

• To show that Median Shortfall is more suitable than Expected Shortfall for trading book capital rule because the Median Shortfall is more robust, much easier to implement, much easier to estimate, and much easier to backtest, than the Expected Shortfall

Xianhua PengAssistant Professor, Department of MathematicsHONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY

Xianhua Peng is an Assistant Professor in the Department of Mathematics at Hong Kong University of Science and Technology. He received his Ph.D. in Operations Research concentrated in Financial Engineering from Columbia University and his B.S. and M.S. from Beijing University. His research focuses on financial engineering and risk management.


Stream B: New Approaches To Risk & Credit Portfolio Management (CPM)

Chaired by

14.20

Risk And Credit Portfolio Management In Asia

Results Of Comprehensive 2013 BenchmarkingReviewing Current Practices And Looking Ahead To Future Evolution Speaker under invitation

14.55

Managing For Revenue Growth: Balancing Revenue Objectives With

Capital Requirements How Can Risk/Return Goals Be Achieved In The New Environment?• Balancing revenue objectives with capital requirements• Achieving risk/return goals in the new environment

Vanessa Leung Managing Director, Portfolio

Management, Wholesale Bank STANDARD CHARTERED

Vanessa Leung is a Managing Director at Standard Chartered’s Wholesale Bank Portfolio

Management unit. She is responsible for actively managing the credit portfolio across all regions in collaboration with Business

origination, Risk and Finance units. Her team has a specific focus on promoting pricing discipline at origination and relationship returns. Her team also has a mandate for single name asset distribution. She is based in Singapore. In her 18 years with Standard Chartered, Ms Leung has served in a variety of roles in credit analysis, risk management and origination functions, with the last 5 years in Portfolio Management. Prior to Standard Chartered, she worked at Accenture focussing on the Financial Services sector.

15.30 Understanding The Latest Challenges For Credit Portfolio Management For

Emerging Markets Alzbeta Klein

DirectorIFC

As the Director of IFC Portfolio and Operational Risk Department, Alzbeta Klein oversees IFC’s $56 billion portfolio in emerging markets, tracking

and analyzing trends from portfolio performance as well as the impact of the global macro developments on emerging markets. Previously, Ms Klein led IFC investment teams in Asia, Eastern Europe, and Latin America across infrastructure, manufacturing and agribusiness industries.

16.05 Afternoon Tea

16.35

Extended SessionThe Liquidity Challenge

Addressing Capital, Credit and Liquidity Management in the New Regulatory EnvironmentSpeaker under invitation

17.45

Credit Stress Testing In PracticeScrutinising The Best Approaches To Defining Processes & Using Outputs

Arjun NagarkattiAsia Regional Head of Credit Risk Deutsche Bank

Arjun Nagarkatti has worked for Deutsche Bank since 2003 and is currently Head of Credit Risk Management for the Corporate and Investment Bank in Non-Japan Asia.


Stream C: Examining The Latest Developments In Operational Risk Measurement And

Management

14.20

Optimising Operational RiskEnhancing Operational Risk Modelling & Measurement & Putting The Results To Practical Use In Business ManagementKPMG

14.55

Technology RiskHow To Ensure There Is A Secure Infrastructure Surrounding The Emergence Of Mobile & Electronic Channels & Determining Whether This Responsibility Lies With The Risk Or I.T Function?• Information Technology Risk framework

- Scope, definitions of IT risk, differentiating Information Security Risk

- Role and responsibilities - Process and methodology for IT Risk identification,

assessment, measurement, monitoring and reporting• Emerging IT Risks and trends - Emerging trends in IT Risks in Internet Banking &

Mobile Banking - Cross border IT Risks• Regulatory guidelines - Basel II - Some of global regulatory requirements in electronic

banking (like MAS, HKMA) Bharan Guntupalli

Deputy General Manager, Operational Risk ManagementICICI BANK

With 17 years professional experience, Bharan Guntupalli has worked with ICICI Bank, India, for

the past 7 years as Deputy General Manager and Head of Operational Risk Management Group of ICICI Bank India and overseas branches/subsidiaries. He implemented an ORM framework in ICICI Group including The Standardised Approach and Advanced Measurement Approach. Mr Guntupalli previously worked with ING Bank, India and Bank of America Management Corporation (offshore center in India) in operational and compliance risk management.

15.30

A Re-assessing Operational Risk Management After The Global

Financial CrisisDetermining How To Properly Understand The Risks Generated By People, Processes & Systems In Order To Improve The Business Risk ProfileSpeaker under invitation

16.05 Afternoon Tea

Delegates Are Free To Join Streams A Or B For The Remainder Of The Afternoon.

Keep Up To Date With The Latest News

While nothing can replace the opportunity to meet face-to-face, we believe social media is key to bridging the information and networking gap between our annual conferences. Subscribe to the RiskMinds

blog and discover articles, interviews & news blogs.icbi-events.com/riskminds/

Join our RiskMinds Asia LinkedIn group to connect with your peers, share ideas & discuss the latest news & industry developments.

Follow @RiskMinds on Twitter for the latest conference updates

Watch the latest event videos on our RiskMindsTV YouTube channel, featuring interviews with key speakers & highlights from past conferences

About Your Sponsors

Co-Sponsors Quantitative Risk Management, with offices in Chicago, London, and Singapore, is the world’s leading enterprise risk management consulting firm. Since our founding in 1987, QRM’s vision has been to consistently provide expert analytics and risk management advice to financial institutions across the globe. Today, we are the trusted financial risk consultancy of industry-leading organizations, with a track record of success under any economic circumstance or event. We have extended our proven methods to an international base, including clients on 6 continents and in over 30 countries. QRM’s client list numbers over 150 financial institutions worldwide, including 9 of the top 10 US banking companies. QRM’s Risk Framework™ combines the advice of a consulting firm, knowledge

of a financial research firm, and models developed with the expertise of an information technology company, to create a comprehensive foundation upon which a financial institution can build an enterprise risk management practice that includes market and credit risk as well as economic and regulatory capital.

Principal Knowledge Partner KPMG is a global network of professional firms providing Audit, Tax and Advisory services.

We operate in 152 countries and have 145,000 people working in member firms around the world. The independent member firms of the KPMG network are affiliated with KPMG International Cooperative (“KPMG International”), a Swiss entity. Each KPMG firm is a legally distinct and separate entity and describes itself as such. KPMG International performs no professional services for clients nor, concomitantly, generates any revenue.


Associate Sponsors Thomson Reuters Governance, Risk and Compliance (GRC) business unit provides comprehensive solutions that connect our customers’ business to the ever-changing regulatory environment. GRC serves audit, compliance, finance, legal, and risk professionals in financial services, law firms, insurance, and other industries impacted by regulatory change. The Accelus suite of products provides powerful tools and information that enable proactive insights, dynamic connections, and informed choices that drive overall business performance. Accelus is the combination of the market-leading solutions provided by the heritage businesses of Avanon®, Complinet, IntegraScreenTM, Northland Solutions, Oden®, Paisley®, West’s Capitol Watch®, Westlaw® Business, Westlaw Compliance Advisor® and

World-Check®. accelus.thomsonreuters.com

Numerical Technologies, specializing in financial modeling, parallel Monte Carlo simulation, and high performance computing (HPC), is a cutting-edge financial risk management software company and consulting firm with clients ranked among the top 50 largest banks and insurance companies in the world in terms of asset size. Since 1998, our innovative technology has been helping clients quantify risks, identify opportunities, and meet economic and regulatory capital requirements. NtInsight®—our family of financial risk management solutions—provides unparalleled tools and analytics and the widest functional coverage for

credit risk, market risk, integrated risk, operational risk, and asset/liability management and control. These highly-regarded solutions have been proven under Japan’s rigorous regulatory environment and have won the trust of its most respected financial institutions. Numerical Technologies has offices in Singapore and Tokyo. Visit us at www.numtech.com to learn more.

What’s New For 2013?• New LocationDue To Popular Demand The Conference Will This Year Be Held In North Asia’s Financial Hub, Hong Kong, In The 5* JW Marriot.

• CRO Thought Leadership ForumThe Opening Morning Of The Conference Will Bring Together CROs From Across Asia To Develop New Thinking And Innovative Ideas In Risk Management.

• The Regulatory Summit Day Assessing The Impact Of Changing Regulation On The Asian Banking Industry & Determining How To Implement The New Requirements Whilst Remaining Competitive, The Summit Day Will Allow A Full Day’s Focus On Regulatory Issues Featuring Presentations And Panel Discussion With Leading Regulators And Industry Leaders.

• More Sessions & More SpeakersMain Topics Will Include Liquidity, Operational Risk, Enterprise Risk Management, The Economic Climate In Asia, CCPs, ICAAP, Stress Testing, Credit Portfolio Management And Debating Regulations.

50% off

DATES

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Person who will attend if I have to cancel: Name Job title DepartmentDirect Tel Mobile TelEmail Address Direct Fax

2nd Delegate: Name Job title DepartmentDirect Tel Mobile Tel

Email Address Direct FaxI would like to receive information on future events & services via email. By giving you my email address I am giving ONLY IIR companies the permission to contact me by email.❑ Yes! I would like to receive info on future events & services via fax

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VENUE DETAILSJW MarriottPacific Place, 88 QueenswayHong Kong, ChinaPhone: + 852-28108366Fax: + 852-28450737Download hotel booking form atwww.riskmindsasia.com

21st October 2013: The RiskMinds Regulatory Summit22nd-23rd October 2013: Main Conference22nd October: CRO Forum & Streams23rd October: Plenary & Streams24th October 2013: Workshop Sessions

Savings include Multiple Package & Early Booking Discounts. All discounts can only be applied at the time of registration and discounts cannot be combined (apart from Early Booking discounts that apply to everyone). All discounts are subject to approval. Please note the conference fee does not include travel or hotel accommodation costs. 50% discount for third and subsequently registered delegate fee for any packages that include the main conference. We are happy to accept a replacement delegate for the whole event, however delegate passes cannot be split or shared between delegates under any circumstances. Conference code FKN2367

Please Select Your Early Bird Package DATES Register by26 July 2013 SAVE Register by

20 September 2013 SAVE Register after20 September 2013 SAVE

� 4 DAY PACKAGE: Pre Conference Summit + Main Conference + Post Conference Workshop (please select below)

21-24 Oct £2,197 £1,400 £3,097 £500 £3,297 £300

� 3 DAY PACKAGE: Pre Conference Summit + Main Conference 21-23 Oct £1,598 £1,100 £2,398 £300 £2,598 £100� 3 DAY PACKAGE: Post Conference Workshop + Main

Conference (Please select below)22-24 Oct £1,598 £1,100 £2,398 £300 £2,598 £100

� 2 DAY PACKAGE: Main Conference Only 23 Oct £899 £900 £1,599 £200 £1,799 -� 1 DAY PACKAGE: Pre Conference Regulation Summit 21 Oct £799 £100 £899 - £899 -� 1 DAY PACKAGE: Post Conference Workshop (Please select below) 24 Oct £799 £100 £899 - £899 -WORKSHOPS (Please select): � Stress Testing � Operational Risk � Basel III

“The quality of speakers and the content of the programme were excellent at RiskMinds Asia 2012”

John Lee, Group Chief Risk Officer, MAYBANK GROUP

Multi-booking Discount: If you register more than 2 delegates, the 3rd and each subsequently registered delegate will receive 50% off the fee for any packages that include the main conference.*

Register Now – Four Easy Ways!1. Fax this form on +44 (0)20 7017 7807 2. Telephone us on +44 (0)20 7017 7200 3. Email: [email protected]. Via the website: www.riskmindsasia.com Always quote your VIP CODE when registering.

Please do not cover VIP code Conference Code: FKN2367

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Please use this form as our request for payment. Fax and phone bookings should be made with a credit card number,or followed up by a posted registration form. Places are only guaranteed by full payment, which must be receivedbefore the conference. I will pay by:❑ Cheque/bankers draft made payable to ICBI for £...............................................❑ Invoice to be sent to my company❑ Bank transfer - full details of bank transfer options will be given with your invoice on registration.

PAYMENT DETAILS

To make payment by credit card: to ensure we provide the highest level of security for your credit carddetails we are unable to accept such payments via email or fax which ensures that these details are never stored on our network. To make payment by credit card on-line, please enter your credit card details in our secure payments website that you will use when making your booking via the event website: www.riskmindsusa.com Alternatively call our customer service team on +44 (0) 20 7017 7200

TERMS AND CONDITIONS: Attendance at this conference is subject to the ICBI Delegate Terms and Conditions at https://icbi-events.com/assets/files/Terms-and-Conditions.pdf. Your attention is drawn in particular to clauses 6, 8 and 14 of the ICBI Delegate Terms and Conditions which have been set out. Cancellation Policy: If you cancel in accordance with this policy, you will receive a refund of your fees paid to ICBI (if any): (i) if you cancel your registration 28 days or more before the Conference, subject to an administration charge equivalent to 10% of the total amount of your fees plus VAT; or (ii) if you cancel your registration less than 28 days, but more than 14 days before the Conference, subject to an administration charge equivalent to 50% of the total amount of your fees plus VAT. ICBI regrets that the full amount of your fee remains payable in the event that your cancellation is 14 days or less before the Conference or if you fail to attend the Conference. All cancellations must be sent by email to [email protected] marked for the attention of Customer Services and must be received by ICBI. You acknowledge that the refund of your fees in accordance with this policy is your sole remedy in respect of any cancellation of your registration by you and all other liability is expressly excluded. Changes to the conference: ICBI may (at its sole discretion) change the format, speakers, participants, content, venue location and programme or any other aspect of the Conference at any time and for any reason, whether or not due to a Force Majeure Event, in each case without liability. Data protection: The personal information which you provide to us will be held by us on a database. You agree that ICBI may share this information with other companies in the Informa group. Occasionally your details may be made available to selected third parties who wish to communicate with you offers related to your business activities. If you do not wish to receive these offers please contact the database manager. For more information about how ICBI use the information you provide please see our privacy policy at: https://icbi-events.com/assets/files/Terms-and-Conditions.pdf. If you do not wish your details to be available to companies in the Informa Group, or selected third parties, please contact the Database Manager, Informa UK Ltd, Maple House, 149 Tottenham Court Road, London, W1T 7AD. Tel: +44 (0)20 7017 7077, fax: +44 (0)20 7017 7828 or email [email protected] . Incorrect Mailing: If you are receiving multiple mailings or you would like us to change any details, or remove your name from our database, please contact the Database Manager at the above address quoting the reference number printed on the mailing label. By completing and submitting this registration form, you confirm that you have read and understood the ICBI Delegate Terms and Conditions and you agree to be bound by them.

50% discount on all packages that contain the main conference if you book by 26th July

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