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Risk & Regulation Conference Agenda

Thursday, 7th April 2011
07:30
Registration
08:30 – 10:30
Summit Opening Session

Welcome notes
  • David Eldon, Chairman, The Asian Banker Summit
  • He Guangbei, Chief Executive of Bank of China (HK) & Chairman of the Hong Kong Association of Banks

Keynote Address

  • Norman T L Chan, Chief Executive, Hong Kong Monetary Authority
The Leadership Dialogue

The keynote leadership dialogue will attempt to paint a picture of the future architecture of the financial services industry by mapping the ascent of ANZ bank as a pan-Asian financial institution through a panel discussion featuring:

  • Michael RP Smith, Chief Executive Officer, ANZ Bank
  • M. Ramaswami, President, Singapore Exchange
  • José María Roldán,Director General, Banking Regulation, Banco de España, Chair Standards Implementation Group, Basel Committee

Shape that the financial services industry should take for a sustainable future

  • An overview of current regulatory reforms in developed markets
  • The influence of the G20 and non-industry players
  • The impact of industry specific initiatives such as Basel III
  • Current trends towards cross-border consolidation in markets and exchanges

Dialogue Co-Chaired by Emmanuel Daniel, President & CEO, The Asian Banker, Gordian Gaeta, International Resource Director, The Asian Banker

10:30 11:00
Tea/Coffee Break
11:00 – 12:00
The Risk and Regulation Opening Keynote

The Great Leap Forward – From Basel II to Basel III

ln this opening session, we will look at the calibration and transition in implementing the measures for Basel III. What are the prominent challenges for banks in Asia and how should they brace for the impact in maintaining capital adequacy? What is the long term impact of the changes on the trade finance business and the nature of the competition?

Speakers and panelists invited include:

  • José María Roldán, Director General for Banking Regulation of the Banco de España and Chair of the Standards Implementation Group of the Basel Committee
  • Colin Lawrence, Director, Prudential Risk Management, FSA, UK
  • Masamichi Kono, Vice- Commissioner, International Affairs, Financial Services Agency, Japan
  • Dr. Michael Zerbs, President, Algorithmics

Moderated by David Millar, International Resource Director, The Asian Banker and former COO, Professional Risk Managers International Association

12:00 – 13:30
Luncheon

13:30 – 14:30
Improving sustainability in banks through liquidity and capital management

While regulatory pressure on managing liquidity risks is valid, as the dark days of the global economic crisis would attest, the more pressing practical problem appears to be how to trade off between meeting liquid capital needs and ensuring profitability in a time of low margins. This forum is designed to discuss practical ideas for applying business models, techniques on an active liquidity position in a commercially viable manner, and discussing the limitations of regulatory requirements. In this session we will look at:

  • Strategies for fine-tuning liquidity risk management practices
  • Liquidity risk policy development
  • Liquidity Management : The key to better business agility & profitability

Speakers and panellists invited include:

  • Colin Lawrence, Director, Prudential Risk Management, FSA UK
  • Jaime Azcoiti, Director of Risks, Risk Management Group, CITIC Bank International Limited
  • John Lee, Group Chief Risk Officer, Maybank
  • Austin Trippensee, Financial Services Analytical Applications Specialist, Oracle Financial Services

Moderated by Tsuyoshi Oyama, former Deputy Director-General, Bank of Japan and Partner, Financial Industries Group, Deloitte, Touche Tohmatsu LLC

14:30 – 15:30
Managing Foreign Exchange risk - Quiet Revolutions in an established market

With the growing number of banks conducting offshore operations, cross border trading has increased the banks' foreign exchange exposure. Furthermore,the difference between the strengths in emerging markets and uncertainty in the world's economies will cause large swings in exchange rates. What are the economic impacts and how can banks protect against their rapid increase of exposure outside their domestic markets?

Speakers and panellists invited include

  • Corinne Neale, Director, Global Foreign Exchange, Credit Suisse
  • Chris Page, Chief Risk Officer, ANZ Bank
  • Matthew S. Hosford,  Chief Risk Officer of  Asia-Pacific Region, Banco Santander
  • Venkatesh Srinivasan, Executive Vice-President and Head, Risk Practice, Polaris

Moderated by Charles Richard, Co-founder, Quantitative Risk Management Inc.

15:30 – 16:00
Tea/Coffee Break
16:00 – 17:00
Basel III – what impact will this have on your existing Basel II-compliant plan?

Is this a question of change management or will a new implementation project be needed?
  • Where will the new regulatory capital come from?
  • What impact will the changes have on the different business areas, such as retail, corporate and investment banking?
  • How to include stressed VaR, incremental risk charges (IRC)
  • Can the models be reused? How much recalibration will be needed?
  • Who will manage liquidity risk? Is this a treasury operation or one for the risk framework?

Speakers and panellists invited include

  • Tsuyoshi Oyama, former Deputy Director-General, Bank of Japan and Partner, Financial Industries Group, Deloitte, Touche Tohmatsu LLC
  • Karen Kemp, Executive Director of Banking Policy, Hong Kong Monetary Authority
  • Elbert Pattijn, Chief Risk Officer, DBS
  • John Lee, Group Chief Risk Officer, Maybank
  • Austin Trippensee, Financial Services Analytical Applications Specialist, Oracle Financial Services
Moderated by Li Wai Keung, Chair Professor, The University of Hong Kong


Friday, 8th April 2011
07:30
Registration
09:00 – 10:00
Managing counterparty credit risk through credit value adjustment (CVA)

Recent proposed changes to the capital charges on CVA have stirred up a storm in the banking community. Is this sufficient for banks to reduce
counterparty risks in Asia? To what extent will the changes improve consistency across the banks in Asia?

Speakers and panellists invited include

  • Colin Lawrence, Director, Prudential Risk Management, FSA UK
  • Andrew Carriline, Chief Risk Officer, Westpac Institutional Bank
  • Dr Michael Zerbs, President and COO, Algorithmics

Moderated by Tim Rowlands, Director of Research, Vector P/L

10:00 – 11:00
Stress Testing: The dilemma of plausible but severe scenarios

Stress testing is the key in aiding banks identify gaps in their implementation of liquidity risk management practices. What are the future challenges for stress testing as the implementation of Basel III is underway? In the event of a crisis, how well can stress testing models enable banks to allocate capital so they can quickly test and adjust for current and future conditions, and allow them to adjust their portfolio?

Speakers and panellists invited include

  • Martin Maurer, Secretary General, Association of Foreign Banks in Switzerland
  • Tsuyoshi Oyama, former Deputy Director-General, Bank of Japan and Partner, Financial Industries Group, Deloitte, Touche Tohmatsu LLC
  • Brian Cahill, Senior Risk Analytics Manager, HSBC
  • Charles Richard, Co-founder, Quantitative Risk Management Inc.
  • Austin Trippensee, Financial Services Analytica Applications Specialist, Oracle Financial Services

Moderated by David Millar, International Resource Director, The Asian Banker and former COO, Professional Risk Managers International Association

11:00 – 11:30
Tea/Coffee Break
11:30 – 12:30
Economic capital (EC) at the heart of decision making in financial institutions

In the Asian region, many countries have moved to economic capital regimes for capturing, forecasting and managing possible economic loss,
and ensuring capital adequacy. This session examines the latest tools, techniques and best practices surrounding economic capital allocation
within a financial institution. Our speakers and panellists will present the latest trends and best practices in:
  • Risk based pricing
  • Strategic capital management
  • Risk appetite and EC based concentration management
  • Economic capital and strong risk culture framework

Speakers and panellists invited include

  • Elbert Pattijn, Chief Risk Officer, DBS
  • Charles Richard, Co-founder, Quantitative Risk Management Inc.
  • Diane Reynolds, Senior Director, Economic Capital Solutions, Algorithmics
  • Andrew Davidson, CEO, Andrew Davidson & Co

Moderated by David Millar, International Resource Director, The Asian Banker and former COO, Professional Risk Managers International Association

12:30 – 14:00
Luncheon
14:00 – 15:30
Corporate governance: What can we learn from the west?

The storm of corporate governance reforms and executive compensation changes at U.S. public companies from 2009 reminded the Asian
regulators and financial service providers to examine their own corporate governance strategies. This session will start with a discussion on
the strength and weaknesses in local regulations in corporate governance in Asian countries followed by a drill down into the issues facing the
public financial institutions in Asia today:
  • How to set up a sound corporate governance standard for public financial institutions
  • How to design the incentives for performance leading to long-term value creation
  • The alignment of compensation practices and risk management.

Speakers and panellists invited include

  • Colin Lawrence, Director, Prudential Risk Management, FSA UK
  • Andrew Carriline, Chief Risk Officer, Westpac Institutional Bank
  • Tsuyoshi Oyama, former Deputy Director-General, Bank of Japan and Partner, Financial Industries Group, Deloitte, Touche Tohmatsu LLC
  • Mark Lawrence, Managing Director, Mark Lawrence Group, Co-Chair, Institute of International Finance Risk Management Working Group and former CRO, ANZ
  • Robert McDonough, President and CEO, Strategic Financial Solutions

Moderated by Charles Richard, Co-founder, Quantitative Risk Management Inc.

15:30 – 16:00
Tea/Coffee Break
16:00 – 17:00
Summit Closing Keynote Session

What should bankers live for
A 1-on- 1 interview with Michael Bernard DeNoma, Chairman, Chinatrust Commercial Bank one of the more aggressively growing Pan-Asian franchises.

On March the 28th 2011 Mr. Michael Bernard DeNoma completed the cross-country marathon dubbed "the Protect the Children 400 Km Ultra- Marathon". Mr. Michael Bernard DeNoma ran the 400km ultra-marathon from Kaohsiung to Taipei as Part of China's Silk Road Run to help raise
awareness on the issues of water shortages. When Mr. DeNoma is not running marathon's for great causes he has expanded the Chinatrust
Commercial Bank franchise to become a truly greater China institution. Chinatrust Commercial Bank has 145 domestic and 75 overseas outlets
and is the Taiwanese bank with the most extensive international network.

Mr. DeNoma is more closely associated with causes like the ICMEC and his work with 'Light Up A Life' campaign. This has not prevented the
Chinatrust Commercial Bank from growing many folds since he became chairman.

  • Who is this man and where is he taking the bank?
  • What can we learn from him about what matters and what doesn't in growing a franchise?
  • What is his real impact on the institution and how will his achievements be measured?
  • In a world where bankers have been closely associated with greed what does it mean to care?

** Please note that speakers and panelists listed above are in various stages of invitation and confirmation.

The Asian Banker Summit 2011 is host to four conferences. For more details, please look up http://www.asianbankerforums.com/summit2011/ for the following other conferences held in conjunction with The Asian Banker Summit 2011.

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