08:00   

Registration

09:00

Welcome remarks

Kim Tong Suk, Professor, College of Business, KAIST

09:10

Executive address

Kwon Tae Shin, President and CEO, KOREA ECONOMIC RESEARCH INSTITUTE

09:30

Regulatory dialogue: Global perspectives on the current dynamic supervisory landscape and the ever changing regulation requirements

  • Basel regulations: what’s next?
  • Reacting to upcoming regulation: de-globalisation, IFRS9, FRTB, recovery and resolution, stress testing, margining reform etc.
  • Understanding the strategic implications of new and emerging regulatory capital requirements for the banking industry
  • Latest initiatives in promoting cross-border cooperation in financial market reform
  • Scaling back of regulations and its impact on the region

10:30

Coffee break

11:00

Presentation: The MVA challenge and valuation adjustment for derivatives in the new world

  • MVA as a future Initial Margin (IM) interest
  • Complexity of the MVA
  • Credit risk, XVAs and pricing
  • Current market practice

11:30

Presentation: The fundamental review of Middle Office works

  • Discussing the need of various middle office roles in bank's risk management
  • Overview of connectivity and complexity with front and back offices services
  • Recent changes in regulation standards and paradigm shift in risk management
  • Operational challenges for middle office and risk management platforms

Park Jong Gon, CEO, ITS COMPANY

12:00

Presentation: A forensic analysis on asset bubbles - what can we learn from past crashes?

  • Early warning signs of asset bubbles
  • What do asset bubbles in the past tell us about Asia today?
  • Who is the last (wo)man standing? Identifying banks and corporates with resilient credit fundamentals

Michelle Cheong, Director, Credit Solutions, Risk Services, S&P GLOBAL MARKET INTELLIGENCE

12:30

Lunch

13:30

Panel discussion: The growing adoption of smart beta and investing using ETFs

  • Trading strategies using ETFs
  • How smart beta ETFs provide new ways for investors to obtain exposure
  • Current state of the Asian ETF market
  • The latest innovations and developments of ETFs
  • Future of ETFs - what are the barriers to growth and opportunities that lie ahead

Panellists:
Dr Yun Joo Young,
Head of ETF Investment Division, MIRAE ASSET GLOBAL INVESTMENTS

14:20

Panel discussion: New climate for sustainable investment – is ESG a performance driver?

  • Outlook on trends and opportunities of ESG investment in Asia
  • Latest efforts in aligning factor and exposures to target sustainable returns
  • Different policy initiatives and the implications on responsible investment e.g. Trump administration, China and green finance, UN sustainable development goals etc.
  • Techniques and analytic tools in measuring risk and performance in ESG investing
  • Integrating ESG into a long-term investment strategy for financial, strategic and societal returns

Moderator:
Kim Tong Suk,
Professor, College of Business, KAIST
Panellists:
Lorenzo Saa, Director of Global Networks & Outreach, UNPRI
Choi Young Gwon, Chief Executive Officer, HI ASSET MANAGEMENT

15:10

Coffee break

15:30

Panel discussion: Man vs machines: how AI will shape the future of asset and wealth management?

  • Moving from assumptions to fact-based modelling
  • Building a digital wealth proposition
  • Constructing automated portfolios
  • Robo-advisors use cases
  • The future of asset management 

Moderator:
Park Joon Young,
Head of IFC Korea, WORLD BANK GROUP
Panellists:
Conan Lee,
Chief Investment Officer - Global Asset Allocation and Alternative Investment, SAMSUNG SECURITIES
Daniel Dongwoon Yoo, Global Strategist, Head of Global Strategy and Wealth Management, KIWOOM SECURITIES
Kim Song Hun, Chief Investment Officer, Alternative Investment Team, EASTSPRING ASSET MANAGEMENT KOREA

16:20

Panel discussion: New era of banking - digitisation, cloud computing, machine learning

  • Assessing the role of RegTech and FinTech in mitigating risk and meeting regulatory demands in the digital age
  • To cloud or not to cloud – assessing the challenges and opportunities of cloud based platforms
  • The changing cyber threat landscape and measures to prevent the next cyber attack
  • Will Artificial Intelligence factors enter as major inputs into your firm’s risk models in the near future?

Panellists:
Sohn Ikjoon,
Senior Director, Digital Innovation & IT, CIGNA INSURANCE

17:10

Closing remarks

 

 

 

Asia Risk reserves the right to change the programme where necessary.