Programme

08:00   

Registration

09:00

Welcome remarks

LEE Man Woo, Professor, KOREA UNIVERSITY BUSINESS SCHOOL

09:10

Keynote address: Digital Era - challenges and choices of the Korean economy

CHOI Gong Pil, Director, Center for Finance and Technology, KOREA INSTITUTE OF FINANCE

09:30

Chief Investment Officer dialogue: Investment strategies: Balancing risk and returns in volatile markets

  • What are the top external factors that institutional investors are wary of?
  • Asset allocation and product strategies in a low return and volatile market
  • The ‘new’ wave of outward foreign direct investment from Korea: addressing the key drivers behind the shift
  • Alternative investments – future strategy for Korea? Does diversifying into alternative keeps your edge or creates more volatility and portfolio risks?

Moderator:
PARK Joon Young,
Head of IFC Korea, WORLD BANK GROUP
Speakers:
AHN Jae Young,
Chief Investment Officer, BNS INVESTMENT LTD.
CHOI Young-Gwon, Chief Investment Officer, GOVERNMENT EMPLOYEES PENSION SERVICE (GEPS)
John PARK, Chief Investment Officer, BARINGS ASSET MANAGEMENT KOREA

10:30

Coffee break

11:00

Presentation: Structured products - do investors fully understand the risks?

  • The distribution in the structured products market in Korea, and how do they compare with other products ?
  • Understanding the risk and return profile of structured products
  • Identifying the best structured products for your portfolio
  • Maximizing your returns from structured products

PARK Jong-Gon, Chief Executive Officer, ITS COMPANY

11:30

Panel discussion: Gearing up for upcoming changes of IFRS 9

  • Reviewing key changes of expected loss provisioning under IFRS9 and BCBS' latest guidance
  • Examining the impact of identification, measurement and recognition of credit risk under the new rules
  • Addressing conflicting requirements of IFRS9 and the Standardised Approach
  • How to prepare for gaining capital efficiency and competitive advantage before the implementation deadline?

Moderator:
LEE Man Woo,
Professor, KOREA UNIVERSITY BUSINESS SCHOOL
Speakers:
Dr HAN Jongsoo,
Committee member, IFRS INTERPRETATIONS COMMITTEE; Professor of Accounting, Ewha School of Business, EWHA WOMANS UNIVERSITY
JUNG Woo Chul, Director, Risk Consulting Service, KPMG

12:20

Presentation: Managing new margin rules for uncleared derivatives

  • The impact of margin requirements for non-cleared OTC derivatives
  • Are market players ready to meet the March 2017 variation margin deadline?
  • Assessing the effect of substituted compliance and T+1 settlement issues in cross-border trades
  • What will be required in terms of technological, documentation and operational capabilities?

Yutaka Imanishi, Chief Executive Officer, TRIOPTIMA

12:50

Lunch

13:50

Presentation: The fundamental review: Implications and challenges

  • Broad structure of the revised capital framework and specifics for new and revised elements
  • Assessing the biggest challenges in achieving the objective set for FRTB
  • Addressing the FRTB market risk complications: P&L attribution requirements and residual risk add-on
  • Overcoming the challenges of inadequate data for less traded products

Tim Clarsen, Head of Risk Management Business Solutions, MUREX

14:20

Presentation: The FRTB - Examining the Portfolio-Specific Nature of its Impact

• Quick recap of the FRTB market risk framework and its     difference from Basel II.5/III
• Which types of risks are "targeted" by the FRTB revisions and which will induce the largest capital impact?
• Discussing the key issues that raise industry concerns, eg. RRAO, NMRF's

Dr Andrew McClelland, Director of Quantitative Research, NUMERIX

14:50

Coffee break

15:50

Panel discussion: Building products to meet today's current economic environment

  • How can alpha be generated in the current low yield environment?
  • How can alternative investments add value in optimizing institutional investors' portfolio?
  • Developing new products under current economic environment to satisfy investors' demand
  • Current state and issues of the derivatives and structured products market
  • The implication of relaxing and/or abolishing the Dodd-Frank Act on the derivatives and structured products' market
  • How is Korea addressing the complexities that come with a falling market?
     

Moderator:
KIM Tong Suk,
Dean and Professor, College of Business, KAIST
Speakers:
Dr LEE Hyo Seob,
Research Fellow, KOREA CAPITAL MARKET INSTITUTE
Dr YUN Joo Young, Head of ETF Investment Division, MIRAE ASSET GLOBAL INVESTMENTS
KIM Sung Hoon, Head of ETF Strategy Team, HANWHA ASSET MANAGEMENT
KANG Youngdae, External Portfolio Manager, BANK OF KOREA

16:10

Panel discussion: The future of long-term investment and risk management

  • How has long-term investment changed in portfolios over time: evolving risk priorities
  • Coping with short-term pressures: balancing long-term view with short term priorities
  • The opportunity of long-term sustainable investing: risk and return
  • How advancements in digitisation can alleviate costs and improve efficiency
  • Watching out for future developments in the long-term investment industry

Moderator:
HWANG Joung Wook,
Professor, Hankuk University
Speakers:
CHOI Shinmin, Managing Director and Head of Hedge Fund Investment, OWL ASSET MANAGEMENT
JANG Donghun, Chief Investment Officer, PUBLIC OFFICIALS BENEFIT ASSOCIATION (POBA)
LEE Hyunjun, Industry Expert; Former Hedge Fund Manager, HANWHA ASSET MANAGEMENT

17:00

Closing remarks

LEE Man Woo, Professor, KOREA UNIVERSITY BUSINESS SCHOOL

 

 

 

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

 

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