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Tuesday 2nd November, The Hilton, Singapore
| 08:00 |
Registration and refreshments
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08:55
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Chairman's opening remarks
Ben McLannahan, Asia Lex Writer, Financial Times
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| 09:00 |
Insurance: building more resilient institutions
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Is the world about to experience more financial market turmoil, possibly sparked by a sovereign debt crisis ... or are we witnessing the beginning of a sustained recovery?
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Predicting the future – the insurance, credit, market and operational risks in store for insurers.
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The extent to which risk management practices are being improved to cope with these risks, including advice from industry associations such as the General Insurance Association of Singapore and the Life Insurance Association of Singapore.
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Defining risk appetite, setting risk limits, measuring risk, improving internal governance, allocating appropriate levels of capital, and embedding risk management in all activities across the enterprise.
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Meeting regulatory requirements at international and national levels.
Geoffrey Riddell, Member of the Group Executive Committee, and Regional Chairman of Asia-Pacific and Middle East, Zurich Financial Services |
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09:20
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Banking: improving operational risk management to withstand future shocks
Rajit Punshi, Head, Group Operational Risk Policy, Standard Chartered Bank |
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09:40
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Asset Management: plotting new directions
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Where next for financial markets and asset values?
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How asset managers – traditional and alternative – have improved their risk management since the financial crisis, including risk governance and taking an enterprise-wide approach.
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The work of asset management/capital markets industry associations like the Alternative Investment Management Association (AIMA).
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How regulation is shaping investment firms’ attitude to risk, including the impact of the new US legislation and recent recommendations from the Monetary Authority of Singapore
Prof. Joseph Cherian, Professor of Finance and Director of the Centre for Asset Management Research and Investments, National University of Singapore Business School |
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10:00
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Banking: How the Basel III liquidity rules will impact banks
- Basel III made simple: a summary of the revisions made to the original Basel II capital framework and the introduction of a new leverage ratio and liquidity requirements. The final Basel III rules will be approved at the G-20 summit in Seoul on 11/12 November.
- The new liquidity regulations explained: the 30-day Liquidity Coverage Ratio (LCR), to be underpinned by the longer term structural Net Stable Funding Ratio (NSFR).
- What are the implications of these liquidity requirements for banks’ and their asset and liability management?
Deborah Schuler, SVP – Regional Credit Officer, Financial Institutions Group – Asia/MEA, Moody’s Investor Service
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10:20
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Panel Session: The rise and rise of the CRO
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Do the Chief Risk Officer (CRO) and senior risk managers in financial services organisations now have enough power and authority?
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Enhancing corporate governance practices in banks and other financial institutions: mandatory and self-regulatory measures to define the role of the supervisory board and the management board, especially in relation to improved risk governance, approving and overseeing the organisation’s risk strategy, and understanding the roles of the CRO and other senior risk executives.
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The CRO’s over-arching role – to head up an independent and authoritative risk management function with direct access to the boards.
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The CRO’s specific duties – to identify and manage risks in individual entities, and across the enterprise, using appropriate systems and controls.
Moderator:
Ben McLannahan, Asia Lex Writer, Financial Times
Panellists:
Ingrid Child, Chief Risk Officer, Asia Pacific Risk, HSBC
John Foulley, Financial Services Strategy, SAS
Gilbert Kohnke, EVP and Head of Group Risk Management, OCBC
Ronnie Tan, Head, Group Risk Management, Great Eastern Holdings
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| 11:05 |
Concluding remarks
Alastair Sim, Senior Director, SAS
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11:15
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Networking refreshments
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Presented By
In Association With
Media Partner
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