Agenda
Agenda
8:00 - 8:30 Registration and Coffee
8:30 - 10:00 Welcome Note
Chairman: David Millar, Risk management specialist, London and prior COO of the Professional Risk Managers' International Association (PRMIA)
Co-chairman: Emmanuel Daniel, President and CEO, The Asian Banker

Opening Comments: Impact on current global geo-economic developments on the corporate sector and the implications of Basel III on capital costs and commercial lending in Korea

Sungwoo (Brian) Kim: Head BCBS Team ,Bank Supervision Department, Financial Supervisory Service (FSS)
Donghyun (Tom) Park: Principal Economist Macroeconomics and Finance Research, Asian Development Bank

Heads of Risk Management Opening Dialogue
Areas of discussion – Challenges that Chief Risk Officers face:
1. Impact of current global geo-economic developments on the corporate sector, opportunities and challenges to FIs.
2. Implications of Basel III on capital costs and commercial lending in Korea
3. Global and regional significantly important financial institutions (SIFIs)
4. The global trend to the separation of investment and retail banking
5. The impact of overseas regulations (Volcker, FATCA, etc)
6. Risk governance and accountability: whose responsibility?
7. Dealing with uncertainty: stress testing in the midst of turbulence
8. Ensuring risk best practices

10:00 - 10:30 Coffee Break
10:30 - 12:00 Credit and Portfolio Risk
Areas for discussion – Efficient CVA Management for financial holding companies & banks
1. Credit Valuation Adjustment in Basel III
2. Introduction of CVA method
3. What are the key weaknesses of current CVA calculation?
4. How a CVA desk manages CCR on transactions
5. Measure of IRC & Stressed VaR in Basel 2.5
6.   Risk Management for Derivatives

Speaker: JongHyun Kim, Partner at IBM GBS, on “Efficient CVA Management for the Financial Holding Company”.
12:00 - 13:00 Luncheon
13:00-14:30 Market and Counterparty Risk
Areas of discussion will include:
1. Portfolio optimization, achieving the optimal portfolio balance: liquidity, capital and profitability
2. Lack of liquidity in Korean OTC derivatives market: present developments and challenges
3. Best practices in treasury risk management
4. Managing central counterparty (CCP) clearing concerns in Korea
5. The future of VaR – what are the alternatives

Speaker: Dr. Chulwoo Han, CEO at CMPR, Partner at TriOptima, on “Risk Reduction in OTC Derivative Markets”.
14:30 - 15:00 Tea Break
15:00 - 16:30 Basel III: Implementation Issues and Potential Issues
Areas of discussion will include:
1. The continued reliance on risk-weighted assets, bank’s internal models and credit rating agencies
2. The leverage ratio – dependence on interbank funding or capital markets
3. Uneven implementation of the liquidity ratios: what are liquid assets?
4. Cross-border regulatory approval of your risk models
5. The need for “full, timely and consistent” implementation. Should implementation be delayed until all regulators are in agreement?
6. Building and managing risk frameworks and enterprise risk architecture
7. Concentration risk or enterprise-wide risk? Understanding the trade-offs.

Speaker: Seana Chun, Senior Solutions Consultant, SunGard, Asia Pacific Capital Markets on “Basel III: A Practical Overview and Roadmap to Implementation?”.
16:30 - 17:00 Chairman’s conclusions and close

* Each discussion will be accompanied with simultaneous translation.
+ Updated list will be provided as these are available.

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