Introduction
Test and learn risk management decision making skills in a highly interactive setting
Hot on the heels of the tremendously successful inaugural Risk Games Convention in 2013, we are proud to bring you the 2nd Bank Management Games Convention on May 20-22, 2014, in Kuala Lumpur, Malaysia. Participants from 2013, ranging from chief risk officers to senior treasury executives to regulatory bank examiners, have given the conference a ringing endorsement for its unique instructive qualities.
For 2014, we strengthen an already robust program by incorporating a stress testing element - the first such exercise of its kind involving multiple teams from many different Asian countries.
The Risk Games Convention is a highly innovative format designed to help risk management professionals in Asian commercial banks rehearse in detail the different possible scenarios they will be confronted with and prepare for better decision making skills.
How The Bank Management Games Convention Works
This highly interactive world’s first convention of its kind seamlessly integrates keynote speeches, presentations and on-stage dialogues by industry leaders practitioners with a series of riveting simulations.
Each delegate is required to bring his or her own laptop. All delegates will be grouped into teams of four, where possible. The teams will be briefed on each simulation exercise and given the parameters of the bank whose balance sheet or operations they will be required to manage. For the 2014 Asia session, we will be testing a whole new set of scenarios:
Simulation 1: Business models and liquidity risk
Simulation 2: Credit Risk and Stress Testing
Simulation 3: Risk appetite and capital planning
Teams will be required to enter their responses into a simulation programme, which will then be assessed by the advisors.
After the results are computed, the delegates will discuss the implementation issues they faced and the relationship with real life decisions they have to make.
The advisors will then give their overall assessment, following which there will be a general discussion on the issues.
Objectives of The Risk Games Convention
The Bank Management Games Convention is designed to help your bank achieve the following:
- To test different economic scenarios in 2014-15 with peers from different countries.
- To learn from global best practice leaders
- As a team building exercise for your bank’s own risk management team
- To be mentored by a faculty of the most experienced risk experts with global and Asian experience in an experiential based learning environment
More specifically, the programme is especially designed to sharpen the following skills:
- Understanding the limits of stress testing into the business mode
- Understanding capital allocation from a risk and a regulatory and management perspective
- Understanding and implementing liquidity strategies and standards identifying inherentrisk in core banking businesses
- Improving your ability to communicate and work with regulators
Agenda-at-a-glance
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Day 1
The Bank Management Games Convention 2014 Agenda | ||
Day 1- Tuesday 20 May 2014 | ||
08:00 – 09:00 | Registration | |
09:00 – 10:30 |
The Bank Management Games Conference Opening Session
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10:30-11:00 | Morning Break | |
11:00-12:30 | Introduction to the Bank Management Games Simulations & Overview of Liquidity Risk Simulation An explanation of the basic rules and assumptions governing the simulation component of the convention, followed by a summary of the scenarios and factors to be accounted for in the liquidity simulation exercise happening in the next session. Facilitated by André Thibeault Professor of Banking and Financial Markets, Vlerick Business School |
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12:30-14:30 | For Simulation Participating Delegates Working Lunch and Simulation #1 on Business Models and Liquidity Risk. Participants will make their own decisions on reacting to various liquidity scenarios. |
Open Lunch for Non-Participating Delegates & Observers |
14:30-15:45 | Forum on How Reliable Are Current Corporate Default Risk Models? Have the high liquidity and easy monetary policies of the past half decade undermined the reliability of analytical frameworks and models for measuring risks in the corporate bond world and wider financial system? We audit the various probability of default models and look at options to strengthen this vital area as Asia continues its slowdown. Speakers and Panelists Rungporn Roengpitya, Head of Quantitative Models and Financial Engineering, Bank of Thailand Phil Norman, Analytics Director, Asia Pacific, FICO Edwin Yuen, Professor of Business and Economics & former Chief Analytics Officer, Bank of China (HK) Chaired by Mark Lawrence, MD, Mark Lawrence Group & Founding Group CRO, ANZ Bank |
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15:45 – 16:15 | Afternoon Break | |
16:15 – 17:15 | Liquidity Risk Simulation Debrief Dialogue An interactive discussion with simulation participants based on the aggregated inputs and outcomes from today’s simulations, followed by a short tutorial on the stress testing elements in tomorrow’s sessions. Facilitated by André Thibeault Professor of Banking, Vlerick Business School and Andre Koch, CEO, Stachanov Group |
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17:15 | End of Day 1 |
*Please note that the speakers and panelists are in various stages of confirmation and will be updated accordingly.
Day 2
The Bank Management Games Convention 2014 Agenda | ||
Day 2- Wednesday 21 May 2014 | ||
07:30 – 08:30 | Registration | |
08:30 – 10:30 | The Asian Banker Summit Opening Keynote Session Welcome Notes Emmanuel Daniel, Chairman, The Asian Banker Datuk Abdul Farid Alias, Chairman, The Association of Banks in Malaysia Opening Keynote Tan Sri Dato Zeti Akhtar Aziz, Governor, Bank Negara Malaysia & Co-Chair, Asian Consultative Group, Financial Stability Board International Keynote Jan Peter Balkenende, four-time Prime Minister of the Netherlands & leading proponent of economic integration Leadership Dialogue includes Gertrude Tumpel-Gugerell, Chair, Expert Group on Debt Redemption and Eurobills & former Executive Boardmember, European Central Bank Malcolm Knight, Professor of Finance, LSE & former Chief Executive, BIS & former Senior Deputy Governor, Bank of Canada David J. Levi, Managing Director, Accenture Strategy Financial Services |
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10:30-11:00 | Morning Break | |
11:00-12:15 |
Dialogue on Managing Volatility, Risk Data and Stress Testing |
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12:15-15:15 |
12:15 – 13:00 For Simulation Participating Delegates Overview of Simulation on StressTesting Credit Risk Facilitated by André Thibeault, Professor of Banking, Vlerick Business School |
12:30 – 14:00 Open Lunch for Non-Participating Delegates & Observers |
13:00 – 15:15 |
14:00 – 15:00 Building a consolidated transaction banking business is not simply putting different transaction business lines together. Internally, operational integration of systems, managers and other staff are crucial, while externally, banks should be able to better co-ordinate all segments and deliver products and services in a “one-stop” manner. Currently, most growth potential for global transaction banking is seen as coming from the Asia Pacific region. How can regional banks give their transaction banking business a more coherent approach and regional or even global reach? And how much of the infrastructure should be shared and how much of it should be distinctive value add?
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15:15 – 15:45 | Afternoon Break | |
15:45 – 17:00 |
Forum on Risk Management Transformation and Basel III Implementation |
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17:00 - 17:30 |
Interest Rate Volatility andStressTesting Simulation DebriefDialogue |
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17:30 | End of Day 2 |
*Please note that the speakers and panelists are in various stages of confirmation and will be updated accordingly.
Day 3
The Bank Management Games Convention 2014 Agenda | ||
Day 3- Thursday 22 May 2014 | ||
09:00 – 10:00 |
Dialogue on Risk Appetite and Capital Planning A case study view of embedding risk appetite into the institution and linking it directly to growth strategy and the business unit. We also identify common areas of weaknesses in the current capital planning processes of Asian banks – including processes that are not sufficiently comprehensive, appropriately forward-looking or adequately formalised. Speakers and Panelists |
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10:00 – 10:30 | Morning Break | |
10:30 – 14:00 | 10:30-11:00 For Simulation Participating Delegates Overview of Risk Appetite and Capital Planning Simulation |
10:30-11:30 At the International Banking Conference hall for Non-Participating Delegates & Observers
Andrew Carriline, Chief Risk Officer, Westpac Institutional Bank Session chaired by Gordian Gaeta, International Resource Director, The Asian Banker |
11:00 – 13:00 Simulation #3: on Risk Appetite and Capital Planning. Participants will make their own decisions on reacting to various capital planning scenarios
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11:30-12:30 At the International Banking Conference hall Improving Global Competitiveness of Islamic Banking Islamic banking is developing beyond only serving Muslim communities. The whole industry is keen to see a sound infrastructure of islamic finance. The session will cover the current development of the Islamic financial services industry as well as identify challenges in front of it over the next few years.
Speakers/panelists include:
Session chaired by Boon Ping Foo, Managing Editor, The Asian Banker |
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13:00 – 14:00 Lunch Break |
12:30 – 14:00 Lunch Break |
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14:00 – 15:30 | Bank Management Games Closing Keynote Forum Aligning Operational Risk with Customer Satisfaction in an Age of Compliance With operational and compliance risks becoming more entwined and burdensome, it is time for banks to drastically rethink their compliance and operational risk management in order to mitigate high costs and losses in the form of manpower costs, penalties and customer dissatisfaction. How are the early movers in operational risk redesign approaching this? |
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15:30 – 16:00 | Risk Appetite and Capital Planning Simulation Debrief Dialogue An interactive discussion with simulation participants based on the aggregated inputs and outcomes from today’s simulations. Debrief facilitated by André Thibeault Professor of Banking and Financial Markets, Vlerick Business School |
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16:00 – 16:30 | Afternoon Break | |
16:30 – 17:30 |
The Asian Banker Summit Closing Keynote Session
With comments from
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*Please note that the speakers and panelists are in various stages of confirmation and will be updated accordingly.
Who should attend
Who should attend?
A team comprising delegates with complementary or aligned functions will find this programme immensely meaningful.
- Chief Risk Officers and teams
- Chief Finance Officers and teams
- Bank Treasury teams
- Derivative Trading Book Participants
- In-house risk management teams
- Strategic Planning departments
- Business managers and Management executives
- CEOs and board members
The programme assumes that the CEO, CFO, CRO and treasury teams all work in concert with each other. No balance sheet experience is required.
How to participate
How to participate
Delegate Registration Fees
The fee to participate in the 3-day Bank Management Games Convention is as follows:
REGISTRATION FEES PER DELEGATE | EARLY BIRD RATE | FULL RATE | |
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Register before 30 Nov 2013 |
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1 | Individual Conference Pass (20-22 May 2014) | US$3000 | US$3800 |
2 | Participate as a Team of 4 (20-22 May 2014) | US$8000 | US$12000 |
The fees will be for:
- Use of the highly tested simulation programmes
- All course material in the 3 days
- Lunch & coffee during the 3 days
- Certificate of Participation issued by The Asian Banker
Contact us now to find out more information on group discounts.
Register early to benefit from the informative pre-conference briefings and consultations.
To register, please contact Janice Chua at jchua@theasianbanker.com or tel: +65 6236 6532
Faculty & Speakers
The Bank Management Games Conference Advisors | |
Michael Ong, Chair, The Bank Management Games Convention Dr. Ong is a professor of finance at the Illinois Institute of Technology and author of books on Basel, credit risk modelling and capital allocation that are widely read in the financial services industry. Previously, he was EVP and CRO of Credit Agricole Indosuez, where he held enterprise-wide responsibility for all risk management functions for corporate banking, merchant banking, asset management, capital markets activities, and the Carr Futures Group. |
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Mark Lawrence, MD, Mark Lawrence Group & first CRO, ANZ |
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Speakers and Panelists |
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Malcolm Knight, Professor of Finance, London School of Economics & former Group Vice-Chairman, Deutsche Bank Dr. Knight is currently a visiting professor of finance at the London School of Economics as well as a boardmember of Swiss Re. His most recent corporate role was as group vice-chairman of Deutsche Bank from 2008-2012. Previously, he was the first non-European chief executive (2003-2008) of the Bank for International Settlements. He joined the BIS from the Canadian central bank, where he was the senior deputy governor (1999-2003) and had a front row view of the impact of Canada's banking reforms and NAFTA implementation. |
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Gertrude Tumpel-Gugerell, Chair, Expert Group on Debt Redemption and Eurobills, European Commission & former Executive Boardmember, ECB |
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Andre Thibeault, Co-Chair, The Risk Games Convention Professor Thibeault is the head of the Centre for Financial Services at Belgium’s Vlerick Business School. He was previously the chair of the finance department at the Nyenrode Business University in the Netherlands and the director of the finance insurance department of Laval University in Canada. His pioneering risk simulations have been adopted by leading banks and universities in both North America and Europe. |
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Christian Hunt, Chief Operating Officer, Prudential Regulation Authority, Bank of England Mr Hunt is the chief operating officer for all banking supervisory activities at the Bank of England. Previously, he was with the UK's Financial Services Authority in charge of foreign banks operating in the UK. Before that, he was an investment banker with Deutsche Bank, a principal at the private investment firm Vasari Global and the assistant secretary of the London-based regulatory body - the Panel on Takeovers and Mergers. |
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Jimmy Gurulé, Professor of Law, Notre Dame & former Under Secretary, US Dept. of the Treasury |
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Lisa Ryu, Head of Supervisory Stress Testing, Federal Reserve Board Ms. Ryu is responsible for the Fed's supervisory stress test program and chairs its Model Oversight Group. She is a member of the executive committee overseeing the Comprehensive Capital Analysis and Review program for the Federal Reserve System. She was head of the Large Bank Pricing Group at the Federal Deposit Insurance Corp., where she served as FDIC lead on the Interagency Oversight Group for the Supervisory Capital Assessment Program in 2009. |
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Chng Sok Hui, Group Chief Financial Officer, DBS Mrs Chng is the group CFO of DBS, Southeast Asia's largest bank by assets. Before that, she was the bank's CRO from 2002-2008 and one of the region's pioneers in risk management. She is the Supervisor of DBS Bank (China) Board, serves on the Accounting Standards Council, and is a boardmember of the Housing & Development Board and the Inland Revenue Authority of Singapore. She won the inaugural The Asian Banker Risk Manager of the Year and received the Best CFO award at the Singapore Corporate Awards 2013. |
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Abhijit Choudhury, Group Chief Risk Officer, National Bank of Abu Dhabi Mr Choudhury is group chief risk officer of the National Bank of Abu Dhabi (NBAD) since 2006, one of the longest serving CROs in the Middle East. He helped NBAD build a remarkably strong balance sheet, with one of the highest combined bank ratings in the world. He started his banking career with ANZ Grindlays Bank and spent 17 years at the Arab Banking Corporation. He is a member of the Institute of International Finance's Steering Committee on Regulatory Capital. |
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Gilbert Kohnke, Group Chief Risk Officer, OCBC Bank Mr Kohnke is group chief risk officer of OCBC Bank, which has been repeatedly honored as the world's strongest bank by various publications. He leads the redefinition of the bank's risk management approaches, winning The Asian Banker’s Risk Manager of the Year Award in 2013. Prior to OCBC, he was head of risk management for Asia at Canadian Imperial Bank of Commerce and subsequently, the London-based head of European Portfolio Management. |
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John Lee, Group Chief Risk Officer, Maybank Dr. Lee is group chief risk officer at Maybank, responsible for credit and risk management across the Group. He was previously with Amanah Merchant Bank and the Kuala Lumpur Options and Financial Futures Exchange (KLOFFE). Prior to his appointment in Maybank, he served in financial services consulting and advisory as a partner with KPMG Business Advisory for 13 years. |
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Andrew Carriline, Chief Risk Officer, Westpac Institutional Bank Since joining Westpac Banking Corporation in 1996, Mr Carriline has played a key role in the bank’s extensive outsourcing and ambitious M&A agenda, notably including the sale of AGC and landmark acquisition of BT and Rothschild. Since 2002, Andrew has held various senior roles in the risk and sourcing areas of Westpac. |
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Rungporn Roengpitya, Head, Quantitative Models and Financial Engineering, Bank of Thailand |
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Michael Azmi-Loe, CEO, AptivaAsia Mr Azmi-Loe spent four decades in banking in Latin America, the UK and Asia, mainly in risk and process engineering. With Citibank, he led the risk audit function for North Asia, and CRO positions in Malaysia, Thailand and South Asia. He spent the last decade in the Middle East, first as Head of Risk Architecture with Samba, then at the Commercial Bank of Qatar where he was CRO and then CEO. In 2009 he initiated his consultancy work. From 2011 to 2014, he was COO Risk for Abu Dhabi Islamic Bank. |
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Prof. Edwin Yuen, Professor of Risk Management, University of Hong Kong & former Chief Analytics Officer, Bank of China (HK) Prof. Edwin Yuen has more than 20 years of experience in risk analytics and computer system development. Prior to joining HK University he served as chief analytics officer at Bank of China HK. He was also head of risk analytics for Standard Chartered Bank, responsible for the successful global implementation of its Basel II program and held various senior positions in the Canadian Imperial Bank of Commerce in Toronto and the United Overseas Bank in Singapore. He was the chairman of the Basel Implementation Committee of the Hong Kong Bankers Association in 2011. |
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Gordian Gaeta, International Resource Director, The Asian Banker Dr Gaeta has been a banking consultant for some 25 years. He has advised and served many of the leading financial services organisations across Asia and close to half of the top 100 banks worldwide. He specialises in developing and implementing analytical solutions for complex strategic issues in financial services-related industries undergoing significant change or being exposed to intricate risk issues. |
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Rona Morgan, former Head of Risk Strategy, HSBC Asia Pacific Ms. Morgan is the former group head of risk strategy at ANZ Bank and before that, head of risk strategy at HSBC Asia Pacific. She successfully led Basel II implementation for HSBC Asia Pacific from 2004-2008. Her knowledge of risk management is strengthened by her previous background as a commercial banker and complemented by her pro-active approach towards maintaining a healthy regulatory engagement. |
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John Foulley, Director, Financial Services Analytics (APAC & Japan), Oracle Financial Services Global Business Unit Mr Foulley manages the sales consulting team for Oracle's financial services analytics, which includes financial crimes, governance risk and compliance, risk management and customer insight in Japan and APAC. Prior to Oracle, he headed the APAC risk practice for SAS. In the past, he worked for SunGard Front Capital System, Misys risk management and Reuters as well as securities firm Boscher & Fimat and Credit Lyonnais. |
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Bradley Ziff, Senior Risk Advisor, Misys Global Banking Mr Ziff's role at Misys includes providing input and counsel on current developments in risk management, regulatory oversight, capital guidelines and investments. His past experience includes serving as CEO of the International Swaps and Derivatives Association, Head of Strategy and Business Development for Global Derivatives at Arthur Andersen and as the partner and head of Oliver Wyman Financial Services’ Institutional Investor and Hedge Fund Practice worldwide. |
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Pierre Gaudin, Director, Enterprise Risk Solutions, Moody’s Analytics Mr Gaudin is in charge of the Solutions Specialists team at Moody’s Analytics, providing Enterprise Risk Management expertise, client requirement analysis, demonstrations and proof of concepts. With Moody’s Fermat since 2004, he has lead several Basel RWA implementation projects in Europe and Asia. He has also developed Fermat Education services, designing and delivering regulatory compliance and ALM trainings to clients and system integrators worldwide. |
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Subharun Mukherjee, Head of Banking and Financial Services Product Marketing, MetricStream Mr Mukherjee leads the marketing efforts for the banking and financial services vertical offerings within MetricStream. He was previously associated with the strategy and risk consulting practice for one of the big 4 consulting firms and was engaged with multiple Fortune 500 organizations in the BFS industry in this capacity. Over the years he also held management positions at SAP and Wipro. |
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Phil Norman, Analytics Senior Director, Asia Pacific, FICO |