Agenda
The Korea Banking Risk Dialogue Agenda Wednesday 10th July, 2013 |
08:30 – 08:45 |
Registration |
08:45– 10:00 |
Welcome Note by Mathew Welsh, Chairman of The Korean Banking Risk Dialogue Opening Remarks 1: Basel III and current regulation in Korea by Brian Kim, Head of Basel Committee on Banking Supervision (BCBS) team, Financial Supervisory Service (FSS) Opening Remarks 2: The different nature of risk that we are facing with by TongSuk Kim, Professor, Korea Advanced Institute of Science and Technology (KAIST) College of Business Opening Remarks 3: A Global Perspective on Operational Risk and Mitigation by Murray Wood, Regional Managing Director, Aon Heads of Risk Management Opening Dialogue: Key issues for discussion – Leading challenges for Chief Risk Officers (CROs):
- Risk in relying on short-term foreign currency funding and solutions
- Credit risk due to high private sector leverage & its impact on banks
- Dodd Frank- progress, impact, and capital requirements
- How are banks weathering the new overseas regulations? E.g. Foreign Account Tax Compliance Act (FATCA)
- What other regulations about risk management we expect to see in 2013?
Panellist include:
- Tham Ming Soong, Adjunct Professor National University of Singapore & former Group Chief Risk Officer, UOB Bank
- Olfa Maalaoui, Professor at KAIST, college of business, finance, credit risk
- Tsuyoshi Oyama, former Deputy Director General of Bank of Japan, partner of Deloitte Tohmatsu
- Rona Morgan, former Head, Risk Strategy, HSBC Asia Pacific
- Brian Kim Head of Basel Committee on Banking Supervision (BCBS) team, Financial Supervisory Service
- Kyungjin Min Executive Director & CRO, Korea Development Bank
- Hongmoo Kim Vice President & CRO, Nonghyup
- Kyungsup Han CRO, Managing Director, KB Financial Group
- Byunghyun Ann Group CRO, Hana Financial Group
- Kunho Lee SEVP & CRO, KB Kookmin Bank
- Sangho Lee CRO, Deputy president, Shinhan Bank
- Jongwook Song SEVP, Capital Market, Kwangju Bank
- Dongheuk Shin Executive Director, Head of Compliance, BNP Paribas Securities
- Chanik Park Head, Market Risk, Standard Chartered Bank Korea
- Minkyung Hwang SEVP, WB Operational Risk, Standard Chartered Bank Korea
Dialogue chaired by Mathew Welch, risk management specialist, international resource director, The Asian Banker Co-chaired by Foo Boon Ping, Managing Editor, The Asian Banker |
10:00 - 10:30 |
Coffee Break |
10:30 - 12:00 |
Managing Cost & Risk of OTC Derivatives and Volatile Markets Key issues for discussion:
- Korean OTC derivatives market: Present developments and challenges
- Balance sheet optimization through portfolio compression
- How to measure liquidity risks: Liquidity metrics
- Managing central counterparty (CCP) clearing concerns in Korea
- The future of VaR- What is the alternatives?
Presentations by:
- Olfa Maalaoui, professor at KAIST, college of business,
- Dr. Chulwoo Han, Consultant at TriOptima
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12:00 - 13:00 |
Luncheon |
13:00-14:30 |
Credit and Portfolio Risks in the South Korean Market Key issues for discussion:
- The risk inherent in foreign exchange settlement
- Advanced credit valuation adjustment (CVA) Method
- What are the key weaknesses of current CVA calculation?
- Measure of incremental risk capital (IRC) & stressed capital adequacy ratio (CAR) in Basel
- Risk management derivatives and its impact on Korean banks
Presentations by:
- Tsuyoshi Oyama, former deputy director general of Bank of Japan, partner of Deloitte Tohmatsu
- Mikael Nyberg, Managing Director, Advisory Services,Enterprise Risk Solutions, Moody’s Analytics
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14:30 - 15:00 |
Tea Break |
15:00 - 16:30 |
Operational and Liquidity Risks Advancements in Evolving Environment Key issues for discussion:
- What is holding South Korean banks back from implementing Basel III?
- How to respond to IT Business Continuity Plan (BCP)?
- The continued reliance on risk- weighted assets, bank’s internal models and credit rating agencies
- What impacts will the different business areas, such as corporate and retail have on banks?
- How are South Korean Bank’s managing their treasury systems in a low liquidity environment?
Presentation by:
- Rona Morgan, former head of risk strategy at HSBC APAC
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16:30 - 17:00 |
Chairman’s conclusions and closing |
* Each discussion will be accompanied with simultaneous translation.
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