Agenda | The Asian Banker Forums & Conference

Home Who will attend Agenda Speakers Sponsors Venue Contact Us 한국어

About 2013 event About the event The Asian Banker

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
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
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
16:30 - 17:00	Chairman’s conclusions and closing