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

* Each discussion will be accompanied with simultaneous translation.


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