Global Bank Risk

Despite the relative calm in the global economy, risk management today is confronting a series of substantial impending risks that will require financial institutions to rethink traditional approaches. Financial institutions are preparing for several regulatory changes which are yet to go live and assessing the full implications of implementing those that have been recently finalised. The mandatory move from Interbank Offered Rates (IBOR) to Alternate Reference Rates (ARR) will require impactful changes to many valuations and risk management processes and infrastructure. Basel III framework is already a challenge for the financial sector landscape, now, with the upcoming implementation of Basel IV, an even more extensive data requirement is needed. IFRS 9 is still a challenge for most financial sectors. Fundamental Review of the Trading Book (FRTB) has been pushed back to January 2022, but most institutions aren't prepared to take the leap. With digital transformation in financial sectors, risk management is finding it increasingly difficult to mitigate risk with traditional risk management processes alone. On top of all this, the trade war tariff between the United States and China, and Brexit, is keeping the entire financial sector on the edge of their seat.

This 3-day regional conference will bring together financial risk professionals from across the region and provide insights and discuss on the rapid changes in financial risk management and ways on how to achieve a more comprehensive and efficient framework. Join our interactive discussions on Basel IV and integration of cyber security, roundtable discussions on aligning IRB and IFRS 9, and mitigating cross-currency risk, and plenary sessions on adopting an integrated risk management strategy on a global scale and many more.

Stream I: Credit & Portfolio Risk Management

This stream will focus on different strategies available to mitigate and manage credit risk exposure as well as portfolio risk. Experts from the banking industry will address issues such as tackling counterparty risk, implementing new risk assessment and management tools as well as building internal credit risk assessment systems.

Stream II: Liquidity and Market Risk Management

This stream unravels innovative strategies that play a key role in mitigating market and liquidity risk. This stream highlights best practices for mitigating interest rate risks, integrating enterprise risk management systems, assessing regulatory requirements for liquidity and optimising existing liquidity solutions, banking networks and investment policies.