Credit Risk
Management
Asia 2010                                                                                          ...
Overview
   Tonkin’s Credit Risk Management Asia conference coupled with post conference workshop aims to assess the corre...
Day 2 Tuesday, 26th January 2010
   8:50    Chairperson’s Opening Remarks
                                                ...
VIP Code

 REGISTRATION FORM – FIN04 Credit Risk Management Asia 2010 (25th – 27th January 2010)

 YES, please register me...
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Credit Risk Management Asia 2010

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Key Highlights:

- Understanding the macroeconomics of risk management specifically on credit risk
- Scrutinising the financial sector’s risk appetite
- Identifying regulatory issues and compliance with regards to credit risk
- Understanding the linkage between credit risk and liquidity risk
- Examining counterparty risk management
- Managing and pricing issues associated with credit risk
- Correlating credit and market risk in the modeling process
- Managing credit risk in the portfolio level
- Modeling of credit risk of credit derivatives
- Managing risk for asset allocation and investment
- Integration of stress testing the modeling process
- Analysing the current enhancements to Basel II
- Case study presentations from financial institutions
- Participating in the panel discussions to provide speaker-delegate interaction

Published in: Business, Economy & Finance
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Credit Risk Management Asia 2010

  1. 1. Credit Risk Management Asia 2010 Earl Bird Ofy Optimising Strategic Management Save upfer to through Effective Analysis and $600! Sound Modeling 25th - 27th January 2010 | Furama Riverfront Singapore Event Highlights • Understanding the macroeconomics of risk management specifically on credit risk • Managing credit risk in the portfolio level • Scrutinising the financial sector’s risk appetite • Modeling of credit risk of credit derivatives • Identifying regulatory issues and compliance with regards to credit risk • Managing risk for asset allocation and investment • Understanding the linkage between credit risk and liquidity risk • Integration of stress testing the modeling process • Examining counterparty risk management • Analysing the current enhancements to Basel II • Managing and pricing issues associated with credit risk • Case study presentations from financial institutions • Correlating credit and market risk in the modeling process • Participating in the panel discussions to provide speaker-delegate interaction Featuring Presentations from Industry Experts including • Nicholas Kwan • Andrew Gordon • Dr. Christopher Lee Marshall Regional Head of Research, Asia Executive VP, Head of Broker-Dealer Managing Director Standard Chartered Bank Services and Alternative Investments SunGard Asia-Pacific Services APAC • Vivek Pathak The Bank of New York Mellon • Dr. Oliver Chen Chief Credit Officer Program Director, Master of Science in International Finance Corporation • Pardha Viswanadha Financial Engineering Director, Credit Derivatives Structuring Asia Risk Management Institute • Rolando Valenzuela BNP Paribas Head of Research • Santhi Santhirasegaran Philippine Dealing Systems Holdings Group • Rajiv Rajendra Managing Director Managing Director Total Plus Management Sdn Bhd • Miodrag Janjusevic Aktrea Capital Managing Director & Chief Risk Officer • Mehul Pandya Sail Advisors • Marc Ronez General Manager Managing Director Credit Analysis and Research Ltd • D.R. Dogra Asian Risk Management Institute (AriMI) Managing Director & Chief Executive Officer • Rajesh Mokashi Credit Analysis and Research Ltd • Deborah Schuler Deputy Managing Director Senior Vice President, Credit Analysis and Research Ltd • Ning Zhu Financial Institutions Group Basel II Project Director Moody’s Investors Service • George Goh Standard Chartered Bank Associate Director, Trade Credit Practice HSBC Insurance Brokers Pte Ltd Organised by: Supporting Media Partners: REGISTRATION HOTLINE: +65 6832 5102
  2. 2. Overview Tonkin’s Credit Risk Management Asia conference coupled with post conference workshop aims to assess the corresponding credit risks faced by financial institutions integrating it with associated operational, market and liquidity risks. Specifically, the programme will also explore how to identify these risks, and to establish proper modeling through correlation of these risks. Moreover, the programme will give a better understanding of the recent enhancements in the regulatory framework associated to these risks hearing the perspectives of regulators, bankers, investment and asset managers and relevant credit rating agencies. The program will provide avenues to optimise effective risks analysis through proper modeling from the case studies, interactive panel discussions and post workshop conference offered by the programme. Day 1 Monday, 25th January 2010 8:30 Registration 12:30 Networking Luncheon 8:50 Chairperson’s Opening Remarks 1:30 The Role Of Counterparty Risk In The Credit Crisis • Credit exposure and counterparty risk exposure 9:00 Outlook of Recovery and Risk in an Era of New World Order • The role of the OTC derivatives market in the context of • The new world order - what is different? counterparty risk • Outlook of recovery - the different shapes and speed • Counterparty risk in credit default swaps and tranches • Risks ahead, and the key to manage them • Challenges and new direction for counterparty credit risk • Opportunities behind, where and what Vivek Pathak, Chief Credit Officer, International Finance Nicholas Kwan, Regional Head of Research, Asia, Corporation Standard Chartered Bank 9:45 Suitability and Appropriateness: The Role of Credit Risk Managers 2:15 Best Practices in Credit Risk Stress Testing in Client-side Transactions, and the Right Way for the Right Results • The new role of stress testing • Suitability & Appropriateness of Client-side transactions: • Regulatory expectations What could go wrong? • The stress testing process • Role of Credit Risk Managers as an appropriate control point • Building models of credit stress impacts • Examples and cases during recent market turbulence • Developing macro-economic scenarios • Working along with Business managers and ensuring long term Dr. Christopher Lee Marshall, Managing Director, strategic Credit Risk monitoring initiatives to ensure the right results SunGard Asia-Pacific Rajiv Rajendra, Managing Director, Aktrea Capital 3:00 Afternoon Tea and Networking Break 10:30 Morning Coffee and Networking Break 3:30 Credit Crisis - New Developments and Mitigating Opportunities in the Credit Derivative Markets 11:00 Coping With Uncertainty By Strengthening Bank’s Governance And Risk Management • How credit derivatives can help financial market mitigate the effects and recover from the aftermath of the crisis • Identifying corporate flaws during the credit crisis and its • Utilization of credit derivatives to profit from the turmoil in the credit implication to management restructuring markets and to mitigate ongoing risks • Assessing the quality of a firm’s risk management • How credit derivative markets and regulations are changing • Strong checks and balances to a financial firm’s management as • Likelihood of similar crisis and how to prepare strategically an important rating consideration • Applying essential changes in the context of business model and Pardha Viswanadha, Director, risk profiling Credit Derivatives Structuring Asia, BNP Paribas Marc Ronez, Managing Director, Asian Risk Management Institute (AriMI) 4:15 Cross Asset Link: Managing Credit Risk with Equity Options • Asset classification by their levels of riskiness 11:45 Championing the Right Structure and Systemic Approach by • Alternative assets: hedge funds, infrastructure and private equity Identifying Early Signs of Credit Default • Client relationship and confidence restoration • Lessons learnt from recent scenario of credit deterioration • Differentiating risk management needs between an asset manager • Understanding the implications of financial and market indicators and a bank • Triggers which can bring tremendous change in the credit approach • Carefully analysing and selecting credit funds of a financial organization Miodrag Janjusevic, Managing Director & Chief Risk Officer, • Examining the role of debt structure in supplying clear signals and Sail Advisors safeguards for creditors in distress situation Moderator: 5:00 Chairperson’s Closing Remarks Vivek Pathak, Chief Credit Officer, 5:15 End of Day 1 International Finance Corporation Panelists: Marc Ronez, Managing Director, Asian Risk Management Institute (AriMI) Rajiv Rajendra, Managing Director, Aktrea Capital Miodrag Janjusevic, Managing Director, Chief Risk Officer, Sail Advisors REGISTER TODAY! TEL: +65 6832 5102 FAX: +65 6408 3953 EMAIL:merlion@TonkinCorporation.com Website: www.tonkincorporation.com
  3. 3. Day 2 Tuesday, 26th January 2010 8:50 Chairperson’s Opening Remarks 1:30 Panel Discussion: Global Credit Crisis - Meltdown, Impact and the Rating Dimension and its Implication to the Recent Enhancement in 9:00 Exploring Credit Insurance for Credit Risks Transfers, Sales and Basel II Financing Expansion • Lessons learnt for the credit turmoil • Elements of good credit insurance program and how to manage • Functions of credit risk and rating system program to facilitate more sales • Expectations of bank and credit risk rating system • Effective contract and payments terms • Understanding the predominant capital frameworks adopted for • Types of credit insurance available credit risk by banks who will institute more advanced approaches • Management of credit limits and handling overdue accounts by 2010 problems • Recognising Pillar 2’s capital adequacy assessment to ensure bank’s • Ensuring claims are payable, disqualified claims using credit capital accumulation is sufficient to support risk assumed, including insurance as collateral for additional bank financing budgeting, planning and investment forecasting George Goh, Associate Director, Trade Credit Practice, HSBC Insurance Brokers Pte Ltd Moderator: Santhi Santhirasegaran, Managing Director, Total Plus Management Sdn Bhd 9:45 Mitigating Risk through Sound Collateral Management Panelists: • Enhancing collateralisation as means of mitigating credit risk Deborah Schuler, Senior Vice President, associated with privately negotiated derivatives transactions Financial Institutions Group, • Understanding collateral drivers such to manage credit risk, Moody’s Investors Service capital savings, increased competitiveness, improved market liquidity • Streamlining the collateral management processes 2:15 D.R. Dogra, Managing Director & Chief ExecutiveDevelopments Extended Session: Focus Discussion on the Recent Officer, • Concentrating on collateral management objectives as well as on Credit Analysis and Research Ltd on Credit Ratings how collateral management add value to your business Dr. Oliver Chen, Program Director, Master of Science in Financial Engineering, Andrew Gordon, Executive VP, Head of Broker-Dealer Services Risk Management Institute and Alternative Investments Services APAC, The Bank of New York Mellon Ning Zhu, Basel II Project Director, Standard Chartered Bank 10:30 Morning Coffee and Networking Break 11:00 Linking Credit and Market Risk through Successful Modeling 2:15 Extended Session: Focus Discussion on the Recent Developments Techniques on Credit Ratings • Correlation of market factors and likelihood of default Dr. Oliver Chen, Program Director, • Measuring credit and market risks Master of Science in Financial Engineering, • Capital allocation for credit and market risk Risk Management Institute • Integrating credit and market risk in VaR (Value at Risk) Rolando Valenzuela, Head of Research, 3:00 Afternoon Tea and Networking Break Philippine Dealing Systems Holdings Group 3:30 Chairperson’s Closing Remarks 3:45 End of Day 2 11:45 The Global Credit Meltdown and its Implications for Credit Risk Management Across all Business Sectors Globally • Credit Risk and compliance in the subprime market • The lending spree and the inability to cope with systemic risk • Why the Impact on the Asian financial sector and other business sectors was less than US or Europe • The lessons learnt and how long before it happens again Santhi Santhirasegaran, Managing Director, Total Plus Management Sdn Bhd 12:30 Networking Luncheon Post Conference Workshop Day: Wednesday, 27th January 2010 9:00am to 1:00pm Special Focus in India ASIAN Banking: Why Indian Banks Withstood the Shocks of Global Financial Crisis • Indian Banks vs Asian Banks - structural differences • Basel II Implementation in India • Indian financial system • Regulatory response to financial crisis in Asia & India • Rating agencies role • Key challenges and lessons from the financial crisis D.R. Dogra, Managing Director & Chief Executive Officer, Credit Analysis and Research Ltd Mehul Pandya, General Manager, Credit Analysis and Research Ltd Rajesh Mokashi, Deputy Managing Director, Credit Analysis and Research Ltd REGISTER TODAY! TEL: +65 6832 5102 FAX: +65 6408 3953 EMAIL:merlion@TonkinCorporation.com Website: www.tonkincorporation.com
  4. 4. VIP Code REGISTRATION FORM – FIN04 Credit Risk Management Asia 2010 (25th – 27th January 2010) YES, please register me for the above course Today’s date / / YOUR INVESTMENT MUST REGISTER AND PAY by 23rd Oct by 6th Nov by 20th Nov by 4th Dec by 18th Dec by 8th Jan From 9th Jan onwards 3 Day VIP Package SGD $2,899 SGD $2,999 SGD $3,099 SGD $3,199 SGD $3,299 SGD $3,399 SGD $3,499 (Conference + Workshops) 2 Day Conference only SGD $2,199 SGD $2,299 SGD $2,399 SGD $2,499 SGD $2,599 SGD $2,699 SGD $2,799 Workshop only SGD $899 SGD $899 SGD $899 SGD $899 SGD $899 SGD $899 SGD $899 GROUP DISCOUNTS: REGISTER 3 DELEGATES AND RECEIVE $500 OFF THE GROUP PRICE REGISTER 4 DELEGATES AND THE 5TH COMES FREE Name Name Name 1 2 3 Job Title Job Title Job Title Telephone Telephone Telephone Email Email Email Facsimile Facsimile Facsimile Company Postal Suburb Address City Postcode Country REGISTER BY: RESEARCHED BY Phone: 65 6832 5102 Fax: 65 6408 3953 Email: merlion@TonkinCorporation.com Online: www.TonkinCorporation.com Mail: Tonkin Corporation Pte Limited. 1 Fullerton Road, #02-01 One Fullerton, Singapore 049213 DATES & VENUES: 25th - 27th January 2010 Furama Riverfront Singapore Tonkin Corporation is a business information GROUP DISCOUNTS: provider offering timely-conferences, workshops and compact discs. Celebrated for its structured Tonkin Corporation understands the benefit of group learning experiences. research benchmarks and for being produced by Save money with one of these group discounts: sector-specialists, Tonkin conferences guarantee you gain dependable, high-quality commercial • Register 3 delegates and receive $500 off the group price! knowledge at the vanguard of issues. • FREE ! Register 4 delegates and receive a 5th ticket FREE. Tonkin Corporation has taken due care and Payment Methods: dilligence in selecting qualified professionals as its speakers.The information they offer, howsoever EfT: Transfer your money to Tonkin Corporation Pte Ltd (Registration Number: 200903688R) at provided, is not produced by Tonkin Corporation Overseas Chinese Banking Corporation Limited and should in no way be regarded as financial or 65 Chulia Street, OCBC Centre, Singapore 049513 legal advice. Tonkin Corporation accepts no Current Account: 591382924001 Swift Code: OCBCSGSG Bank’s Code: 7339 responsibility for reliance on such information and (Please quote FIN04 and your company name when making your transfer.) recommends that its clients seek independent, professional advice. Cheque: Please make cheque payable to Tonkin Corporation Pte Ltd Tonkin Corporation takes due care and diligence in at 1 Fullerton Road, #02-01 One Fullerton, Singapore 049213 producing its products. However, given (Please quote FIN04 and your company name on the back of your cheque.) circumstances beyond its control, Tonkin Cancellation Policy: Should you be unable to attend, a substitute delegate is always welcome at no extra charge. Alternatively a full refund, Corporation reserves the right to change any less a $200 service charge, will be made for cancellations received in writing up to 21 days prior to the event. Regrettably no refunds can be conference programme without notice. made less than 21 days prior to the event.

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