Programme

Programme

2018 Programme

Tuesday 28 August 2018
Le Méridien Taipei, Taiwan

* Simultaneous interpretation in both Mandarin and English will be provided.

08:30

Registration 

09:00

Welcome Remarks

09:05

Keynote address: Strategic initiatives in creating a safe and resilient Taiwanese financial market

Li-Chun Wang, Deputy Director-General of Banking Bureau, FINANCIAL SUPERVISORY COMMISSION

09:35

Panel discussion: Fixed income market outlook in Taiwan and beyond

  • Navigating today’s evolving bond market under the rising rate and low return environment
  • Bond connect – What are the advantages and role of Chinese markets?
  • Embracing new developments in the fixed income space to gain competitive edge 

Moderator:
Dr Jerry Lin, Deputy Director of Financial Research Institute, TAIWAN ACADEMY OF BANKING AND FINANCE (TABF)

Speakers:
Vincent Wu, CIO, FUHHWA SECURITIES INVESTMENT TRUST
Joseph Tang, CIO, PRUDENTIAL FINANCIAL SECURITIES TRUST ENTERPRISE
Henry Chan, Executive Vice President, CATHAY UNITED BANK

10:25

Morning Coffee Break

10:55

Presentation: Implementing capital & margin reforms in Asia: return on experience

  • Regulations impact on Asian derivatives markets today
  • Usual challenges and common implementation patterns: models, data, risk infrastructure
  • Managing Time-to-Compliance & continuous regulatory change (FRTB, SIMM, CVA, SA-CCR…)
  • Rising trading costs: resources optimization and effective mitigation strategies

Kok Wah Lok, Head of Market Risk Client Services, APAC, MUREX

11:25

Presentation: Gearing up for the upcoming uncleared margin rules – are you ready?

  • Overview on the expanding mandates for OTC  derivatives trading globally
  • Challenges in margin calculation across ETD, OTC cleared and uncleared trades
  • Pre and post-trade analytics for optimising cost of collaterals and improving risk management

Sophie Marnhier-Foy, Global Principal Product Manager - Margin and Clearing Risk, CALYPSO TECHNOLOGY

11:55

Presentation: Innovation in financial crime prevention and AML compliance

  • The changing AML and fraud landscape
  • Strategies in reducing costs of compliance and improving detection accuracy
  • Deploying advanced analytics, new technologies and automation to strengthen financial safeguards

Thomas So, Head of Business Development & Solution Sales, Risk, North Asia, THOMSON REUTERS

12:25

Lunch

13:25

Keynote address: Investment risks and challenges

Dr Laurel Ho, Assistant Director General, CENTRAL BANK OF THE REPUBLIC OF CHINA (TAIWAN)

13:55

Panel discussion: Green energy finance in Taiwan

  • Latest developments in offshore wind and solar in the market
  • Green bonds market in Taiwan and Asia – latest update on new bond rules
  • The regulatory framework on green finance and green bonds in Taiwan

Moderator:
Blake Evans-Pritchard, Deputy Bureau Chief, Asia, ASIA RISK

Benny Miao, Executive Vice President, CATHAY UNITED BANK
KH Chen, President, SINOGREEN ENERGY
Quentin Slight, Managing Director, Head of Energy & Infrastructure Group Asia, CRÉDIT AGRICOLE CIB
Sean McDermott, General Manager, NORTHLAND POWER

14:45

Afternoon Coffee Break

15:15

Presentation: Interest Rate Risk on Banking Book - from static reporting to dynamic management

  • Regulatory landscape on IRRBB
  • Overview of IRRBB requirements
    • Standardized framework for IRRBB
    • Behaviour and automatic interest rate option model
  • Implication of IRRBB to banks

Jeff Lee, Senior Manager, PWC

15:45

Risk & strategy panel: Top risk priorities for 2018/19

  • Current and emerging risks that will impact Taiwanese financial institutions
  • Strategies in managing evolving regulations in a cross border context
  • Enhancing innovation to meet growing risk management needs

Moderator:
Brian Yiu, Partner, PWC

Speaker:
Tony Kao, Senior Vice President, CATHAY UNITED BANK
Alexandre Bon, Senior Manager, MUREX
Dennis Yap, Senior Market Specialist, CALYPSO TECHNOLOGY

16:35

Closing Remarks