SPEAKERS
	Y.K. Choi Honorary Advisory Vice President The Hong Kong Institute of Bankers		John Foulley Risk Management Practice Head Financial Services Sector Head AP Field Strategy and Support SAS Institute Asia/Pacific
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BACKGROUND

The recent financial crisis is possibly the biggest threat ever faced by the international banking system and it also exposed the vulnerability of the financial system that caused by the inadequate framework for managing risks. Banks are looking to increase focus on improving risk management practices that are able to identify the interrelationships of different asset classes and to properly forecast the cross-asset impact of abnormal conditions and events. Regulators globally are also leaning towards a bottom-up approach leading towards a greater need for scalability and high performance of the risk management infrastructure.

With the methodology and technology for Risk Management rapidly improved after the crisis, the usage of Risk Management is gradually evolving. Senior Management of financial institutions are increasing looking for new way utilize the vast among of data available though the risk management process. Particularly, firm-wide stress testing across asset classes, positions and business lines are being employed extensively. The risk calculation results and the metrics established not only able to reflect the sufficiency of capital reserves of the financial institutions, but also able to provide some important insight of the true financial strength of the institution, which will enable the top management to define their business plan in order to maximize profitability and competitiveness without compromising the financial health of the firm.

This sit down luncheon seminar aims to explore how an effective risk management framework can be created that properly aligned risk and return management process and how risk management is being use as a strategic business function instead of purely a firewall against crisis. Our speakers will also demonstrate the latest advancement of the stress test infrastructure that enables a more rapid and responsive reporting process.

Join your peers and our experts to discuss how leading-edge banks are using risk management and analytics to:

• Assist banks in defining appropriate business strategies
• Able to perform firm-wide stress tests in days versus weeks.
• Define and clarify required risk parameters and guidelines.
• Create consistent, repeatable test result processes.
• Handle numerous valuation methods, disparate data and stress testing models.

TARGET AUDIENCE

• CEO, COO, CRO, CTO
• Risk Managers
• Treasury & Operations
• Controllers & Treasurers
• Regulatory and Compliance Personnel

 
For enquiries, please contact Barbara Law of Plus Concepts at barbara.law@plus-concepts.com or tel (852) 8203 6091.