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| Updated 09 March 2011 |
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Time |
Description |
9:00 |
Welcome Remarks
欢迎词
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9:15 |
Keynote Speech:
The New Mindset for Risk Management, Governance and Compliance
银行合规治理和风险管理
Financial institutions are taking a more prudent approach in
Risk Management and Compliance post crisis under the request of the
regulators, more information has to be reported and more frequent stress
tests to ensure the health of the firm. Also, firms and regulator
are expecting more up to date (if not, Real time) information. What all
these changes the approach of Senior Management / BOD on Risk Management,
Compliance and how it affects the firms’ (People, Policies, Process and
Technology).
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9:45 |
The Unifying Basel
II/III Strategy
将新巴塞尔协议与商业战略整合
- Aligning the Business need with
Risk Management Requirements
- Meeting both regulatory and
business requirements
- Defining the Risk Profile
- The Impacts and Challenges of Basel
II/III
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10:15 |
Coffee Break
茶点及小休
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10:45 |
Liquidity Risk
Management – The Challenges and Solutions
流动性风险管理 -挑战与解决方案
Liquidity risk management did not
receive the same level of scrutiny and priority as other risk areas before
the financial crisis. The crisis showed the financial world how quickly
liquidity risks can crystallize with sources of funding evaporated.
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11:15 |
Stress Testing
压力测试
- Integrating Stress Testing
Frameworks with Business Strategies
- Stress Tests, Market Risk Measures
and Extremes
- Improvements of the stress testing
techniques
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11:45 |
Managing Credit Risk –
Under the Ultra Low Interest Rate Environment
在极低息环境下之信用风险管理
- New approaches in credit risk
management under the low interest rate environment
- The interest rate changes
considerations
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12:15 |
Luncheon
午餐
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1:30 |
Managing Risk of
Derivatives Products
如何防范金融衍生品交易风险
- Derivatives – Friend or Foe?
- Quantifying the Risks under
Different Market Conditions
- Valuation of Derivative Products
- Balancing Risk Appetite and Returns
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2:00 |
Panel Discussion: Regulation
on Credit Rating Agencies
评级机构之监管
- Redefining the Role of Rating
Agencies
- Lesson Learnt from the Crisis
- Putting Rating Agencies under the
Regulatory Framework
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2:45 |
Market Risk in Turbulent
Market Conditions – The Survival Guide
市场风险管理 -- 在极端波动市场中的生存法则
- Forms of Market Risk
- From Asset Liability Management to
VAR
- Beyond VAR – Additional Ways to
Measure Risk
- Lesson Learnt from the Crisis
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3:15 |
Coffee Break
茶点及小休
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3:45 |
FX Risk and Sovereign
Risk Analysis
外汇及主权风险控制及分析
- Lesson Learnt from the Crisis
- The Key Drivers of Sovereign Risk
in Mature and Emerging markets
- Qualitative, Quantitative and Indicators
of vulnerability
- Structured approach to analysis
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4:15 |
Product Risk Case
Studies: ETNs and ETFs
金融产品风险案例探讨: ETNs及 ETFs
- The Risk Exposures of ETNs and ETFs
- ETNs and Credit Risk
- Structured approach to analysis
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4:45 |
Closing Remarks
闭幕致辞
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| Breakout
Session: Practical Risk Management |
Time |
Programme |
1:30 |
Establishing an
Effective Operational Risk Management Framework
操作风险管理架构建立
- Why managing operational risks is
important?
- The operational risk management
framework
- The latest trend in operational
risk management
- Case studies
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2:00 |
Anti-Money Laundering –
The Status Quo
反洗钱之最新发展
- STR Filing – When does it meet
regulatory expectations?
- Governance of High-Risk
Relationships
- Money Laundering - Trends and
Responses
- Leveraging Technology in AML
- Usage of External Vendors in Due
Diligence
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2:45 |
Getting the Most out of
Enterprise Risk Management
企业风险管理
An enterprise-wide Risk
management approach is appropriate for setting objectives across the
organization, instilling an enterprise-wide culture, and ensuring that key
activities and risks are being monitored regularly. The speaker will
outline how an effective ERM can help to align the firm’s risk appetite and
strategies and to reduce the proactively seizing on the business opportunities.
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3:15
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Coffee Break
茶点及小休
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3:45 |
Improving
Technology Risk Management
提升信息科技风险管理水平
Regulators required banks to
further strengthen the information technology risk management and to improve
their IT strategies and systems. Information technology governance,
information technology risk management, information security, information
systems development, testing and maintenance, information technology
operation, business continuity management, outsourcing, internal audit,
external Audit etc. must be addressed to bring technology risk management to
a higher level. This session will outline how a successful technology risk
management and governance strategy can be implemented. The legal and
regulatory requirements are also discussed. On the practical front, the role
of the CIO and the board will be discussed.
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4:15 |
How to Promoting Risk
Management Culture in Your Organization
如何有效地推动风险管理企业文化
- Enabling a Strong Risk Culture
- Risk Governance
- Management Support
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4:45 |
Closing Remarks
闭幕致辞
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