Programme 2020

Programme 2020

Risk ASEAN Virtual | Programme 2020

Conference starts at 09:25 am (BKT) | 10:25 am (HKT)

09:2509:30

Chairman opening remarks

09:30 - 09:35

Aziz Durrani

Senior Financial Sector Specialist, Financial Stability and Supervision and Payment & Settlement Systems

The SEACEN Centre

Aziz has over 18 years of experience in international banking and finance, and in setting, enforcing and providing training on regulatory policies and standards. He joined the SEACEN Centre in August 2016 on a sponsored career break from the Bank of England. Aziz is responsible for providing technical assistance, capacity building and delivering training programmes to SEACEN’s 35 member and associate member Central Banks and Regulatory Authorities on issues related to Supervision, Financial Stability, Risk Management and Financial Market Infrastructures.

Before joining SEACEN, Aziz spent 7 years working as a Senior Technical Specialist at the Bank of England / Prudential Regulation Authority. He was originally recruited as the Lead Supervisor of RBS’ Non-Core Bank, following RBS’ collapse in 2009. Aziz was responsible for supervising the management, workout and sell-off of RBS’ assets and portfolios, and its eventual wind-down. Aziz then joined the Risk Specialists Directorate and over several years led the stress testing of Wholesale banking book exposures for all the major UK banks, eventually as part of the Bank of England’s Concurrent Stress Test. He also had responsibility for leading the on-site Asset Quality and Provision Adequacy reviews across Wholesale loan portfolios of major banks, both in the UK and globally. During this time, Aziz was also seconded to the Markets Division within the Bank of England, where he led a team that managed the widening of the BoE’s Funding for Lending Scheme to include a variety of new Wholesale asset classes.

09:3009:55

Keynote address: Effectively navigating through the current risk environment

09:30 - 09:55

Ingrid Van Wees

Vice President Finance and Risk

Asian Development Bank

Ms. Ingrid van Wees is the Vice-President for Finance and Risk Management of the Asian Development Bank (ADB). She assumed the position in December 2016.

Ms. van Wees is responsible for the overall management of the operations of the Office of Risk Management, the Controller’s Department, and the Treasury Department.
Before ADB, Ms. van Wees was a senior director reporting to the management board at the German Investment and Development Corporation (DEG). Her responsibilities included origination, structuring and portfolio management of the bank’s debt and equity investments in Europe, Middle East, and Asia plus treasury. Prior to DEG, Ms. van Wees held management positions in corporate finance and business development at international listed corporations.

She holds a Master of Science degree in Mechanical Engineering from Delft University of Technology in The Netherlands and a Master of Business Administration degree from INSEAD.

09:5510:35

Regulatory panel: Addressing regulatory fragmentation in the ASEAN region

09:30 - 10:10

  • Impact of Covid-19 on Regulation in the region
  • Outlook for credit quality and NPLs in 2021
  • How has regulatory fragmentation impacted the ASEAN region 
  • Initiatives for the policymakers to consider in facilitating ASEAN financial sector’s recovery post Covid-19 – to include Green Finance, Technological disruption/changes
Aziz Durrani | Moderator

Senior Financial Sector Specialist, Financial Stability and Supervision and Payment & Settlement Systems

The Seacen Centre

Aziz has over 18 years of experience in international banking and finance, and in setting, enforcing and providing training on regulatory policies and standards. He joined the SEACEN Centre in August 2016 on a sponsored career break from the Bank of England. Aziz is responsible for providing technical assistance, capacity building and delivering training programmes to SEACEN’s 35 member and associate member Central Banks and Regulatory Authorities on issues related to Supervision, Financial Stability, Risk Management and Financial Market Infrastructures.

Before joining SEACEN, Aziz spent 7 years working as a Senior Technical Specialist at the Bank of England / Prudential Regulation Authority. He was originally recruited as the Lead Supervisor of RBS’ Non-Core Bank, following RBS’ collapse in 2009. Aziz was responsible for supervising the management, workout and sell-off of RBS’ assets and portfolios, and its eventual wind-down. Aziz then joined the Risk Specialists Directorate and over several years led the stress testing of Wholesale banking book exposures for all the major UK banks, eventually as part of the Bank of England’s Concurrent Stress Test. He also had responsibility for leading the on-site Asset Quality and Provision Adequacy reviews across Wholesale loan portfolios of major banks, both in the UK and globally. During this time, Aziz was also seconded to the Markets Division within the Bank of England, where he led a team that managed the widening of the BoE’s Funding for Lending Scheme to include a variety of new Wholesale asset classes.

Andres Portilla

Managing Director, Head of Regulatory Affairs

Institute of International Finance

Andrés Portilla is the Managing Director and Head of the Regulatory Affairs Department at the IIF. He is in charge of leading the analytical and advocacy activities of the Regulatory Affairs department on global financial regulatory issues including topics related to prudential standards (both on capital and liquidity) for banks and insurance companies, systemic risk, resolution, financial infrastructure, international accounting, securities and issues around emerging markets regulatory practice. The Department also spearheads the dialogue and interaction with international regulators and policy makers in the above areas, including the FSB, BCBS, IOSCO, IAIS, IASB and leading regional and national authorities.

Mr. Portilla has over 26 years of experience on financial regulatory issues. In his native country, Colombia, he occupied positions in the regulatory affairs departments at the National Banking Association as well as commercial financial institutions. He also practiced law in the area of banking and financial markets.

Mr. Portilla holds a JD and a Specialized Degree on Banking Law from University of Rosario in Colombia, a Masters in Comparative Law LL.M from Pennsylvania State University in the US and a MBA from Bocconi University in Italy.

Intan Murnira Ramli

Policy Fellow, Policy Design Department

Economic Research Institute for ASEAN and East Asia (ERIA)

“Dr Intan Murnira Ramli is a Policy Fellow in ERIA's Policy Design Department. She provides advice to ASEAN policy-makers including senior economic officials, leaders and ministers, enabling them to make more informed policy decisions on ASEAN Economic integration. Her areas of specialisation are in the ASEAN economic integration, trade in services, investment, dispute settlement systems, and regional free trade agreements. Dr. Ramli holds a PhD. in International Trade Law from University of Kent, United Kingdom."

Chuchi G. Fonacier

Deputy Governor, Financial Supervision Sector

Bangko Sentral ng Pilipinas

Chuchi G. Fonacier is the Deputy Governor (DG) of the Financial Supervision Sector, which is mainly responsible for the regulation of banks and other BSP-Supervised Financial Institutions, and oversight of payment systems. She joined the BSP in 1984 as a bank examiner and worked her way to become deputy governor in 2017.

DG Fonacier is currently the Chair of the Executives’ Meeting of East Asia Pacific Central Banks Working Group on Banking Supervision, composed of central banks and supervisory authorities from 11 countries in the East Asia and the Pacific which focuses on bank supervision matters that are relevant to EMEAP WGBS members.

She has been invited as panelist/resource person in various international conferences/fora on banking supervision, financial inclusion, financial technology, bank resolution and crisis management, financial stability, shadow banking, capacity building, etc.

She also attended various foreign trainings and seminars offered by international organizations, and other central banks and supervisory authorities. She represented the BSP during the study visit on Green Finance in the United Kingdom, as well as in various fora on sustainable finance.

10:3511:00

Post-COVID-19: Optimizing Basel and IFRS 9 regulatory cost efficiencies

10:05 - 10:20

  • Drivers for managing regulatory cost efficiencies pro-actively
  • More profitable deals with front office regulatory cost efficiencies optimization
  • Technological considerations for making deals better and faster
Wei You Pan

Director - Solutions Specialist

Moody’s Analytics

Mr. Wei You PAN is with Moody’s Analytics for more than 13 years and has been working with financial institutions in Asia Pacific in areas of Basel compliance, Balance Sheet Management, Credit Portfolio Management and IFRS compliance. Before joining Moody’s Analytics, he has worked in several financial technology solution providers involving domains in securities trading, internet banking, credit origination and capital markets risk management.  

Wei You has more than 20 years of financial technology industry experience and has a rich combined experience of financial risk, project management and information technology practices. He has held related professional certifications including Financial Risk Manager (FRM), Project Management Professional (PMP) and Sun Certified Enterprise Architect (SCEA).

11:0011:30

Morning break

10:10 - 10:40

11:3012:00

The World beyond the global financial crisis of COVID-19

11:30 - 12:00

  • What has the impact been to the financial sector and cross border trade in this unprecedented time?
  • Through these unchartered territories what are the challenges the sector now faces to ensure we are prepared for the future?
  • Did we miss the warning signs and could we have been more prepared? Understanding what we could have done to be more prepared?
Burin Adulwattana

Chief Economist

Bangkok Bank

Burin Adulwattana is Chief Economist and Strategist at Bangkok Bank with research publications on the global economic outlook and trends for interest rates and currencies. For the past couple of years, he has given talks on the Thai economic outlook to several Thai corporates, as well as at the Fitch Thailand Investor Briefing. In addition, he has often been asked for his views on the Thai economy, monetary policy and exchange rates by Bloomberg. Prior to joining Bangkok Bank, Burin worked for the Bank of Thailand as a global market strategist at the foreign reserve management department and as a FX strategist at Credit Agricole HK. He holds BA and MA degrees in mathematics and economics from Cambridge University.

Man Juttijudata

Assistant Secretary General

Government Pension Fund Of Thailand

Dr. Man Juttijudata has a background in Engineering. He got his Bachelor from Chulalongkorn University and continued his path for the Master from Columbia University in New York, USA. He also received a scholarship to pursue Ph.D. from the George Washington University in DC. After gained some experiences in the US, he returned to Thailand. He joined TISCO as specialist in Economic and financial modeling covering Equity, Fixed Income and Currency. Later on he moved to Kasikorn Asset Management as Risk Manager. He also involved not only in Risk and Performance Measurement but also in Derivatives and Structured Funds. Finally, he joined Government Pension Fund in the same field of Risk Management. Then he moved to the head of Investment Strategy Department responsible for long-term Strategic Asset Allocation and short-term Tactical Asset Allocation. He was also a member of Asset Allocation team, Fund Manager Selection team, and Member Investment Choice team. Due to his exemplary performance, he was promoted as Assistant Secretary-General responsible for Strategic Management and Business Development, Corporate Consulting Group. At present, he is Chief Risk Officer responsible for Investment Risk Management, Corporate Compliance, and Enterprise Risk Management.

12:0012:30

The impact of new ARRs on curve instruments and curve modelling

12:00 - 12:20

Thomas Chan

Financial Engineer

Numerix

Numerix is the leading provider of capital markets technology solutions for trading and risk management. Thomas Chan is a Financial Engineer based in the Numerix Hong Kong office focusing on quantitative finance, risk management and risk modeling. During his nearly five years of tenure at Numerix Mr. Chan has contributed to a number of client projects, specifically solution delivery and model validation. Previously at Hong Kong Exchanges and Clearing Limited (HKEx) Mr. Chan worked with the OTC Clear Risk Management and Risk Modeling teams. Others prior to experience includes working as a financial analyst for Nanyang Commercial Bank Ltd.

12:3014:00

Afternoon Networking Break

15:40 - 16:10

14:0014:25

Margin reform phase V and VI: a reality check

14:00 - 14:25

  • Under the hood of ISDA SIMM
  • COVID-19 aftermath
  • Backtesting challenge
  • Not all valuation models are the same
  • Lessons learned from developed markets
Suiunbek Ibraev

Head of Analytics and Market Price Control, Market Risk Management

OCBC BANK

Dr Ibraev is in charge of analytics and market price control in the market risk management department of OCBC Bank. His responsibilities include validation of derivative valuation models, asset and liabilities management methodologies, oversight of the market data.

Dr Ibraev has 19 years of banking experience. Prior to joining OCBC Bank he worked in Frankfurt, London and Singapore as a front office quant in Dresdner Kleinwort, Commerzbank, VTB Capital, ANZ specialising in interest rate and foreign exchange derivatives. Models developed by Dr Ibraev had been deployed into the production systems, and been used for pricing, hedging and risk management.

He holds PhD in mathematics, global optimisation, from University of Wuppertal, Germany. Dr Ibraev's interests include parallel computing, cryptography, distributed ledger technology, FGPA accelerators, and machine learning.

14:2514:45

Mastering Risk

14:25 - 14:45

As credit value adjustment (CVA), standard initial margin model (SIMM) and fundamental review of the trading book (FRTB) become standard, the number and complexity of risk calculations increase. To conquer risk, banks need calculations that are fast, flexible and reliable. FIS combines a high-performance analytics engine with market data and quantitative support to empower banks in their endeavors to master risk and solve risk complexity.

Dan Travers

Product Director, Adaptiv, FIS’ Cross Asset Trading and Risk Business

FIS

In his role as product specialist for our Risk as a Service (RaaS) and Adaptiv business, Dan Travers leverages his in-depth industry knowledge to bring to market the innovative risk management solutions that can help our clients gain a competitive advantage while remaining compliant with the banking sector’s latest regulatory requirements.  Dan has a background in energy, trading and risk management.  He has recently been working on machine learning in risk, incorporating climate risk into our solutions and Risk as a Service.

14:4515:15

Spitfire showcases

14:45 - 15:15

The ASEAN risk innovator 
3 industry experts from financial institutions across the ASEAN region are invited to present an innovative case study in which they achieved significant cost reduction, efficiency gain and/or improved regulatory compliance through technology and streamlined workflow. Each speaker will be given 10 minutes to present their innovation.

 

  1. Sushil Israni, Executive Director, Head of Risk Transformation, Bank of Singapore on
    An enhanced approach maximising a new Collateral Management Engine’
     
  2. Pariwat Kanithasen, Deputy Director, Bank of Thailand to present on
    ‘Digital Payments in Thailand: Promptpay, its overlay services and cross-border linkage'
     
  3.  Manish Singhai, Chief Investment Officer, Tokio Marine Assets Management on
    ESG as a fundamental investing tool in ASEAN’ 

15:1515:15

End of Risk ASEAN virtual conference Day 1

12:00 - 12:05

Conference starts at 09:05 am (BKT) | 10:05 am (HKT)

09:0009:05

Opening remarks

09:00 - 09:05

Aziz Durrani

Senior Financial Sector Specialist, Financial Stability and Supervision and Payment & Settlement Systems

THE SEACEN CENTRE

Aziz is a Senior Financial Sector Specialist at The South East Asian Central Banks Research and Training Centre (The SEACEN Centre), based in Kuala Lumpur. He joined in August 2016 on a sponsored career break from the Bank of England, and is responsible for delivering training programmes, risk advice and technical assistance to 20+ SEACEN member Central Banks and Regulatory authorities across Asia.

Before joining The SEACEN Centre, Aziz had spent the past 7 years working as a Senior Technical Specialist at the Bank of England. He was responsible for Stress Testing Wholesale banking book exposures and assessing the adequacy of stress testing frameworks as part of the concurrent stress testing of the major financial institutions based in the UK, including HSBC, Barclays, Santander, RBS, Lloyds and Standard Chartered Bank. In addition, he was responsible for undertaking on-site Asset Quality, Provision Adequacy and Technical Risk Reviews across a range of Wholesale asset classes and product types, both in the UK and globally.

Aziz, a graduate in Economics and Philosophy from The University of Nottingham, UK, began his career in London in the Strategy, Finance and Economics practice of Andersen Business Consulting. He later worked at Standard Chartered Bank, covering the Origination, Structuring and Syndication of Debt Capital Market facilities across the UK, Europe, South Asia and Africa. Aziz also worked at Halifax Bank of Scotland (HBOS) in Leveraged Finance Loan Restructuring and Workouts, and in Liquidity and Funding Risk.

 

09:0509:30

Keynote address: Bangko Sentral ng Pilipinas’ position in mitigating the risk and withstanding any potential shock in the current and post-COVID world

09:05 - 09:30

Benjamin E. Diokno, Ph.D.

Governor

Bangko Sentral ng Pilipinas

Dr. Diokno is the current Governor of the Bangko Sentral ng Pilipinas (BSP). Prior to his appointment, he served as Budget Secretary from 2016 to 2019. On his third tour of duty at the Department of Budget and Management (DBM), he pursued an expansionary fiscal policy to finance investments in human capital development and public infrastructure. As Governor, he is not only pursuing the BSP mandates of price stability, financial stability, and an efficient payments and settlements system; but also endeavors to bring central banking closer to the people.

His policy expertise and research contribution extend to various areas of public economics, such as the structure and scope of government, tax policies and reforms, public expenditure management analysis, fiscal decentralization, national budget and public debt among other topics. He has extensive experience in implementing reforms at the public sector, having also served as Budget Undersecretary from 1986 to 1991 and Budget Secretary from 1998 to 2001.

He is Professor Emeritus of the University of the Philippines-Diliman. Over more than 40 years, he taught the following courses: Public Sector Economics, Microeconomics, Macroeconomics, Development Economics and Special Topics (e.g., Public Enterprises Investment and Pricing Policies; Public Sector Reforms; Local Government Finance, etc.). He was also Chairman of the Board of Trustees of the Pamantasan ng Lungsod ng Maynila (City University of Manila).

He served as Fiscal Adviser to the Philippine Senate.  He also served as Chairman and CEO of the Philippine National Oil Company (PNOC) and Chairman of the Local Water Utilities Administration.

Some of the major policy reform contributions of Dr. Diokno include: providing technical assistance to the 1986 Tax Reform Program to simplify the income tax system and introduce the value-added tax, helping design the 1991 Local Government Code of the Philippines, initiating a What-You-See-Is-What-You-Get policy to streamline the release of funds, sponsoring the internationally-lauded Government Procurement Reform Act to modernize, regulate, and standardize government procurement activities in the Philippines.

He served as an adviser and consultant to various multilateral agencies like the World Bank, Asian Development Bank, European Commission, and USAID for work in the Philippines, China and transitioning economies like Vietnam, Cambodia, and Mongolia.

 He has also participated in numerous international conferences hosted by the IMF, ADB, World Bank, APEC, UN among other international organizations. Beyond this, he has authored numerous publications and discussion papers regarding his research interests that have been published in academic journals and policy reports.

He finished his Bachelor’s Degree in Public Administration from the University of the Philippines (1968), and earned his Master’s Degree in Public Administration (1970) and Economics (1974) from the same university. He also holds a Master of Arts in Political Economy (1976) from the Johns Hopkins University in Baltimore, Maryland, USA and a Ph.D. in Economics (1981) from the Maxwell School of Citizenship and Public Affairs, Syracuse University in Syracuse, New York, USA.

09:3010:10

How can risk managers stay ahead of the curve?

09:30 - 10:10

  • How prepared is the ASEAN industry for the looming Basel IV deadline?
  • Defining non-financial risks: who’s held responsible?
  • Managing climate risk and incorporating climate change into your risk management framework
  • How do you integrate pandemic and geopolitical risk into risk management
  • New risks introduced by disruptive technology
  • Should risk functions be restructured to embrace change?
Anita Menon | Moderator

Chief Risk Officer

Prudential BSN Takaful Berhad

Anita Menon was appointed as Chief Risk Officer of Prudential BSN Takaful in May 2012. She is responsible for the Risk, Compliance, Legal and Government Relations functions and to drive the Company’s Risk & Regulatory programme. Additionally, Anita has led the implementation of a number of strategic regulatory projects across PruBSN. As CRO, Anita is also a member of the PruBSN Executive Committee and provides risk challenge in the development and execution of the company’s business strategies. She has also been an active contributor at the industry level through her participation in working groups involving both takaful & insurance associations.

Prior to joining Prudential, Anita served at KPMG Malaysia for 12 years and was a Partner and Head of Financial Risk Management and Strategic Management Services. She was also a member of KPMG’s Global Islamic Finance and Investments Group and was leading the Islamic Finance practice in Advisory for Malaysia at the time of leaving. Anita has worked extensively with clients locally and globally in the financial services sector in areas of strategic management, risk management, performance management and feasibility studies while at KPMG.

Anita is frequently invited as a speaker at trainings and conferences and has trained clients in areas such as Risk Management, Islamic finance and Performance Management. She also contributes to thought leadership development in these areas and has had a number of articles published. Anita was a working group member of the Islamic Financial Services Board (IFSB) that was involved in developing a set of new standards for the Retakaful Industry and was one of the invited speakers at a takaful training organized by the World Bank for the development of takaful in Abu Dhabi. She was also a panel member of the inaugural Chartered Institute of Management Accountants (CIMA) Industry Advisory Executive Panel (IAEP). Anita holds a Bachelor of Science (Hons) and Master of Business Administration (MBA) from the University of Nottingham, UK. 

Ahmad Shukri Abd Rahman

Chief Risk Officer

BANK RAKYAT

Ahmad Shukri has over 28 years of experience in banking and finance, focusing on areas of risk management and Islamic Finance. He is at present the Chief Risk Officer of Bank Kerjasama Rakyat Malaysia Berhad. Prior to his current appointment, he was the Head of Risk Management, OCBC Al-Amin Bank Berhad where he served there for about 8 years. Shukri had also served at the following Banks respectively Al-Rajhi Bank Malaysia ,Bank Muamalat Malaysia, the Pacific Bank Berhad and Oriental Finance Berhad.

Shukri is Certified Professional in Islamic Finance (CPIF) under the Chartered Institute of Islamic Finance Professional (CIIF). He also holds an Executive Master in Islamic Banking and Finance from Asia E University and a Bachelor’s Degree in Business Administration majoring in Finance from Texas A&M University, Commerce, USA.

Michael Lor

Former CEO

Canadia Bank, Advisor to the Ministry of Economy and Finance, Cambodia

Datuk Michael has built a distinguish track-record of over 32 years across the Southeast Asian region as a senior-level banker with extensive focus in strategic business transformation, risk management and corporate governance; organization and human capital development.

He is presently an Advisor to the Ministry of Economy and Finance, Cambodia; where he led the development of the Strategic Frameworks for the SME Bank of Cambodia, the SME Sector Rejuvenation Initiative, and the Credit Guarantee Corporation of Cambodia, respectively.

Amongst his prior professional appointments, he was previously the CEO of Canadia Bank PLC, Cambodia; where he led the transformation of this local bank into a regional financial services group. Prior to Canadia Bank, he was the Group CEO of EON Bank Group, Malaysia. Under his leadership, the banking group was re-energized from being previously perceived as a non-descript player in the industry to being regarded as a rapidly growing universal commercial bank and one of the most talked about banking franchise in Malaysia.

He had also been the Worldwide Director for Banking Solutions with Hewlett Packard Worldwide; and prior to that, the Group Head of Consumer Banking for RHB Bank, Malaysia. Before he returned to Malaysia in 2004, he was a Managing Director with DBS Bank, Singapore for 17 years, serving in various senior management roles in both their Singapore and Thailand banking operations.

During his professional career, Datuk Michael had been involved in both the banking and technology industries; and have led businesses in Singapore, Thailand, Malaysia, Cambodia, Laos, Myanmar and China, respectively. He is presently a passionate advocate of digital transformation and innovation in the region’s financial services industry; serving in various advisory functions and roles.

Martin Kimmig

Chief Risk Officer

Asian Infrastructure Investment Bank

Martin Kimmig, Chief Risk Officer, heads AIIB’s risk management. He joined the AIIB from The Rock Creek Group where he held the position of a Managing Director covering emerging market equities. Prior, he spent a 24-year career at the World Bank Group in particular the International Finance Corporation where he held leadership positions in both investment operations and risk management. Martin Kimmig holds a PhD in Economics from the University of Freiburg and a CFA designation.

10:1010:50

LIBOR transition– How can ASEAN prepare for it?

14:30 - 15:10

  • What are the challenges to processes involving long-dated instruments referencing LIBOR?
  • Impact on THBFIX and valuation methodologies
  • Renegotiate existing contracts
  • Revisit market risk profile and hedging strategies
  • What is the timeline industry should follow?
Jing Gu | Moderator

Head of Legal, Asia Pacific

International Swaps and Derivatives Association, Inc. (ISDA)

Jing Gu heads up ISDA’s legal team in the APAC region.  Prior to joining ISDA, Ms. Gu was a Director in the Legal and Compliance Department of Credit Suisse (Hong Kong) Limited where she specialized in OTC derivative products and structured finance.  Before joining Credit Suisse, she was an associate at Allen & Overy Hong Kong Office where she advised a number of international banks and Chinese banks on derivative transactions and ISDA documentation. 

 

Ms. Gu holds a Master of Laws degree from Peking University, an LL.M. degree from New York University School of Law and a Master of Laws degree from Kyushu University in Japan.  Ms. Gu holds the lawyer qualification certificate in China, is qualified in the State of New York and is also admitted as a solicitor of the High Court of Hong Kong. Ms. Gu has been working for ISDA since 2008.

Alexandre Bon

Group co-head, LIBOR & Benchmark Reform

Murex

Alexandre looks after the definition, positioning and go-to-market strategy of Murex product solutions with a focus on Risk Management and Regulatory Transformation. His most recent work centers on the implementation of the bilateral Initial Margin and Basel III capital reforms, and on XVA desks operating models. Alexandre also co-heads the Murex task force on the Interest Rates Benchmark Reform. 

Since joining Murex in 2000, Alexandre has held both senior client-facing and product management positions, last serving as global head of the Risk Control practice and general manager for Murex Ireland, where he drove the development of the MX.III XVA management solution and Credit Risk simulation engine.

Alexandre holds a « Grande École » MSc in Management and Finance from HEC Paris.

Dr. Daranee Saeju

Senior Director

Bank of Thailand

Daranee Saeju is currently the Senior Director of Financial Markets Department at the Bank of Thailand. She oversees monetary policy implementation and operations, foreign exchange policy and intervention strategy, central bank’s balance sheet issues, as well as markets analysis and developments.

Daranee has served the Bank for over 20 years in several capacities, most recently as the Senior Director of International Department where she was in charge of the Bank’s engagement in international affairs, through both bilateral and multilateral fora, to advance the Bank’s international strategy and policy objectives. Prior to that, she was the Senior Director of Financial Institutions Strategy Department where her main responsibilities include financial stability assessment and macro-prudential policies formulation, as well as the Banks’ Financial Sector Master Plan. She was previously the Bank of Thailand’s representative on several of the Basel Committee’s Working Groups during her two years in the Regulatory Policy Department involving in the formulation of micro-prudential regulations for banks, Basel III capital implementation and other regulatory reforms.

During 2009-2011, she was seconded to the Monetary and Capital Markets Department at the IMF in her role as an expert on monetary and foreign exchange operations and market developments to participate in technical assistance and Article IV consultation missions.

Daranee obtained her Ph.D. in Economics from the University of Rochester in the United States, and a B.Sc. in Economics from the London School of Economics and Political Science in England.

Karin Boonlertvanich

First Senior Vice President

Kasikornbank

Dr. Karin Boonlertvanich is currently the First Senior Vice President at Kasikornbank, Thailand. He takes care of Central Treasury, Strategic Treasury and Data Analytics departments. His main responsibilities include strategic balance sheet management, investment portfolio decision, liquidity management, and financial data analytics.

Prior to his current appointment, he was the Head of Central Treasury department and Head of Assets and Liabilities Management.

He holds his Ph.D. and MS in Industrial Engineering from Georgia Institute of Technology, USA. He is a CAIA (Chartered Alternative Investment Analyst), CAP (Certified Analytics Professional), and FRM (Financial Risk Manager) designation holder. He is also an Assistant Professor at the Faculty of Accountancy and Commerce, Chulalongkorn University, Thailand.

Dr. Karin is a frequent speaker at industry-related conferences in the area of liquidity management, interest rate risk management, treasury management and fund transfer pricing.

10:5011:20

Morning break

10:10 - 10:40

11:2011:50

Factoring ESG in Credit Risk Analysis

15:10 - 15:40

  • Climate Risk adjusted ratio’s for credit analytics and models
  • Fundamental analysis of ESG into credit analytics models
  • ASEAN Case Study
Paul Bishop

Director, Credit Risk Solutions

S&P GLOBAL MARKET INTELLIGENCE

Paul Bishop is the Product Lead for Credit Analytics in S&P Global Market Intelligence’s Asia Pacific Risk Services team, based in Singapore. He is responsible for Credit Analytics Product business across Asia Pacific. Paul has experience as a product manager in the credit and counterparty risk space and was previously Product Manager - Ratings & Credit Content in EMEA, based in London. Prior to this Paul focused on EMEA product strategy covering Investment & Commercial Banks, Private Equity and Credit Markets.

Paul joined S&P Global Market Intelligence in 2011 in London, UK. Paul holds a BA (Hons) in Political Science & International Relations from the University of Birmingham and a CFA IMC.

Edward McKeon

Director, Credit Risk Solutions

S&P Global Market Intelligence

Ed is a Director in the Credit Risk Solutions team of S&P Global Market Intelligence, based in Singapore. Since joining in 2012, he has managed and participated in the development, implementation, and validation of Basel II internal ratings systems, including Probability of Default (PD) and Loss Given Default (LGD) for low-default asset classes, for numerous clients across the EMEA and APAC regions.

Ed is part of the team in APAC, heading ASEAN & Pacific operations, since 2017. Prior to this he was part of the EMEA team in London, charged with managing our financial institutions (both banking and non-banking) Probability of Default (PD) solutions and delivering PD complex solutions and consultative assignments for Banks.

Ed holds an undergraduate degree in Accounting & Finance from Durham University. Ed also holds a postgraduate Masters in Science (MSc) in Investment Analysis from Aston University.

11:5012:20

Series of presentations: Tackling challenges in AML detection and prevention

16:10 - 16:50

Series of 10 min presentations addressing Data science experiences in Risk management and AML (three rapid-fire presentations)

 

  1. Using machine learning technologies in risk management domain
  • Leveraging existing data architectures and new technology
  • Use cases and behavioral models

Anusorn Minphimai, Vice President, Risk Management Department, Asia Office, Mizuho Bank

 

  1. COVID-19 Impacts on Transaction Monitoring (TM)
  • Changes in transactional behavior and how this impacts TM systems and controls
  • Challenges in implementing TM optimisation programmes during COVID-19

Lee Ashmore, Global Head of AML, HSBC

 

  1. Dealing with rising financial crime during and post Covid pandemic
  • Challenges in managing financial crime and AML Regulatory Compliance
  • How AML CFT programmes accelerate with the fast of digital transformation

Anzar Mulyantoro, Head of AML Advisory Department, Bank Mandiri

12:2013:00

The next generation of AI/Machine learning adoption in risk management A line-up of

09:30 - 10:05

A line-up of AI experts will diagnose the current issues in the AI/ML adoption in risk management.

Discussion will cover:

  • With limited real time capability, how has AI supported the global pandemic?
  • Winning strategies in presenting business justification
  • How to overcome data quality/standardization challenges
  • Analyse large amounts of data while maintaining granularity of analysis
  • Practical applications and potential challenges
Sigrid Rouam | Moderator

Global Director Data Science & Data Analytics

Standard Chartered

The world can be a better place if data-driven insights and decision making is accessible to more people. Sigrid's passion is to spread the use of data science in and outside of the organisation to drive better decisions so that together they can create bigger impact to business and society.

Thus Sigrid spend time coaching young data scientists as well as people new to the field via mentoring and training. 

Currently, Sigrid head a team of data scientists at Standard Chartered Bank where her main role is to develop the organisation's data science capability and accelerate the use of data driven insights to create business value. 

Sigrid has worked in various industries, namely R&D, FMCG, Telco and Finance which gave her the opportunity to work with all sorts of data to solve diverse challenges. She is also interested in innovation and always seek new problems to solve, especially at the intersection of data science, business and technology. She is also active in the startup community as an advisor and mentor, and speak regularly at local and international conferences.

Sigrid holds an engineering degree (Hons) in Agronomy, Bio-engineering and Statistics from AgroParisTech, Paris, France (top institute of higher education in life sciences in France), a Masters degree (Hons) in Probability and Statistics from AgroParisTech/ Universite Paris-Sud/Ecole Normale Superieure, Paris, France and a PhD in Biostatistics (Hons) from University Paris-Sud, Paris, France, jointly conducted with Genome Institute of Singapore, A*STAR. 

Steven Low Weng Haw

Group Chief Risk Officer

Affin Bank Berhad

Mr. Steven Low Weng Haw was appointed as Group Chief Risk Officer on 1 September 2019.

Mr. Steven is responsible for directing and implementing the Bank’s risk management programs, policies and procedures. He is also entrusted to oversee the Bank’s governance and strategy for risk management and compliance, including relationships with key regulators and supervisory institutions.

Mr. Steven brings with him more than 28 years working experience in the Financial Services Industry, encompassing Risk and Credit Management, Credit Evaluation, Account Management, Research and Data Analytics. He has served in both local and foreign banks as Chief Risk Officer.

Mr. Steven holds the professional qualification in ICSA from the Institute of Chartered Secretaries and Administrators, and a Diploma in Commerce (Business Management) from Universiti Tunku Abdul Rahman.

Jonathan Morgan

Founder

Kobe International Blockchain Research Centre

Experienced risk specialist and a lead researcher in AI, Machine Learning & Blockchain, with a passion to be the bridge between traditional banking and digital transformation. 16+ years track record of transforming business operations, enhancing processes via technologies, re-defining policies and frameworks in the risk & compliance environment and launching new ventures partnering with solution providers. 

Satsawat Natakarnkitkul

AVP, Senior Data Scientist

SCB -SIAM Commercial Bank

Satsawat joined Siam Commercial Bank as AVP, senior data scientist and is responsible for leading, developing and executing various digital strategic initiatives (i.e. chatbot, mobile application). Before joining Siam Commercial Bank (SCB), Satsawat worked in consulting and telecommunications industries. He has proven records in delivering values both realized benefit and unrealized benefit by using analytics and machine learning to drive the business. When Satsawat was in dtac, he used advance analytic techniques to identify the opportunity and recommend the new product concept for prepaid subscribers. Satsawat received his Bachelor of Engineering degree in Computer Engineering from KMUTT in 2009, and Master of Science in Management from Exeter University, UK, in 2010. 

13:0013:05

Chairman closing remarks

11:55 - 12:00

Aziz Durrani

Senior Financial Sector Specialist, Financial Stability and Supervision and Payment & Settlement Systems

The SEACEN Centre

Aziz has over 18 years of experience in international banking and finance, and in setting, enforcing and providing training on regulatory policies and standards. He joined the SEACEN Centre in August 2016 on a sponsored career break from the Bank of England. Aziz is responsible for providing technical assistance, capacity building and delivering training programmes to SEACEN’s 35 member and associate member Central Banks and Regulatory Authorities on issues related to Supervision, Financial Stability, Risk Management and Financial Market Infrastructures.

Before joining SEACEN, Aziz spent 7 years working as a Senior Technical Specialist at the Bank of England / Prudential Regulation Authority. He was originally recruited as the Lead Supervisor of RBS’ Non-Core Bank, following RBS’ collapse in 2009. Aziz was responsible for supervising the management, workout and sell-off of RBS’ assets and portfolios, and its eventual wind-down. Aziz then joined the Risk Specialists Directorate and over several years led the stress testing of Wholesale banking book exposures for all the major UK banks, eventually as part of the Bank of England’s Concurrent Stress Test. He also had responsibility for leading the on-site Asset Quality and Provision Adequacy reviews across Wholesale loan portfolios of major banks, both in the UK and globally. During this time, Aziz was also seconded to the Markets Division within the Bank of England, where he led a team that managed the widening of the BoE’s Funding for Lending Scheme to include a variety of new Wholesale asset classes.

13:0513:05

End of Risk ASEAN virtual conference

11:55 - 11:56