Banking Breakout Track | |
10:00 AM - 10:30 AM (30 mins)
| Presentation
Climate risk stress testing: What are the challenges and best practices
- Overview of the current regulatory guidelines for stress testing
- Has there been movement to extract robust data sets to enhance models?
- The role of technology to comply with regulations and adaptable models
Speaker:
Martim Rocha, Director and Global Head of Risk Banking Solutions, Risk Research and Quantitative Solutions, SAS
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10:30 AM - 11:10 AM (40 mins) | Panel Discussion
Risk trends in 2023: What are the emerging risks for financial institutions in 2023
- What have we learned about the risk management landscape this past year?
- The regulatory mandates for the next year and the impact on risk managers
- A focus on fundamental risks with market volatility and changes
- Are there new risks to be concerned about in 2023?
Moderator:
Koh Peng Lim, Head of Non-Financial Risk Management, CIMB
Speakers:
Kamran Khan, Managing Director, Deutsche Bank
Soon Kit Tham, Head of Enterprise Risk, Ant Group
Rochak Agrawal, Executive Director, Global Risk Program Manager at UBS IB Operations Technology, UBS
|
11:10 AM - 11:30 AM (20 mins)
| Networking Break |
11:30 AM - 11:55 AM (25 mins) | Presentation
Enterprise-wide stress testing: Preparing for recessionary concerns
- What factors must be considered in stress testing with the rising recessionary concerns?
- Creating stress tests that are not too aggressive or conservative
- Being forward looking and adjusting stress tests to position banks for the future
Speaker:
Yojiro Yanagi, Head of Risk Management Banking Solutions, APAC, SAS
|
11:55 AM - 12:35 PM (40 mins) | Fireside Chat
Integrating climate risk into credit decisioning
- The current challenges of integration of climate risk into credit decisioning
- Using alternative data to create accurate models
- How to navigate the uncertainty of climate risk for credit decisioning?
- Is it viable to have climate risk impact short term credit decisioning?
Moderator:
Namit Khanna, Global Accounts Director, Financial Services, SAS
Speakers:
Amit Bansal, Chief Operating Officer and Head of Strategic Initiatives of Enterprise Risk Management, Standard Chartered Bank
Dr Richie Lee, Senior Vice President, Head of Sustainability, UOB
Martim Rocha, Director and Global Head of Risk Banking Solutions, Risk Research and Quantitative Solutions, SAS
|
12:35 PM - 1:00 PM (25 mins) | Panel Discussion
Tackling credit risk during market uncertainties
- How has the past few years impacted the banks understanding of their credit portfolios?
- Building models around the unique market conditions to assess credit risk
- What position can banks take to offset the possibilities of credit defaults?
Moderator:
Yin Lu, Principal Risk Advisor, SAS
Speakers:
Frederick Shen, Former Senior Vice President and Head of Business Management for Global Treasury, OCBC
Martim Rocha, Director and Global Head of Risk Banking Solutions, Risk Research and Quantitative Solutions, SAS
|
1:00 PM - 2:00 PM
| Lunch |
2:00 PM | End of Future Risk Forum 2023
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