09:00 – 09:05
Chairperson’s Opening Remarks | Day 1
09:05 – 09:30
09:30 – 10:15
Hesitancy with LIBOR: Preparation for the transition
- What have we learned from the markets response to new alternative rate products
- New transitional rate and how it will impact the timeline
- Operational inefficiencies that still plague the banks
- How to prepare for the potential dangers of the ‘wait and see’ approach from the market
10:15 – 10:55
Opportunity to Build Efficiency Around Operations with UMR Phase 5
- How to navigate through new legal agreements for IM exchanges
- The challenges of working with third-parties and complying with UMR
- Opportunity to build efficiency around collateral management workflows
- How to manage risks with the new SIMM calibration process
10:55 – 11:35
Navigating the Challenges of FRTB Data Issues
- How to choose between the standardised approach and internal approach
- The benefit of having a standardised data regulation
- Mitigating capital risks and monitoring capital ratio requirements
- Solving the technology infrastructure risks and creating a resilient model
11:35 – 12:05
Collaborating Together to Build an ESG Driven Market
- How Japan has responded to the environmental concerns and obliging to TCFD reporting
- Monitoring supply chain for businesses to advocate for sustainability
- What products are available and how to support the ESG investments
- New technologies that are being utilized within ESG
12:05 – 12:45
Creating Model Risk Management Frameworks: Preparing for model fallibility
- Building model risk management infrastructures to mitigate damage
- What does a proper model risk governance and model risk validation look like
- Navigating model risks with a lack of data support
- Improving model performances using AI and machine learning
12:45 – 12:45
End of Risk Japan Day 1
09:00 – 09:45
Approaching Credit Models with Uncertain Factors
- The differences between approaching credit risk as a small bank vs large bank
- How to approach customers unable to repay loans
- Basel’s impact on building credit models and how to maximize effectiveness
- How to utilize technology to optimize credit risk models
- How to adjust for prolonging debt forgiveness but having enough room to invest
09:45 – 10:25
The Digital Era: How to mitigate risks during the transformation?
- What are risk controls that can be placed?
- The plethora of risks when digitalizing banking
- Educating employees to be aware of working environments
- Building efficient systems with the new normal
10:25 – 10:50
The Evolution of Fraud and AML: Internal and External Threats
- The digitalized world and unknown types and sources of threats
- Transactional behaviour and how it impacts systems and controls
- The challenge of early detection and reporting
- Fraud and AML regulatory compliance in Japan
- How to utilize cloud technology to enhance fraud risk detection
10:50 – 11:30
Buy-side Perspective: The Uncertainty Behind Liquidity Risk
- What is Japan’s current position with regulations for liquidity risk?
- What to be aware of for liquidity risk regulations in 2022?
- How to understand the liquidity threshold for different products?
- With varying levels of liquidity, how to create a risk mitigation framework?
11:30 – 12:00
The Potential of Cryptocurrency: How to navigate the volatility and unpredictability?
- How does the Japanese market view cryptocurrencies?
- The viability of cryptocurrency as an asset class or currency
- What are the risks that still exists even with strong regulations from FSA?
- Are the regulations to constrictive for the growth of cryptocurrency in Japan?
12:00 – 12:40
Business Continuity Management: Building an operational resilient risk framework
- The growing risk of cybersecurity and the next big cyber attack
- Managing the health and safety of the staff
- How to sustain a business when restrictions are put into place?
- Case study: Innovating businesses for a post-COVID world
12:40 – 12:40