09:00 Welcome from the Chairman

Trevor Persaud
Chairman
GIPS Asia Pacific

09:10 CIO Panel Discussion: The Future Role of Risk and Performance Management for Investment Portfolio Management

• How to build a more informed risk management model for CIOs?
• Performance management: Is it just reporting?
• How to optimise the utilization of sophisticated risk and performance tools for investment portfolio management?
• What’s the future role of risk and performance officers in investment decisions?

Panellists:

10:00 Panel Discussion: Outsourcing Risk and Performance Management: Pros and Cons

Today, more and more firms are taking a closer look at outsourcing their investment risk and performance management. For many investors, delegating these tasks to third-party experts helps reduce time spent on administration in order to devote more attention to clients and portfolios. Within this panel discussion, the CIOs will discuss their perspectives on risk and performance outsourcing and challenges they will face.

• Understanding outsourcing options
• Why outsource? A question of time and money
• Operations outsourcing and investment reporting
• Key considerations for evaluating an outsourcing deal
• Outsourcing for today’s challenges and beyond

Panellists:

11:20 Strengthening Liquidity Risk Management: Modeling and Calculation Methodologies

• Identifying liquidity risk drivers
• Quantify liquidity outflows in all scenarios for each risk driver
• Identify cash flows to mitigate liquidity shortfalls identified
• Designing stress scenarios and probabilities
• Selecting models of stress testing
• Determine net liquidity position under each scenario
• Basic framework for calculating the liquidity-adjusted VaR incorporating market liquidity

Addy Suhut
Co-Head, Analytics & Risk
AmInvestment Management Sdn Bhd

12:00 Advanced Liquidity Risk Management Techniques: Highlighting Key Principles to Guide Risk Management Approaches

• Reviewing risk management approaches
• Examining detailed internal reporting and control systems and meaningful public disclosure
• Implementing strategies for the day-to-day management of funding of all kinds of liquidity risks
• Formulating contingency plans to respond to the potential early warning signals of a crisis Institute of International Finance (IIF)
• Developing robust forecast models

Nicola Nicoletti
Head of Strategy and Risk
EIP

13:40 Roundtable Discussion: Risk Management Practices for Southeast Asian Institutional Investors Investing into EU/US

This roundtable discussion will allow you more time with your peers to discuss about risk management of investments to EU/US: How it works to mitigate risks.

Attendees will be divided into 4 groups. Each group will be led by a facilitator and a speaker from each group will be nominated to share the discussion results.

• Preparation requirements: Documents and regulation compliance
• Scenario planning: Examining risk analysis process for an unforeseen event
• Analyzing approaches for risk management compliance
• Key considerations for the investment process

Moderated by Chairperson

14:20 Integrating Multi-Asset Class Performance Measurement and Attribution Methodologies

• Evolution of attribution methodologies
• Risk- adjusted performance measurement
• Reviewing current modeling and calculation strategies
• Convergence of performance measurement, attribution and risk
• Identifying current limitations and future developments for multi-asset class portfolio management

Aparna Nirgude
SVP & Chief Risk Officer
SBI Funds management

15:30 Effective Approaches for Risk Management and Performance Attribution of Alternative Assets with Different Lifecycles

• Analysing different approaches for alternative asset risk and performance management
  • Private equity
  • Real estate
  • Hedge funds
• Case studies of valuing alternative assets with different lifecycles

Philippe Jauer
Chief Investment Officer GFI Asia
Amundi Singapore

16:10 Managing the Risks of Inflation-Indexed Bonds

• The development of the Asia area sovereign inflation-linked bond market
• Analysing the risks of inflation-indexed products in Asia
• The role of inflation-linked bonds in matching pension liabilities
• Understanding inflation-linked bonds, debt indexation and maintaining price stability

Marion Le Morhedec
Head of Inflation Portfolio Management - Global Rates Fixed Income Director
AXA Investment Management *

16:50 End of Conference and Closing Address by Chairman