08:50 Opening Address and Welcome from the Chairman

Marc Rubenfeld
Head of Performance Measurement Engineering
Eagle Investment Systems

09:00 Valuing and Modeling the Risk Exposures of Fixed Income Securities and Their Derivatives

• Risk management of fixed income securities
• The measurement and management of interest rate risk
• Analysing risk measures in one-factor and multi-factor diffusion models

Ser Sze Puah
Practice Leader
Towers Watson Malaysia

09:40 Integrating the Management of Various Risks to Optimise Investment Decisions

• Developing approaches to analyse various risks when making investment decisions including
  • Credit risk
  • Market risk
  • Liquidity risk
• Integrating historical risk analysis into current risk management framework
• Ensuring regulatory compliance of the guidelines on sound risk management practices

Madhu Gayer
Senior Vice President
Northern Trust Company of Hong Kong Limited

10:50 HuaAn Assest Management Case Study: Risk Management of foreign direct investments (FDI) in mainland China through RQFII – Perspectives from the First Approved RMB Qualified Foreign Institutional Investor (RQFII)

• Identifying the types of investments that are available to these institutional investors under the new FDI scheme
• What are the rules of risk management governing RMBdenominated investments in China through RQFII?
• Investing in mainland bonds and equities – paying attention to the details on sales documents in order to understand product information, operation mode and relevant risks
• Managing single-market, bond related & currency risks when investing into RQFII funds
• Key considerations of risk management through fund-based and securities-based RQFII investment products
• Practical advice on HuaAn Asset Management’s RQFII investment products

Yizhi He
Director of Risk Management
HuaAn Asset Management

11:30 Developing Risk Management Strategies and Aligning with Individual Southeast Asian Institutional Investors’ Investment Philosophy

• Risk management requirements and strategies in the market
• Southeast Asian institutional investors’ perspective: Regulations and political stability
• Measuring and mitigating counterparty risk in in Southeast Asia
• Data acquisition and evaluating data management in Southeast Asia emerging markets

Peter Dobson
Risk Director
Basis Capital Group

12:10 Risk Sharing in the Mutual Fund Industry

• Managing redemption risk and ownership costs
• Asset fire sales and price pressure
• The co-insurance role of internal capital markets
• Trade coordination and liquidity provision
• Moral-hazard and risk-shifting incentives

Luis Filipe Goncalves-Pinto
Assistant Professor of Finance
National University of Singapore

14:00 Roundtable Discussion: Methodologies for Fixed Income Attribution

• What works and what doesn’t for fixed income attribution?
• Returns based regression methods
• Specific benchmark calculations: Notional funds
• Decomposing the yield curve

This roundtable discussion will allow you more time with your peers to discuss about practical advices on fixed income attribution: What’s the challenges and effective methodologies.

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.

Marc Rubenfeld
Head of Performance Measurement Engineering
Eagle Investment Systems

14:40 Solution Marketplace: Evaluate and Discover the Best Solution to Support Your Risk and Performance Management in 2012

Join the exclusive IPARM Southeast Asia marketplace to benefit from an intense roundrobin evaluation session and discover the best solution to support investment risk and performance management in 2012. The room will be split into focused stall front booths, each featuring pre-qualified solution providers recommended as leaders in the industry by investment, portfolio, risk and performance heads. Each participant will be given an objective “game card” to complete at the marketplace for each solution provider stall front.

Categories of solution providers include:

• Risk Management Solutions
• Performance Management Solutions
• Market data solutions
• Portfolio Management Solutions
• Investor/Client Reporting solutions/ Documentation solutions for client reporting
• Risk and Performance Management consulting

Moderated by Chairperson

16:10 Insurance Company’s Perspective: Asset Allocation Strategy for Risk Management

• Liabilities structures in terms of durations and expected yields within risk and ALMA perspective
• Investment policy driven by liabilities structures within risk and ALMA perspective
• Asset allocation strategy and other limitations for risk management
• Measuring investment risks and returns relative to liabilities on an economic or market value basis
• Considering regulatory restrictions and accounting targets as important
• Impact of diversification: Comparison of individual undiversified single investment risks to diversified investment risks relative to liabilities

Sariniatun Dulah
Head of Risk Management
BNI Life Insurance

16:50 Evaluating the Role of Data Management when Integrating Risk and Performance Measurement

• Accessing timely and accurate data
• Gauging risk exposure from structured and unstructured data
• Adapting to the evolving market: acquiring real-time data and daily analysis
• Gain practical advice on how to manage data when pricing and modeling for performance

Wanying Bi
Chief Risk Officer
Harvest Fund Management

17:30 End of Day One and Closing Address by Chairman