Programme

08:10   

Registration

09:10

Welcome remarks

09:15

Keynote address: Overview on the new regulations concerning margin requirements on uncleared OTC derivatives

Tomohiro Miura, Director, Prudential Standards Office, Supervisory Bureau, JAPAN FINANCIAL SERVICES AGENCY

09:30

Panel discussion: Collateral management in a cross-border context

  • Efforts in promoting a smooth and efficient cross-border flow of collateral
  • Managing the capital and funding requirements under latest regulatory changes and market development
  • Strategies to maximise capital efficiency, reduce complexity and promote collateral mobility
  • Cross border mobilisation of collateral: Recommendations for industry best practices

Moderator:
Hiromu Chuma,
Representative Director, President and CEO, THE BANK OF NEW YORK MELLON TRUST (JAPAN)

Speakers:
Shinya Kato,
Director, BNY MELLON MARKETS/ Senior Sales and Relationship Manager, THE BANK OF NEW YORK MELLON SECURITIES COMPANY JAPAN LIMITED, TOKYO
Hiroshi Suzuki, Senior Vice President, Debt Finance Dept. (DFD), Global Securities Business, SUMITOMO MITSUI BANKING CORPORATION (SMBC)
Kumiko Uchiyama, Assistant Manager, Derivatives Documentation, Markets and Global Business Planning Division, MITSUBISHI UFJ TRUST AND BANKING CORPORATION
Takehiko Igarashi, Bank Resource Management / Executive Director, Head of Client Financing & Secured Financing, MORGAN STANLEY MUFG SECURITIES COMPANY LIMITED

10:30

Coffee break

11:00

Presentation: Lessons learnt from the first phase of NCMR initial margin and global collateral management trends

  • Lessons learnt from larger market participants in the first phase of NCMR Initial Margin
  • What to expect for the next phase
  • Best practices and what can be leveraged from other collateral management market segments
  • Update on Global Collateral Management trends

Graham Gooden, Executive Director, Head of EMEA and APAC Agency Collateral Management, J.P. MORGAN

11:30

Panel discussion: Post variation margin big bang – what’s next?

  • The aftermath of the March 2017 implementation
  • How are banks coping with the changing margin agreements?
  • Best practices on documentation process, entity set-up, operational efficiency, collateral optimisation etc.
  • Addressing the concerns around settlement timings, treatment of counterparties and segregation requirements
  • Balancing the policy requirement of reducing risk in the market given the realities of market situation

Moderator:
Seiichi Tanaka,
General Manager, Wholesale Operations and Procedures Planning Office, MITSUBISHI UFJ MORGAN STANLEY SECURITIES

Speakers:
Teruhiko Kuniyasu,
Head of Margin Call and Reconciliation Operations, ALM Department, MIZUHO BANK
Chiharu Yamagami, Asia Head of Liquidity and Collateral Operations, and Operations Data Quality Management, GOLDMAN SACHS JAPAN
Hiroaki Usui, Executive Director, Transaction Legal Department, NOMURA SECURITIES
Yuichiro Terui, Managing Director, Head of Japan Investor Services Sales, J.P. MORGAN SECURITIES JAPAN

12:30

Lunch

13:30

 

Presentation: Past and future: Developments of collateral management after Lehman Shock


• Pre-Leman era of collateral management
• Post-Leman impacts on collateral management
• Regulatory time frame of collateral management
• Experience in collateral shortage?
• Where does collateral management go from here?

Toru Hanakawa, Managing Director, BNY Mellon Markets, THE BANK OF NEW YORK MELLON SECURITIES COMPANY JAPAN

14:00

 

Fireside chat: Collateral management - moving valuation to cloud

• Meeting the challenges of new regulatory regime
• Utilising the efficiencies of cloud computing to ease operational complexity for buy-side firms
• Addressing infrastructure challenges with minimal cost
• Will cloud computing be the future of collateral management?

Interviewer: Blake Evans-Pritchard, Asia Senior Staff Writer, Regulation, RISK.NET
Shawn Paul, Managing Director, CLOUDMARGIN

14:30

Coffee break

15:00

 

Presentation: XVA sources & resources

• Where are the sources of XVA?
• What risks and costs remain after the uncleared margin rule mitigated systemic counterparty credit risks?
• How can we optimise funding and capital resources?

Shinichiro Itozaki, Senior Manager, Financial Engineering Division, MITSUBISHI UFJ MORGAN STANLEY SECURITIES CO., LTD.

15:30

Panel discussion: The evolution of collateral management: standardisation and automation

  • Moving from traditional product silos and manual solutions to automation
  • Standardising collateral management practices across legal, sales, middle and back offices
  • Drivers of successful margin communications
  • Improved data architecture to facilitate more exotic and complicated trades
  • Prevalence of multi-instrument collateral management platforms

Moderator:
Michael Reeves,
OTC and collateral management expert
Speakers:
Seiichi Tanaka,
General Manager, Wholesale Operations and Procedures Planning Office, MITSUBISHI UFJ MORGAN STANLEY SECURITIES
Masahiro Ehara, Managing Director, Head of Tokyo Operations, GOLDMAN SACHS JAPAN

O'delle Burke, Executive Director, Head of Coolateral Management Product, Investor Services APAC, J.P. MORGAN

16:10

Closing remarks and end of forum

 

Asia Risk reserves the right to change the programme where necessary.

 

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