Agenda

Hotel Imperial Kuala Lumpur, Malaysia
27 August 2008 – Conference
28 August 2008 – Post Conference Masterclass

The increase incidence of failures in the financial services marketplace over the past decade has left many with pervasive uncertainty in their minds. Risk Management is still a risky business after all.

The United States' subprime mortgage crisis and its ripple effects on the global credit markets reflects the current challenges in risk measurement and compliance approaches adopted by the financial services industry.

Banks and regulators have been forced to re-price risk and re-examine risk management practices in order to minimise subprime exposure surprises in 2008. While 2007 has been a tough year for many, it seems that the pressure will not ease much in 2008. Treasury experts suggest that corporates will be under as much pressure as ever to improve cash management and treasury performance in 2008.

Amidst the fears and mounting losses from subprime-related investments which raised questions about risk-control management at many institutions, the 'recurrence' of the €4.9 billion loss from a rogue trader, suffered by Société Générale shocked many in the industry as the incident posses a serious threat in further damaging the credibility of the financial industry. Prevention steps taken by financial institutions in the wake of the Barings, are likely now to be strictly reviewed.

It appears that the information gap that occurs between the industry's product development side versus the risk management and compliance side seems to be widening which presents severe implications for the financial sector as a whole.

The Pinnacle Group International (TPGI) and Malaysian Investment Banking Association (MIBA) is proud to bring to you Asia's most knowledge intensive conference that focuses on treasury management, Asset Liability Management techniques, latest trading techniques and risk management and compliance methodologies.

A must for treasurers, traders, fund management and risk management practitioners.

Conference Agenda

Time	Programme
8.00 a.m.	Registration And Exhibition Viewing
9.00 a.m.	Opening Address By Conference Moderator Martin Davis, Managing Director, Causal Capital
9.05 a.m.	Welcoming Speech By Chairman of Malaysian Investment Banking Association Tan Sri Dato' Azman Hashim, Chairman of the Malaysian Investment Association (MIBA)
9.15 a.m.	Regulatory Address by Bank Negara Pn. Nor Shamsiah binti Mohd Yunus, Assistant Governor, Bank Negara
9.35 a.m.	First Keynote Address: Managing Highly Geared/Leveraged Activities - How Can Risk Management Cope with Increasingly Complex Financing & Derivatives Trades? Martin Davis, Managing Director, Causal Capital
10.15 a.m.	Morning Refreshments
OPERATIONAL RISK
10.35 a.m.	Best Practice Operational Risk Management (ORM): Developing An Efficient ORM Framework & Looking Towards Enterprise Risk Management (ERM) Implementing ORM tools throughout the Bank Units, to control and reduce oprisk The oprisk economic capital (& other risk capitals) and the allocation to business units are used in determining RAPM Using ERM to identify which business unit of products create or damaging value to the company Ms Patricia Jalleh, Head of Operational Risk Management, United Overseas Bank
11.15 a.m.	Effectively Using Technology To Make Operational Risk Systems More Actionable Ms Saloni P Ramakrishna, Principal Architect (Risk & Compliance Solutions) & Head Business Development Reveleus & Mantas (Japan & Asia Pacific), i-flex solutions
11.55 a.m.	Networking Luncheon
CREDIT RISK
1.00 p.m.	Credit Capital Models: What Should Be Modeled & What Should Be Focused? Understanding & estimating correlation structure Risk contributions Managing concentration risk Stress testing considerations & treatment of risk mitigation Dr. Chris Marshall, Managing Director , SunGard Asia Pacific
1.45 p.m.	Interactions Between Market, Credit And Liquidity Risks & Their Impact on Capital Requirements Review of current assumptions Best practice on risk dependencies Market/Credit risk compound scenarios in practice Integrating liquidity risks A common framework for a volatile world Ms Corinne Neale, Head of Capital Management BD Asia, Algorithmics
MARKET RISK
2.25 p.m.	Managing And Dealing With Volatility: Exploring The Pricing Of Structures & Understanding The Market Risk Of Structured Products In Current Times Mr Chris Dunn, Director of Singapore Operations, Quantitative Risk Management, Inc
3.05 p.m.	Networking Refreshments
TREASURY & LIQUIDITY RISK MANAGEMENT
3.30 p.m.	Creating A Global Short Term Investment Portfolio – Making Your Cash Work In An Increasingly Challenging Market Determining an active cash investment policy Returns vs risk: mapping your appetite Bank vs. enhanced yields from repos, money market and other cash plus funds Yields, costs and risks and structuring and benchmarking a portfolio Is it time to look at credits yet? Mr Marc Doman, Managing Director, Invesco Aim Global Cash Management
4.10 p.m.	Advanced Treasury & Cash Management Techniques Appropriate strategy and structures in today's markets Liquidity management techniques Working capital management Alternative sources of funding The challenges of the treasury desk in today's volatile and tight credit markets Mr Philippe Jaccard, Managing Director, Citi Global Transaction Services
FINAL WORDS
4.50 p.m.	Mapping Risks: An Integrated And Cross Border Approach How to capture risks in the midst of growth and expansion into new markets? How to effectively assess the link between operational and financial risks? Prioritising risks Valuing risks Understanding risk adjusted rate of capital Instruments to mitigate risk Prof Binay Bhushan Chakrabarti, Professor of Finance , Indian Institute of Management Calcutta National University of Singapore, Senior Visiting Fellow
5.30 p.m.	Closing Remarks By Conference Moderator And End Of Conference Mr Martin Davis, Managing Director, Causal Capital

For more information, please contact:

MIBA (Malaysian Investment Banking Association)
Shanta Mahalingam
Tel: (603) 2711-3991 Ext.103
E-mail: education@miba.com.my

Premalatha Kanniappan
Tel: (603) 2711-3991 Ext.108
E-mail: education@miba.com.my

TPGI PTE LTD (The Pinnacle Group International)
Linda Lim
Tel: (65) 6332-9904
E-mail: linda.lim@tpgi.org

Mae Flores
Tel: (65) 6332-8150
E-mail: mae.flores@tpgi.org