Agenda

9:30-10:20	Keynote-1
	Risk Governance of Financial Institutions and International Regulations Shiro Katsufuji Deputy General Manager Corporate Risk Management Division Mitsubishi UFJ Financial Group, Inc.
10:30-11:20	Panel Discussion
	Next Issues For Financial Regulatory Framework and Approaches to Stress Scenarios Shunpei Takizawa Tokio Marine Holdings, Inc. Takashi Nakayama Senior Manager Deloitte Touche Tohmatsu LLC Yasuhiko Tara Group Manager, Market Risk Management Group, Risk Management Department Sumitomo Mitsui Trust Bank Limited. Shiro Katsufuji Deputy General Manager Corporate Risk Management Division Mitsubishi UFJ Financial Group, Inc. <Moderator> Atsuhito Sakai Senior Managing Director Representative in Japan Guggenheim Partners LLC
11:20-11:40	Coffee Brak
11:40-12:20	Lead Sponsor Session
	Integrated Finance & Risk approaches in the financial services industry Volker Mohr Chief Solution Expert, Industry Business Unit Insurance SAP SE The Financial Services Industry is challenged with an ever increasing number of accounting and risk initiatives, such as the new international valuation standards for Insurance contracts (IFRS4), financial instruments (IFRS9) or new solvency regimes such as Solvency II. The presentation will provide a brief overview on these initiatives and explore best practices for IT architecture, business content and implementation of standard solutions. SAPs integrated Finance & Risk Architecture and related business solutions are introduced and the potential of various innovations, such as SAP HANA is discussed in this context.
12:20-13:20	Lunch Break and Networking (Please join the buffet lunch prepared at Exhibition area.)
	A-Track	B-Track
13:20-14:00	A-1	B-1
	Consistent Modelling for JPY IR: Real and Risk-neutral Worlds Janghyuk Youn, Ph. D. Senior Financial Engineer Numerix Japan Co., Ltd. The new trend emerging is the use of sophisticated stochastic simulation frameworks, which can be used to produce risk neutral and real world economic scenarios. If you have a consistent modelling dynamic between your risk neutral models and your real world models, you can build out a nested stochastic framework that’s consistent. Then the question is what is the proper model and calibration method for RN and RW. In this presentation, model selection criteria and separate calibration procedure are introduced to meet purpose of each measures.	Risk Management by Overseas Financial Institutions Nobue Matsushima Business Development Manager EMC Japan K.K.　RSA Division This session explains how to manage increasing several risks around financial industries and how organizations can change discussion about risk from the “Risk Landscape” to the “Opportunity Landscape.”
14:10-14:50	A-2	B-2
	Downside Risk Evaluation Technique for Economic Tracking Portfolio Takashi Yamashita Deputy Director, Research Department Government Pension Investment Fund Over the past decades, a considerable number of studies have been conducted on the portfolio construction based on the downside risk instead of the traditional Markowitz MV-approach. Besides an economic tracking portfolio is sometime necessary for long term investor such as public pension. This presentation describe the evaluation technique of downside risk for an economic tracking portfolio.	Enterprise Regulatory & Accounting Soluitons Deval Bhalja Team Leader Pricing Specialist Asia PacificBloomberg L.P. The Enterprise Regulatory and Accounting Solutions are designed to help financial services firms manage regulatory and accounting disclosure requirements. Our products help clients perform credit concentration analysis, capital adequacy calculations, and identification of underlying market data needed in fair value pricing and liquidity assessments.
14:50-15:10	Coffee Brak
15:10-15:50	A-3
	Risk Appetite Framework: Structuring Profitable and Transparent Governance - The Role of the Stakeholders for Corporate Value Improvement Takashi Nakayama, CFA Senior Manager Center for Risk Management Strategy Deloitte Touche Tohmatsu LLC
16:00-17:00	Keynote-2
	Risk Management of an Asset Management Company (Centered on Fiduciary Duty) Yasuhara Yamada Managing Director Head of Risk Management Group Mizuho Asset Management Co.,Ltd

Note: The above agenda is tentative - topic, presentation, and speaker might be changed.