Agenda | SAS

AGENDA

Main
8:30 AM	Registration
9:00 AM - 9:10 AM (10 mins)	Chairperson’s opening remarks
9:10 AM - 9:50 AM (40 mins)	Panel discussion Chief economist: Market outlook for 2023 How will markets respond to the inflationary pressures from 2022? What role will geopolitical relationships play in this new year? Are the Asia markets on an upswing after the past year? Which sector to look at for opportunities in 2023? Moderator: Firdaos Rosli, Chief Economist, Bank Islam Malaysia Berhad Speakers: Siew May Cheow, Country Sales Manager, Intel Mohd Afzanizam Abdul Rashid, Head of Economics and Research, EPF Malaysia Lynette Lee Li Qing, Head of Economic Research, SME Bank Malaysia

Banking Breakout Track
10:00 AM - 10:30 AM (30 mins)	Presentation Climate risk stress testing: What are the challenges and best practices Overview of the current regulatory guidelines for stress testing Has there been a movement to extract robust data sets to enhance models? The role of technology to comply with regulations and adaptable models Speaker: Martim Rocha, Director and Global Head of Risk Banking Solutions, Risk Research and Quantitative Solutions, SAS
10:30 AM - 11:10 AM (40 mins)	Panel Discussion Risk trends in 2023: What are the emerging risks for financial institutions in 2023 What have we learned about the risk management landscape this past year? The regulatory mandates for the next year and the impact on risk managers A focus on fundamental risks with market volatility and changes Are there new risks to be concerned about in 2023? Moderator: Josephine Woo, Chief Risk Officer, PRMIA Speakers: Gilbert Kohnke, Chief risk officer, Maybank Ahmad Shukri Bin Abd Rahman, Chief risk officer, Bank Rakyat Malaysia Jacob Abraham, Chief Risk Officer, Alliance Bank Malaysia Berhad
11:10 AM - 11:30 AM (20 mins)	Networking Break
11:30 AM - 12:00 PM (30 mins)	Presentation Enterprise-wide stress testing: Preparing for recessionary concerns What factors must be considered in stress testing with the rising recessionary concerns? Creating stress tests that are not too aggressive or conservative Being forward looking and adjusting stress tests to position banks for the future Speaker: Yojiro Yanagi, Head of Risk Management Banking Solutions, APAC, SAS
12:00 AM - 12:30 PM (30 mins)	Fireside Chat Integrating climate risk into credit decisioning The current challenges of integration of climate risk into credit decisioning Using alternative data to create accurate models How to navigate the uncertainty of climate risk for credit decisioning? Is it viable to have climate risk impact short term credit decisioning? Moderator: Yin Lu, Principal risk advisor, SAS Speakers: Suren Chelliah, Head of Group Risk Research, Maybank
12:30 PM - 1:00 PM (30 mins)	Panel Discussion Tackling credit risk during market uncertainties How have the past few years impacted the banks understanding of their credit portfolios? Building models around the unique market conditions to assess credit risk What position can banks take to offset the possibilities of credit defaults? Moderator: Ahmad Shukri Bin Abd Rahman, Chief risk officer, Bank Rakyat Malaysia Speakers: Martim Rocha, Director and Global Head of Risk Banking Solutions, Risk Research and Quantitative Solutions, SAS Michael Heck Wei Yap, Head of Credit Risk Model Validation, Maybank Dennis Foong, VP Credit Model Validation, AmBank Group
1:00 PM - 2:00 PM	Lunch
2:00 PM	End of Future Risk Forum 2023

Insurance Breakout Track
10:00 AM - 10:10 AM (10 mins)	Opening Address Introduction by SAS Queenie Wong, Director, Customer Advisory, SAS
10:10 AM - 10:40 AM (30 mins)	Presentation Open and embedded insurance – how technology advancement is changing the operating landscape for insurers Innovations in purchasing landscape and buying experience How the insurance value chain has modernised The importance of data management for actuaries for decisioning process Speaker: Michelle Sun, Head of Insurance Solutions, Risk & Finance Advisory, Asia Pacific, SAS
10:40 AM - 11:10 AM (30 mins)	Fireside chat Challenges on pricing and competitiveneess What has been emerging out of the pricing and competitiveness space? How has the landscape changed from previous years for actuaries? How to stay ahead in a competitive environment? Moderator: Queenie Wong, Director, Customer Advisory, SAS Speakers: Daniel Nee, Chief Actuary, AmGeneral Insurance
11:10 AM - 11:30 AM (20 mins)	Networking Break
11:30 AM - 12:00 PM (30 mins)	Case study ML-driven pricing to open new business segments for Eastern Europe Motor Insurer Speaker: Stepan Vanin, Head of Insurance Advisory, ASEAN, SAS
12:00 PM - 12:40 PM (40 mins)	Panel Discussion The role of technology in the actuarial industry What’s the insurance industry’s view of the challenges and opportunities presented by new data sources? What are the barriers to implementing new technology in the insurance industry? What will be the necessary pricing capabilities of the general insurance industry in the next 5 to 10 years? What steps can the insurance industry take to collaborate with regulators to come to a mutual agreement? Moderator: Queenie Wong, Director, Customer Advisory, SAS Speakers: Michelle Sun, Head of Insurance Solutions, Risk & Finance Advisory, Asia Pacific, SAS Daniel Nee, Chief Actuary, AmGeneral Insurance Jason Cheok, Head of Actuarial Services, RHB Insurance
12:40 PM - 1:00 PM (20 mins)	Presentation Dynamic Actuarial Modelling Dynamic Actuarial Modeling is the latest solution of Actuarial Transformation from SAS. It is a fully governed end-to-end solution, which covers everything from data preparation to modeling, setting up UW rules, automated deployment and integrated reporting. It consists of a standardized and guided workflow to allow for process ownership control and impose structure and consistency in pricing process to promote efficiency, controllability and traceability Speaker: Hao Chen, Senior Insurance Solution Advisor, SAS
1:00 PM - 2:00 PM	Lunch
2:00 PM	End of Future Risk Forum 2023

AGENDA

08:30
Registration begins

Main Event Welcome Plenary

09:00 - 09:10 (10 mins)
Chairperson’s opening remarks

09:10 - 9:50 (40 mins)
Panel discussion
Chief economist: Market outlook for 2023

How will markets respond to the inflationary pressures from 2022?
What role will geopolitical relationships play in this new year?
Are the Asia markets on an upswing after the past year?
Where sector to look at for opportunities in 2023?


Breakout Sessions
Banking	Insurance
10:00 - 10:30 (30 mins) Presentation Climate risk stress testing: What are the challenges and best practices Overview of the current regulatory guidelines for stress testing Has there been movement to extract robust data sets to enhance models? The role of technology to comply with regulations and adaptable models Speaker: Naeem Siddiqi, Senior advisor, risk and quantitative solutions, SAS	10:00 - 10:10 (10 mins) Opening address Introduction by SAS
10:30 - 11:10 (40 mins) Panel discussion Risk trends in 2023: What are the emerging risks for financial institutions in 2023 What have we learned about the risk management landscape this past year? The regulatory mandates for the next year and the impact on risk managers A focus on fundamental risks with market volatility and changes Are there new risks to be concerned about in 2023?	10:10 - 10:40 (30 mins) Keynote session
	10:40-11:10 (30 mins) Fireside chat
11:10 - 11:30 (20 mins) Networking break
11:30 - 12:00 (30 mins) Presentation Enterprise-wide stress testing: Preparing for recessionary concerns What factors must be considered in stress testing with the rising recessionary concerns? Creating stress tests that are not too aggressive or conservative Being forward looking and adjusting stress tests to position banks for the future	11:30 - 12:00 (30 mins) Presentation Open and embedded insurance: how technology advancement is changing the operating landscape for insurers Kenneth Koh, Head of industry consulting, APAC, SAS
12:00 - 12:30 (30 mins) Fireside chat Integrating climate risk into credit decisioning The current challenges of integration of climate risk into credit decisioning Using alternative data to create accurate models How to navigate the uncertainty of climate risk for credit decisioning? Is it viable to have climate risk impact short term credit decisioning? Moderator: Naeem Siddiqi, Senior advisor, risk and quantitative solutions, SAS	12:00 - 12:40 (40 mins) Panel discussion What’s the insurance industry’s view of the challenges and opportunities presented by new data sources? What are the barriers to implementing new technology in the insurance industry? What will be the necessary pricing capabilities of the general insurance industry in the next 5 to 10 years? What steps can the insurance industry take to collaborate with regulators to come to a mutual agreement?
12:30 - 13:00 (30 mins) Panel discussion Tackling credit risk during market uncertainties How has the past few years impacted the banks understanding of their credit portfolios? Building models around the unique market conditions to assess credit risk What position can banks take to offset the possibilities of credit defaults? Moderator: Naeem Siddiqi, Senior advisor, risk and quantitative solutions, SAS	12:40 - 13:00 (20 mins) Presentation Dynamic Actuarial Modelling
13:00 - 14:00 Lunch
14:00 End of Future Risk Forum 2023