Agenda - September 28th, Island Shangri-La Hong Kong

8:30-9:00 Registration / light Breakfast

9:00-9.15 Welcoming - Chris Jeffery, Editor, Asia Risk

9.15-10:00 Presentation – Evolution of our CVA business, Past, Present, and Future

Emmanuel Ramambason, Global Head of CVA Trading and Credit Hybrids Trading, BNP Paribas

10:00- 10:45 Presentation – Hedging Solutions for Counterparty Exposures

David Bachelier, CVA and Credit Hybrids Trading, BNP Paribas

Atul Sancheti, Structuring Solutions, BNP Paribas

10:45-11:15 Break

11:15-12:15 Panel Session - CVA 101

• CVA desk set-up and mandate
• Methodology
• Trading

Moderator:

Bill Smith, Risk Management, KPMG

Panelists:

Emmanuel Ramambason, Global Head of CVA Trading and Credit Hybrids Trading, BNP Paribas
Andrew Rothery, Regional Head of LEMG, Asia Pacific, Deutsche Bank
Feng Chang, Counterparty Credit Risk Management, Credit Suisse
Thibault Muir, Cross Asset - CVA Trading – Asia, Nomura

12:15-13:00 Presentation – The importance of Symmetrical Collateral Agreements

Nicholas Fowle, Fixed Income Treasurer, BNP Paribas

13:00-14:30 Lunch and Networking

14:00- 15:00 Presentation - Global Credit Markets in a Changing Regulatory Landscape

Robert McAdie, Global Head of Credit Research and Strategy, BNP Paribas

15:15 - 16:15 Panel Session - Changes ahead

• Basel III regulatory changes
• Accounting standard
• Development of large domestic markets (Korea, India, China..)
• Clearing house
• Fights ahead

Moderator:

Bill Smith, Risk Management, KPMG

Panelists:

Xavier PUJOS, Fixed Income - Head of COREM, BNP Paribas
Guillaume DIEU - Fixed Income - Counterparty Risk Trading, BNP Paribas
Oliver Bettin, Head of Global Finance & Foreign Exchange Credit Products Group, Asia Pacific, Deutsche Bank
Hiroki Tomiyasu, Morgan Stanley

16:15 – 16:45 Closing - Benjamin Jacquard, Global Heads of Credit Trading, BNP Paribas

16:45 - 18:00 Cocktails and Networking