Speakers

Mr. Noyes is based in Hong Kong and heads the offices in Hong Kong and Singapore.  His focus is on strengthening ISDA’s relationships in the Asia Pacific region.  One of his areas of interest is extraterritoriality and global regulatory conflict, subjects on which he has published several articles and made numerous public presentations.

Mr. Noyes serves as an invited consultant in the Hong Kong Securities and Futures Commission’s Product Advisory Committee and an external reviewer of the OTC Clearing Syllabus for the Hong Kong Securities Institute and is a non-executive member of the HKEx OTC Clear Users Committee.  Mr. Noyes was also formerly the international participant member of the AFMA Benchmarks Committee.

Mr. Noyes joined ISDA in October 2007.  He is fluent in Mandarin and English.  He is a pioneer in Asian derivatives markets, setting up Merrill Lynch’s equity derivatives desk in Hong Kong in 1992 and has also worked in Asia for such firms as Taiwan Securities (HK) Co., Bear Stearns Asia Limited, and S.G. Warburg.

Mr. Noyes holds an MBA degree from University of California, Los Angeles and an AB from Dartmouth College and spent a year studying economics at Beijing University.

Rishi Kapoor joined ISDA Hong Kong as Director, Policy, Asia Pacific in January 2015.

Rishi is a markets practitioner in the cash and derivative markets, in both the exchange-traded and over-the-counter spheres. His role at ISDA spans a broad range of jurisdictions and policy fronts in the derivatives world, including implementation of the G20 post-crisis reform agenda, the impact of fintech in shaping today’s financial markets, the life cycle and dynamics of trading from pre to post-execution, cross-border regulatory and fragmentation concerns, financial benchmarks reform, the macro and micro-structures of markets, Basel capital requirements and maintaining the robustness of financial market infrastructures, among others. He is dedicated to helping ISDA members further their understanding of reforms and market developments across the region at the strategic, practical and technical levels, and leads a number of pan-Asian ISDA working groups. As a key advocate for ISDA and its members in the Asia-Pacific, he has delivered numerous international presentations, liaises frequently with regulators globally and closely follows supranational developments, including at CPMI, BCBS, FSB and IOSCO.

Prior to joining ISDA, Rishi was a Markets Analyst in the Financial Market Infrastructure team at ASIC in Sydney, Australia. In his 5.5 years there, he gained significant experience in the exchange-traded equity and derivative markets across the various areas of market microstructure, and was an integral part of the team responsible for implementing Australia’s G20 OTC derivatives reform agenda. He was also a member of the Council of Financial Regulators, a strategy-level group of senior members of Australian financial regulatory agencies, and was the recipient of an Australia Day Medallion in 2014 for his contributions to OTC derivatives reform. Rishi began his career at Deutsche Bank AG Sydney, where he led a team responsible for processing structured equity and interest rate derivatives traded out of Sydney, Singapore and Hong Kong.

Rishi holds Bachelor of Commerce and Bachelor of Arts degrees from the University of New South Wales, with majors in Political Science, History, Finance and International Business.

Kishore is the founding partner of Temple Grange Partners (TGP) Asia business. He comes with over 18+ years of industry and consulting experience in equities, derivatives, risk management, banking regulatory reforms and wealth management domain spanning across multiple continents including Americas, Europe, Asia & Japan. His work includes advising global and regional banks and financial market infrastructures covering a range of regulatory mandates including derivative reforms, MiFID II, Volcker reforms, FRTB reforms, OTC Derivative Margin reforms, Basel – IV capital rules among other things. He has several international publications to his credit and is featured on several leading international conferences and seminars.

Karim Chabane is a Director within Citi Futures, Clearing and Collateral division based in Hong Kong and Regional Head of Collateral Management for Asia Pacific. He has responsibility within Investor Services Division for all aspects of the margining and collateral management products to Citi's customers including Investors, Banks and Financial Intermediaries.
Karim joined Citi in January 2011 from Euroclear Bank, the International Central Securities Depository to take responsibility of regional product management of the Citi collateral management and administration services before taking the Regional Head role.
While at Euroclear, Karim spent two years as Head of Product Management for the Asia-Pacific region covering the full range of Euroclear's products and services, including settlement & custody, collateral management and fund processing.
Prior to this, Karim spent 18 years at Euroclear 's head office in Brussels and held various senior positions across Cash & Treasury Operations, Sales & Relationship Management covering London-based brokers and investment banks, Project teams for some major market and infrastructure initiatives as well as Product Management.

Jeffrey Duan is a trader based in HK responsible for pricing, risk managing and hedging collateralized counterparty risks and the bank’s own funding risk in Asia.  He joined Deutsche Bank London office in 2006 and subsequently worked as quantities credit risk manage and a CVA trader.  Prior to that, he worked in various credit risk and market risk management roles with CIBC and HSBC in North America and China respectively.

Mr. Duan holds a Master degree in Business Administration from University of Toronto, Rotman School of Management and a Bachelor degree in Mathematics from Fudan University, China.   He is a CFA Charter holder.

Martin Wong is currently the Head of Legal, Asia for MUFG Securities, the international (non-Japan) securities business of the Mitsubishi UFJ Financial Group. 

Martin has worked in a number of banks and law firms in his career, and has been involved with the development of derivatives and structured products, whether bilateral, centrally cleared or securitised, with institutional and retail investors in this region. He has been involved with a number of industry initiatives with ISDA, other trade associations and with the dealer community on topics such as local law master agreements, definitions booklets, legal terms on the offshore Renminbi market in Hong Kong, and the establishment of central counterparties for OTC derivatives in this region. 

Mr. Wong is a New South Wales, Hong Kong and English qualified solicitor, and is fluent in Cantonese, Mandarin and English. He holds a Bachelor of Laws degree with honours and a Bachelor of Commerce degree from the University of Sydney, Australia.

Ben Watson is the CEO of Maroon Analytics Australia, a Quantitative Analytics Consultancy that helps Banks and Financial institutions with any aspect of their quant requirements. Maroon has been helping its clients with some of the more complex issues that they face today, such OIS discounting, XVA pricing, Initial Margin modeling, and market and credit risk management.

Ben has recently developed a full-featured risk management system called Quantics. This system is currently being rolled out to a wholesale fund manager that is being used to manage the credit and market risk, as well as provides full profit and loss attribution on a large credit portfolio.
Ben came to the Maroon business with 23 years working for Investment Banks as a Quantitative Analyst. Up to 2012, he was the APAC regional head of the Quant function for RBS, and before that he was the local head of Quantitative Analytics at ABN AMRO Australia. Working directly with traders he has a long track record of building real-time pricing and risk management systems. He has built Credit, Bond, Swaps, FWD FX, Swaptions, Inflation Bonds and Swaps, MBS, CDS pricing and trading systems for the front office. While at RBS he managed the successful OIS migration of a large derivatives trading book and since working as has a consultant, he has advised and helped implement a number OIS migration projects.

As part of the Marron Analytics offering, Ben has developed a number of training courses in OIS Discounting, Counterparty Credit, and CVA, XVA, Initial Margin, Stress Testing, Pricing Fixed Income products, VaR/ Expected Shortfall and VBA for Finance. He has delivered these training courses across Australia, Taiwan, Singapore, US and New Zealand.