#FIINPRO TALK #2: Market Risk Management
The State Bank of Vietnam introduced the roadmap of restructuring banking system in Vietnam in 2011. After 5 years, some banks had to merge into others, bearing a negative charter capital or a huge loss. The real situation leads to an urging need of risk management, especially market risk at banks in particular and financial institutions with investments in general.
The State Bank of Vietnam introduced the roadmap of restructuring banking system in Vietnam in 2011. After 5 years, some banks had to merge into others, bearing a negative charter capital or a huge loss. The real situation leads to an urging need of risk management, especially market risk at banks in particular and financial institutions with investments in general. Market risk management has not been fully aware of or a priority at banks, securities companies, fund management companies or investment companies in Vietnam.
Cyclical industries such as banking and real estate in Vietnam have seen an impressive CAGR growth over 2011-2015 period thanks to loosing monetary policy, low interest rate and account growth. After a high growth cycle it is crucial and pressing to prioritize, identify and measure the market risk.
FiinPro Talk # 2 with the topic " Market Risk Management " will provide investors, analysts, risk managers updated information and methods to identify and manage risk so that they can build a strategic portfolio management more effectively.
Being the most comprehensive and in-depth financial database for Vietnam, FiinPro® has gathered some important and helpful indicators to measure the market risks that we desire to share and analyze with customers.
Discuss the key activities of a market risk management operation (Front Office, Middle Office and Back Office).
- Apply best practices in the identification of market risk
- Apply best practices in the measurement of market risk to include Value at Risk, stressed VaR, scenario VaR for different risk types (FX, equity, interest rates)
- Stress testing, scenario analysis and back-testing
- Apply best practices in the monitoring of market risk
Benefit to Participants:
- Update knowledge of market risk management
- Assess the market risk condition in Vietnam
- Answer hot questions concerning types of risk management
- Network as well as meet with industry experts to learn their experience and sharing
- Experience in using FiinPro platform
Who should Attend:
Officials from analysis, portfolio governance, risk management of the:
- Fund Management Companies
- Securities firms
- Investment consultant firms
- Insurance Companies
- Investment corporations
Mr. Harry Hoan Tran, CFA
He is a member of the UK Society for Investment Professionals and a Fellow of the UK ACCA Association. He has been working more than 16 years as an investment manager and structured finance associate director with respected financial services companies (Lehman Brothers, Lloyds TSB Bank and PwC)
Mr. Pham Hai Au
Mr. Au is currently Head of Supervisory Board at Lien Viet Post bank. From June 2014 to Dec 2015, he was a Deputy General Director in charge of Risk Management at Lien Viet Post Bank.
From May 2011 to June 2014, he constantly held important positions at VietinBank as Head of Market Risk Management, Head of Operational Risk Management, Project Leader of System Operation Murex.In 2008, prior to the banks of Vietnam, Mr. Pham Hai Au was working in Deustche Bank as a risk management expert since 2008. From 2001-2008, he was an auditor, operation consultant at PwC Vietnam
- 13:30 – 14:00: Registration and networking
- 14:00 - 14:10: An opening speech by Mr. Nguyen Quang Thuan – CEO of StoxPlus
- 14:10 - 14:40: A talk of market risk management by Mr. Hoan Tran
- 14:40 - 15:10: Panel discussion
- 15:10 - 15:20: Introduction of FiinPro platform
- 15:20 - 15:30: Introduction of Biinform Portal
- 15:30 - 15:40: Break
- 15:40 - 16:10: Q&A
- 16:10 - 16:15: Closing and remarks
- Total: 100-120 people
Time and place:
- When: Aug 19, 2016
- Time: 13h30 – 16h00
- Place: Hoa Binh hotel – 27 Ly Thuong Kiet – Hoan Kiem - Hanoi
- Language: Vietnamese
Organizer and support:
- Organizer: StoxPlus
- Media sponsor: VIR
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