Seminar: Setting Up a Treasury Center in Hong Kong and Enterprise-wide Stress Test (於2015/8/12更新)

2015-10-16

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截止報名日期: 2015年10月9日(五)


日期: 2015年10月16日 (五) (於2015/8/12更新)
時間: 6:30pm - 8:45pm (CPD: 2)
地點: E&Y office, 22/F CITIC Tower, 1 Tim Mei Avenue, Central, Hong Kong
語言: 英語
對象: 對本次活動有興趣的人士,不限於會計師



內容:
1) Setting Up a Treasury Center in Hong Kong
6:30pm - 7:30pm

•    Why a regional treasury center is worth considering?
•    What are the different possible activities of a treasury center?
•    What are the regional considerations driving the choice of location, how does this change and how does Hong Kong positions itself?
•    What are the requirements to get a treasury center in place in terms of tax / operations / governance / risk?

2) Enterprise-wide Stress Test
7:45pm - 8:45pm

•    Enterprise-wide stress test from banking experiences
•    Identifying scope of stress test
•    Determining risk factors and stressed scenarios
•    Quantifying gross impact from stress
•    Applying management mitigating actions
•    Obtaining net stress test results (balance sheet and P&L)
•    Potential applications to corporates


講者:
1) Setting Up a Treasury Center in Hong Kong

Mr Werner Groenendijk
Executive Director, EY Hong Kong

Werner is Executive Director at EY Hong Kong and focuses on Treasury and Balance Sheet Management.

Before joining EY, Werner has worked at ABN AMRO / Fortis, combining a managing director position within ALM / Treasury with an executive board position in the mortgage subsidiary. He rebuilt access to global markets and an operational infrastructure for the treasury for a bailed out subsidiary that became overnight a standalone bank and had neither of the two. He issued over Eur 40B of long term debt instruments, created a liquidity buffer 15% of the entire balance sheet and generated over Eur 130M P&L by various investments, renegotiations of debt and creatively structured disposals. He implemented operational and strategic change through vision, persistence and consensus.

Before joining Fortis in 2004, Werner had various roles at AEGON within ALM, Control, Risk Management and Structured Finance. He holds a master in econometrics (‘97), CFA (’02) and an Executive MBA from INSEAD (‘13).


2) Enterprise-wide Stress Test

Mr Jeffery Li
Senior Manager, EY Hong Kong

Jeffery is Senior Manager at EY Hong Kong and focuses on Credit Risk Modeling and Stress Testing. He was in a 5-month secondment to a major bank in HK for a supervisory driven stress test (SDST) exercise, as well as an enterprise-wide stress test project for the client‘s exposures of its subsidiary in India.

Before joining EY, Jeffery worked for Fitch / Algorithmics Advisory Services. He was a project manager, technical lead, and subject matter specialist for several model development, optimization and validation projects for the company’s clients in Asia Pacific region. The projects related to Statistical Modeling, Application of Analytics on Business Processes, Enterprise Risk Management, Stress Test, Scenario Analysis and etc.

Before joining Fitch / Algorithmics, he worked for HSBC Hong Kong. During his tenure with HSBC, he led and oversaw a group of junior analysts to conduct various stress test projects for the Bank’s wholesale portfolios in Asia Pacific. He also participated in capital management projects and involved in the Bank’s ICAAP. Besides, he designed an enterprise-wide stress test framework for HSBC China.

He is a CFA and FRM charterholder. He holds BSc and MPhil in Risk Management Science from Chinese University of Hong Kong.



查詢:2868 3586 / enrol@hkbaa.hk