Executive Director; Head of Risk Management and Liquidity Core Research
András Bohák is an Executive Director and Head of Risk Management and Liquidity Core Research, based in Budapest. He is responsible for liquidity and counterparty credit risk research as well as derivative-related regulation. Mr. Bohák led development of MSCI’s multi-asset class liquidity framework from inception.
Mr. Bohák joined MSCI in 2012 and worked in the securitized products research team before transferring to the risk and regulation research team in 2013. Prior to joining MSCI, he was a lecturer at the Budapest University of Technology and Economics, where he is still teaching Advanced Investments for finance majors.
Mr. Bohák holds a degree in Computer Science and Industrial Engineering and Management, both from the Budapest University of Technology and Economics.
Partner, Head of Financial Risk Management
KPMG Hong Kong
Tom has over 19 years’ experience providing advisory and audit services to KPMG’s global banking clients. He started his career with KPMG London and joined KPMG’s Hong Kong office in 2002. Projects undertaken by Tom include market entry projects, licence applications, regulatory compliance reviews, supporting clients on regulatory capital internal models applications, statutory audits and internal control reviews. Tom recently assisted one of the Hong Kong Virtual Banks to obtain its banking licence from the HKMA. Specific projects undertaken by Tom related to market risk and trading book activities include:
- Working with a number of institutions in the Asian region on the implementation and validation of internal models approaches for both Market Risk and Counterparty Credit Risk;
- Performing assessments of banks’ compliance with the quantitative and qualitative requirements for use of internal models;
- Assisting regulators to design approaches for the implementation of Basel-style regulatory capital regimes for OTC derivative dealers;
- Advising clients on the regulatory capital implications of changes to booking models, including migrating portfolios from existing booking vehicles to regulated entities in Asian jurisdictions; and
- Working with clients on all aspects of the G-20 OTC derivative reforms including implementation of margin requirements for non-centrally cleared OTC derivatives.
Associate Director, Financial Risk Management, Risk Consulting
KPMG Hong Kong
Connie has over 10 years’ experience providing advisory services. She started her career at a global bank’s treasury department and focused on asset liability management including behavioural modelling, interest rate management, liquidity risk management, FTP. She worked for KPMG US for 8 years before she moved to Hong Kong, covering a broad range of areas including quantitative modelling, derivative valuation, stress testing, regulatory reporting and data governance. After joining KPMG Hong Kong, she has been leading projects including IRRBB, Liquidity Risk, ICAAP and capital management. She is also actively involved in recent initiatives including LIBOR reform, FRTB and SFC OTC reform. Specific projects related to market risk and trading book activities include:
- Assisted banks to develop and validate VaR models and XVA calculations
- Assisted financial institutions to perform feasibility assessment for different booking arrangements and analyze the potential capital impacts under various capital regimes
- Supported global banks on institutional data governance programs around establishing data lineage from point of entry to end user, developing data controls along the end-to-end data transformation processes
Focused on trading and counterparty risk regulatory reporting for capital stress testing (e.g., CCAR); Conducted transactional testing covering position data, market data, risk data and reference data
Senior Manager in the Policy Research and Development Division
Hong Kong Monetary Authority
Horace is a Senior Manager in the Policy Research and Development Division at the Hong Kong Monetary Authority since 2016. He is responsible for the local implementation of the new market risk standards and the credit valuation adjustment (CVA) risk framework in Hong Kong. Prior to his current position, Horace worked in a big 4 accounting firm as a risk consultant for ten years. He holds a master’s degree in Statistics from the London School of Economics and Political Science.
Temple Grange Partners
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.
Dr. Gary (Ligong) Yang
Head of Quantitative Risk and Stress Testing APAC, Director
Gary is Head of Quantitative Risk and Stress Testing APAC in Citigroup. He oversees Citi’s quantitative modelling team to provide analytic solutions for market risk, counterparty credit risk and wholesale credit risk. Gary joined Citi in London after working with a London-based hedge fund Brevan Howard. He received his PhD degree from Cambridge University, UK and his Bachelor degree from Peking University, China.