Name: Risk South Africa 2019
Start: 2019-11-13T08:00:00+00:00
End: 2019-11-13T17:00:00+00:00

An event hosted by:

Thumbnail — *The only event dedicated to analysing latest trends and forecasts impacting risk and investment managers in South Africa*

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Learn from the experts:

Brian Kantor

chief strategist and economist

Investec Wealth and Investment

Founding Chairman of the Victoria and Alfred Waterfront (Pty) Ltd leading that company and the redevelopment of Cape Town’s historic harbour serving between 1988 to 2001. Chairman of Acucap Properties Ltd (ACP) .

His research programmes has focused on Monetary and Financial Economics and has published frequently and widely in the field. Perhaps the most influential work was “Rational Expectations and Economic Thought”, Journal of Economic Literature, September 1979, was translated into Japanese and Spanish.

Published books South African Economic Issues, (Juta) Cape Town, 1982 and Understanding Capitalism, (Boyers-Bowerdean) New York- London, 1996. Recently published Get South Africa Growing, Jonathan Ball Johannesburg and Cape Town, 2017

Current research interests include an analysis of modern monetary policy, corporate governance issues and the links between the rand exchange rate and the behaviour of the JSE. Other published research has involved applying economic reasoning to the risks and returns in limited over cricket.

Consulted to Volkswagen (SA) Ltd, Rightford, Searle Tripp, and Makin (later Ogilvy Mather SA) BMW SA, Investec Securities and also Investec Bank since founding. Consulted to the Federal Reserve Bank of St Louis (1979) and Smith Barney, Stock Brokers, New York 1994-1997. Worked with GT fund managers in Hong Kong and with the Fraser Institution, Vancouver, Canada in 1986.

Honours

Received Judges Award, Cape Times-KPMG, Business Personality of the Year Function - in recognition of role in the development of the Victoria and Alfred Waterfront for people “ who through their vision, energy and commitment are enabling quantum leap change in Cape Town” November 2006
SA Government Commissions
Member of the Competition Board (1983- 1989)
Advisor Margo Commission on Tax Reform in South Africa (1986)

Bianca Ruddy

head of market risk analysis

Nedbank CIB

Bianca recently joined Nedbank CIB as Head of Market Risk Analysis. She is an experienced risk specialist with a demonstrated history of working in the banking industry, for over 18 years including 10 years’ international experience in London, New York and Hong Kong. Bianca’s roles have included various quantitative risk roles, including roles in counterparty credit risk, market risk, and derivative structuring. Bianca has also worked in the risk consulting space, assisting banking clients on issues relating to trading risk. She holds a Bachelor of Business Science honours degree specialising in Quantitative Finance from University of Cape Town, and is a Chartered Financial Analyst (CFA) charter holder.

Ahimsa Gounden

head of market risk, capital and regulatory

Absa

Ahimsa Gounden is Absa’s senior Market Risk Capital Analyst. Her primary foci are Regulatory and Economic Market Risk Capital demands of the Corporate and Investment Bank. Ahimsa previously worked on the implementation of market risk systems, policies and frameworks for the multiple Barclays Africa entities across the continent. Ahimsa holds an Honors degree in Advanced Math of Finance from the University of Witwatersrand and is a certified PRMTM.

Andrew Canter

CIO

Future Growth Asset Managers

Andrew is an Executive Director of Futuregrowth Asset Management and the Chief Investment Officer. He provides a strategic perspective to the investment team, oversees the investment processes, sets manager mandates, monitors compliance, and reviews fund exposures and performance.

Andrew has been with Futuregrowth since 1998. He has lead Futuregrowth to be a leading Fixed Interest Manager, Responsible investor, and Developmental investor (with a range of developmental portfolios) in South Africa. Andrew came to South Africa in 1990 from the U.S.A., and during his career in South Africa he has assisted in co-founding RMB Asset Management, was a fixed interest dealer, portfolio manager, head of fixed interest, and later CIO. He has been a Director of several infrastructure and development companies with mandates ranging from toll roads, to low income housing finance and municipal finance. Andrew has been a CFA Charterholder since 1989 and was a founding Director of CFA South Africa in 1990. He is a founding member of ASISA's Standing Committee on Capital and Money Markets. Andrew undertakes public speaking and lecturing engagements, frequently on the subjects of fixed interest management, ethics in financial services, and developmental investing. He lists scripophily and travel amongst his hobbies, and he is a regular cyclist.

Dissect key industry trends including:

Implications of transitioning to JIBAR
Managing risks and finding yield in turbulent times
Climate change and financial stability
ESG and responsible investing
Smart beta portfolio strategy
Initial margin
Innovations and trends in clearing
Harnessing AI and machine learning

Learn how to:

Prepare for the IBOR transition
Restore trust through responsible investing
Optimise investments with new sources of data and technology
Harness AI and machine learning to create a competitive advantage

Benefit from:

Clarity around regulatory expectations from the SARB, FSCA and National Treasury
Tips on effective preparation for and responses to disaster scenarios
Create meaningful business partnerships through speed networking

New for 2019:

Gain advice from experts on XVA optimisation, cyber resilience and digital innovation in the knowledge cafes
Seize the business advantage of diversity and inclusion in the private networking lunch
Prepare for climate risks and the impact of meeting future energy requirements
Reduce risk and enhance returns through smart beta

Previously attending companies include:

2019 Sponsors:

About Murex
For more than 30 years, Murex has been providing enterprise-wide, cross-asset financial technology solutions to capital markets players. Its cross-function platform, MX.3, supports trading, treasury, risk and post-trade operations, enabling clients to better meet regulatory requirements, manage enterprise-wide risk, and control IT costs. With more than 50,000 daily users in 60 countries, Murex has clients in many sectors, from banking and asset management to energy and commodities.
Murex is an independent company with over 2,000 employees across 17 countries. Murex is committed to providing cutting-edge technology, superior customer service, and unique product innovation.
For more information visit murex.com

CompatibL is a leading provider of services and custom software solutions to the financial industry. The company was founded in 2003 by Alexander Sokol, winner of the 2018 Risk Quant of the Year Award. Today, CompatibL has over 200 quants, solution architects, and software engineers in North America, Europe, and Asia. CompatibL’s model validation and quantitative consultancy practice specializes in portfolio valuation, risk, and regulatory compliance. CompatibL has an active quant research program and runs ModVal.org, a free resource for the model validation community. More about CompatibL: https://www.compatibl.com/

LCH ForexClear, a leading provider of foreign exchange derivatives clearing, delivers unmatched capital and operational efficiencies.

Built-in partnership with the market, and with the benefit of LCH’s extensive experience in interest rate swaps clearing, ForexClear offers industry-leading risk management for non-deliverable forwards in 12 emerging market and 5 G10 currencies and 8 currency pairs for FX Options and associated hedges. LCH ForexClear is a 24-hour foreign exchange clearing service.

https://www.lch.com/

Speaker - Paddy Boyle, Global Head of ForexClear

True North Partners LLP is an independent consulting firm based in London with subsidiaries and staff in London, Frankfurt, Dubai and Johannesburg. As a partnership, we have extensive global experience and industry recognition in the financial services,risk management and finance communities.

Our Partners have been with internationally leading consulting firms and the industry with a combined experience of over 250 years in the management of risk, finance and strategy.

We can claim a track record as independent Partners since 2006, in its current setup since 2010. Our clients are leading financial institutions mainly in Europe, South Africa and the Middle East. Our Partners have also worked in North America, Africa, Asia, Australia and Latin America. Our staff are international and contribute to our perspective on global industry practices. Our distinctive value proposition includes three key elements.

Leading practice expertise and experience in risk and finance to develop, tailor and communicate superior solutions. Strong analytical grounding of our work be that through financial, economic or statistical modelling.

Senior on the ground presence to drive change at our clients, which ensures that we deliver real impact rather than just “PowerPoint concepts”.

KPMG operates as an international network of member firms offering audit, tax and advisory services. We work closely with our clients, helping them to mitigate risks and grasp opportunities. Our firms' clients include business corporations, governments and public sector agencies and not-for-profit organisations. Sustaining and enhancing the quality of our professional workforce is KPMG’s primary objective.

We support reforms that strengthen the markets’ credibility and their social responsibility. KPMG combines our multi-disciplinary approach with deep, practical industry knowledge to help clients meet challenges and respond to opportunities. KPMG Advisory works with clients to tackle challenges in deal advisory, management consulting and risk consulting.

FactSet (NYSE:FDS | NASDAQ:FDS) delivers superior analytics, service, content, and technology to help more than 66,000 users see and seize opportunity sooner. We are committed to giving investment professionals the edge to outperform, with fresh perspectives, informed insights, and the industry-leading support of our dedicated specialists. We're proud to have been recognized with multiple awards for our analytical and data-driven solutions and as one of Fortune's 100 Best Companies to Work For and a Best Workplace in the United Kingdom and France. Subscribe to our thought leadership blog to get fresh insight delivered daily at insight.factset.com. Learn more at www.factset.com and follow on Twitter: www.twitter.com/factset.

The Johannesburg Stock Exchange is based in South Africa where it has operated as a market place for the trading of financial products for 130 years. It connects buyers and sellers in equity, derivative and debt markets. The JSE is one of the top 20 exchanges in the world in terms of market capitalisation and is a member of the World Federation of Exchanges (WFE). The JSE offers a fully electronic, efficient, secure market with world class regulation, trading and clearing systems, settlement assurance and risk management. www.jse.co.za