Brian Lo

Managing Director, Head of Market & Liquidity Risk, Risk Management Group
DBS Bank Ltd

IBF Fellow (2016)

Risk Management

"Risk management skills are indispensable especially as the financial sector is facing many disruptive challenges."

Biography

Brian has headed up the DBS Market & Liquidity Risk department since 2002. Prior to that, he was in quantitative risk management roles with BNP Paribas and Citibank in Hong Kong.

His global team is responsible for market and liquidity risk policy, methodology, analytics and systems, monitoring, limits settings and control, reporting, analyses and stress testing for the Group. The team validates all the front office pricing models, develops market risk models and behavioural models for balance sheet assets and liabilities. They also cover the quantification and measurement of derivatives counterparty exposure, loan-to-value and margins. They drive the design and implementation of the Liquidity Coverage Ratio engine for regulatory reporting and centralised internal liquidity risk engine on the same global platform.

Brian has been a speaker and panellist at regional risk management forums including Risk Management Association (RMA), Asia Risk Conference, RI$KMNDS conference, HKMA/GARP Global Risk Forum and ISDA conferences, sharing his experience and expertise on risk management practices, infrastructure and implementation strategies and regulatory developments. He was invited twice by the Basel Committee Financial Stability Institute regional office to present to regulators on bank liquidity risk best practices.

He has participated in the ISDA/IIF/GFMA taskforce on the new market risk capital requirements highlighting potential impact to Asian banks. He was also an Adjunct Associate Professor of Singapore Management University between 2007 and 2013 for the Global Financial Risk Management course. More recently he gave guest lectures at NUS Risk Management Institute and NTU Business School.

Brian was conferred the IBF Fellow award in 2016 by the Institute of Banking and Finance Singapore. The IBF Fellow title recognises industry veterans who exemplify thought leadership and commitment to industry development.