Public training
Marcello Minenna on Derivative Pricing and Model Calibration: Tools and Techniques
London, 15 - 17 Feb 2012
Build robust financial models to price and hedge in a volatile world
Basel 2.5 to Basel III: Challenges and Objectives for Risk Management
London, 16 - 17 Feb 2012
With the deadline for the implementation of Basel 2.5 fast approaching, financial institutions are not only anticipating the impact of this set of directives but are looking towards the subsequent set of regulatory adjustments proposed by the Basel Committee – Basel III. This two day seminar offers...
Basel 2.5 to Basel III: Challenges and Objectives for Risk Management
New York, 23 - 24 Feb 2012
With the deadline for the implementation of Basel 2.5 fast approaching, financial institutions are not only anticipating the impact of this set of directives but are looking towards the subsequent set of regulatory adjustments proposed by the Basel Committee – Basel III. This two day seminar offers...
Patrick Hagan on Fixed Income
London, 23 - 24 Feb 2012
This course looks at Fixed Income in today's volatile market conditions.
Managing liquidity under basel III
London, 27 - 28 Feb 2012
A year on from the publication of the final version of Basel III and its liquidity requirements, the banking industry continues to face a barrage of challenges in adapting their business model in order to implement the new regulations. As the current volatile state of funding markets continues unabated...
Patrick Hagan on Fixed Income
New York, 27 - 28 Feb 2012
This course looks at Fixed Income in today's volatile market conditions.
Managing liquidity under Basel III
New York, 01 - 02 Mar 2012
A year on from the publication of the final version of Basel III and its liquidity requirements, the banking industry continues to face a barrage of challenges in adapting their business model in order to implement the new regulations. As the current volatile state of funding markets continues unabated...
Solvency II: Risk Management Frameworks
London, 01 - 02 Mar 2012
With many aspects of Solvency II still under consultation, this timely two day training course will address numerous fundamental considerations for those involved in the implementation process. Participants will gain practical knowledge of the technical provisions and required calibrations under Solvency...
School of Energy Risk Management
London, 06 - 08 Mar 2012
Our three day program will not only identify best practices when monitoring, measuring and managing market, credit risk and operational risk, but will also look at how each risk interacts with the other. Delegates will learn under the tutorship of three former respected practitioners, but will also...
Advanced Market Risk Management in Energy Trading
London, 07 - 08 Mar 2012
Nicholas Perry has teamed up with Energy Risk Magazine to design and host this advanced course to provide delegates with the tools needed to meet the challenges of risk management in the energy markets. Nicholas Perry brings a strong practical emphasis from his extensive first-hand market experience...
Advanced Marketing Risk Management in Energy Trading
London, 07 - 08 Mar 2012
This course is specially designed to equip anyone needing to meet the challenges of risk management in the ultra-volatile, ultra-physical energy markets with a solid understanding of the unique problems and powerful tools they need to master. Energy risk management has proven more significantly difficult...
Advanced Credit Risk Management in Energy Trading
London, 07 - 08 Mar 2012
Energy Risk Magazine is delighted to offer an advanced level two day program led by Diana Higgins, an individual with an immense amount of experience in credit risk management. Delegates will experience the decisions required to apply techniques to manage credit risk through a combination of business...
The Cost of Central Clearing - Liquidity Impact on the Buy Side
London, 13 Mar 2012
The mandatory clearing of certain OTC derivatives through a central counterparty signals a fundamental change to the way trades are executed. There has been much discussion surrounding this regulation and its effect on central counterparties and clearing members, but where do buy side firms fit into...
Managing Longevity Risk
Toronto, 13 Mar 2012
This course is designed to provide individuals working in the pension industry with a practical understanding of longevity risk and what it means for defined benefit pension plans and annuity portfolios. It surveys the market for longevity risk transfer and addresses the likely developments in North...
Managing Longevity Risk
New York, 15 Mar 2012
This course is designed to provide individuals working in the pension industry with a practical understanding of longevity risk and what it means for defined benefit pension plans and annuity portfolios. It surveys the market for longevity risk transfer and addresses the likely developments in North...
Banking ALM
London, 15 - 16 Mar 2012
This course will aim to offer you a comprehensive update on regulations and challenges faced with ALM strategies.
Stress Testing
New York, 19 - 20 Mar 2012
Risk Magazine’s two day agenda is packed with experienced practitioners delivering detailed studies of integrated methods for the internal assessment of a financial institution’s ability to perform under damaging-yet-plausible economic scenarios.
The Cost of Central Clearing - Liquidity Impact for the Buy Side
New York, 20 Mar 2012
The mandatory clearing of certain OTC derivatives through a central counterparty signals a fundamental change to the way trades are executed. There has been much discussion surrounding this regulation and its effect on central counterparties and clearing members, but where do buy side firms fitinto...
Managing liquidity risk under new regulatory development - Sydney 2012
Sydney, 21 - 22 Mar 2012
Join us at this two-day course which is aimed at anyone involved in liquidity risk management in Asian markets. The programme will review the proposed new development from regulatory perspective and address key methods and tools that can be utilised to measure and manage liquidity risk.
Fundamentals of Market and Credit Risk Management
New York, 21 - 22 Mar 2012
Fundamentals of market and Credit Risk Management is a comprehensive blended learning experience for junior level and aspiring risk managers working within financial institutions. This two day separately bookable program will be delivered by leading practitioners from Citi and HSBC respectively Our...
Banking ALM
New York, 22 - 23 Mar 2012
This course will aim to offer you a comprehensive update on regulations and challenges faced with ALM strategies.
Managing Longevity Risk
London, 27 - 28 Mar 2012
With increasing longevity continuing to be a concern to pension funds and insurers this course looks at the most effective tool to manage and mitigate longevity risk. With an ever growing number of products available, this course will examine the advantages and disadvantages of the various risk transference...
Fundamentals of Risk Management
Toronto, 27 - 29 Mar 2012
Fundamentals of market and Credit Risk Management is a comprehensive blended learning experience for junior level and aspiring risk managers working within financial institutions. This two day separately bookable program will be delivered by leading practitioners from Citi and HSBC respectively Our...
How to manage liquidity risk with Basel III
Hong Kong, 28 - 29 Mar 2012
Many Asian banks should be looking at liquidity risk as a major concern however regulators are concerned that banks are not being as active in this area as they could be. This two-day focused training seminar is aimed at providing examples and practical solutions for the improvement of liquidity risk...
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