Deposit Modeling, NMDs and the Treasury, New York Risk's two day training course provides a key insight into deposit modelling, the treasury and considers the links between interest rate risk, liquidity risk and funds transfer pricing. 28 Aug 2019 - 29 Aug 2019 New York, USA
Anti-Money Laundering Join us for our first Anti-Money Laundering training course, providing insight into regulatory requirements, the risk-based approach, machine learning for AML, and cybercrime. 02 Sep 2019 - 03 Sep 2019 London, UK
Python for Machine Learning Implementation in Finance Your essential Python toolkit for machine learning implementation 02 Sep 2019 - 03 Sep 2019 London, UK
Machine Learning London Machine Learning in Finance, London - sessions cover opportunities and limitations, models, ML for trading, and future opportunities. 04 Sep 2019 - 05 Sep 2019 London, UK
Asia Risk Awards This is the 19th year of Asia Risk magazine's awards, which recognise best practice in risk management and derivatives use by banks and financial institutions around the region. 11 Sep 2019 Singapore, Singapore
Energy Risk Asia Awards Energy Risk Asia Awards 2019 submissions are now open! Submission period ends on 30 August 2019. The Energy Risk Asia Awards recognise excellence across Asian commodities market as well as providing ⦠21 Nov 2019 Singapore, Singapore
HFR European Performance Awards Being recognised at the Hedge Funds Review European Performance Awards 2019 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most pr⦠21 Nov 2019 London, UK
Risk Awards The Risk Awards are the longest-running awards of their kind and are widely recognised as the most prestigious for firms and individuals in our markets. London, UK
Check mates - AI and the future of KYC Risk.net partnered with specialists NICE Actimize to survey senior financial crime executives in banks and other financial services firms to assess the efficiency of current resources, processes and ⦠Download
How will Credit Spread Risk in the Banking Book be put into practice? This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for com⦠Download
The efficiency of the Anderson–Darling test with a limited sample size: an application to backtesting counterparty credit risk internal models
International Financial Reporting Standard 9 expected credit loss estimation: advanced models for estimating portfolio loss and weighting scenario losses
