Machine Learning in Finance, London Sessions include recent advances in autoencoders and latent constraints, building trading strategies and alternative data. 25 Feb 2020 - 26 Feb 2020 London, UK
Understanding and Implementing CECL, New York Learn about the latest updates on the CECL implementation process, best practices, and the opportunities and challenges which lie ahead. 02 Mar 2020 - 03 Mar 2020 New York, USA
Regtech: ABCD Technologies, Risk and Compliance Gain a new or enhanced understanding of RegTech in financial services and how to ensure your company is suitably up-to date and prepared. 02 Mar 2020 - 31 Mar 2020 Hong Kong, Hong Kong
CRD V and CRR II, Frankfurt Fully understand the implications of CRD V and CRR II and what it means for capital planning, FRTB and infrastructure. 04 Mar 2020 - 05 Mar 2020 Frankfurt, Germany
OpRisk Awards Hosted by Risk.net, these awards honour excellence in op risk management, regulation and risk management service provision. 06 May 2020 New York, USA
Risk Technology Awards Hosted by Risk.net, these awards bring together recognition of the leading vendor solutions for credit, operational and enterprise-wide risk management. 06 May 2020 New York, USA
Energy Risk Awards The Energy Risk Awards recognise the leading firms in energy risk management. Corporates, financial players, technology and data firms, consultancies, brokers and exchanges are all welcome to submit ⦠12 May 2020 Houston, USA
Asia Risk Awards 2020 The Asia Risk Awards return in 2020 to recognise best practice in risk management and derivatives use by banks and financial institutions around the region. 09 Oct 2020 Singapore, Singapore
Uncleared margin rules – the tricks, traps and tools This white paper discusses the potential impact of UMR on portfolios, profitability, strategy and resource. If further highlights key decision stages in best-practice UMR planning and compares the⦠Download
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
The Handbook of Corporate Financial Risk Management (2nd Edition) By Stanley Myint and Fabrice Famery
Value-at-risk in the European energy market: a comparison of parametric, historical simulation and quantile regression value-at-risk
A simulation-based model for optimal demand response load shifting: a case study for the Texas power market
