Machine Learning in Finance, London This training course will address in-depth the opportunities and limitations of machine learning in quantitative finance with practical guidance from a variety of expert tutors. 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 Asia Awards Energy Risk Asia Awards 2019 submissions are now open! Submission period ends on 30 August 2019. The Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providing⦠17 Nov 2020 Singapore, Singapore
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 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
