Risk.net Events
The financial crisis has highlighted the importance of good risk management. It is now more important than ever for banks, hedge funds, insurance companies and pension funds to stay on top of industry developments and ensure they comply with fast-changing regulation on capital, credit and market risk, liquidity and derivatives use.
Our global portfolio of risk management events meet those needs, as the premier meeting place for the risk community. We pride ourselves on delivering practitioner-focused content for the rapidly evolving discipline of financial risk management. The events use a variety of formats and are widely considered to be business critical.
Energy Risk Regulatory Update London
Learn how to comply with MiFID II, EMIR, REMIT & MAR and the operational implications they have. Additional sessions include renewable energy trading and sustainable development and best practice approaches to staying compliant with evolving technologies in energy markets.
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Pricing Interest Rate Derivatives London
This course will provide an in-depth look into how to model and price interest rate derivatives.
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OpRisk Asia
Featuring a stellar line-up of industry thought leaders, Operational Risk Asia will reflect the ebb and flow of industry trends and delve deep into everything from next-generation ORM and GRC to adaptive scenario analysis and cyber risk quantification. This is the only place where you can network with the most influential players in the APAC op risk community.
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IBM Roundtable Series Paris
Join IBM for a gathering of senior risk and compliance executives to explore what strategies financial institutions are using to manage risk, improve processes and outcomes and meet regulatory and compliance requirements.
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Operational Risk Management - Toronto
Gain a new or enhanced understanding of operational risk functions such as KRIs, RCSA’s, risk appetite and change management.
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ALM and Balance Sheet Optimisation Toronto
Come and learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment. Sessions will include insight on FTP and liquidity reporting, behavioural modelling and interest rate risk, capital management, Basel III/Basel IV and machine learning in balance sheet management.
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Webinar: Model risk - Emerging trends, challenges and opportunities
Join our complimentary webinar as we provide a critical understanding of the opportunities and challenges of MRM across capital planning, balance sheet management and multiple risk exposure as well as the advancing technology to prepare for market changes.
Stress Testing: Latest Developments and Best Practice London
Sessions include model risk, data management and gaining business value from stress testing
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Risk Japan
The conference consistently delivers cutting-edge insights and intelligence on the latest financial innovations, risk management strategies, tech advances and regulatory developments.
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Risk Japan (JP)
本カンファレンスは、金融業界の最新イノベーション、リスク管理戦略、テクノロジーの進歩、規制環境の変化等のトピックについて、最先端の識見と情報を常に提供してきました。
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Model Risk Management New York
Model Risk Management New York course has been designed to delve into best practice approaches to building a model risk framework. You will be equipped with a thorough understanding of model risk now and into the future, including the impact of machine learning.
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Valuation and Hedging: Options, Swaps and Swaptions, London
This course is designed to help those working in financial institutions to understand the different fixed income products and their different structures. This course will cover instruments, pricing, modelling and hedging.
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Collateral Management Forum (JP)
Asia Risk誌が主催する第５回Collateral Management Japan forumが開催されます。本フォーラムは、金融、リスク管理のプロフェッショナルに、刻々と変化するOTCデリバティブ市場規制への対応、清算および決済の実践的戦略、担保管理の最適化についてのベストプラクティスをお話し合いいただく絶好の機会です。 Collateral Management Japan forumは、規制当局、財務管理の専門家、リスク管理実務者やOTCデリバティブのエキスパートが一堂に会し、本邦デリバティブ、レポおよび証券市場の展望、新たな規制に対処するための戦略、担保管理最適化のための有効な方法、トレーディングコスト軽減のための新手法などについて意見を交わします。 毎年、Collateral Management Japan forumには、金融界の第一線で活躍するプロフェッショナルが集まり、金融規制改革の影響や清算集中されないデリバティブ取引のマージン管理に関するベストプラクティスについて意見を交わします。
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Collateral Management Japan Forum
Join leading regulators, treasury and risk practitioners and OTC derivatives experts to discuss the outlook for Japanese derivatives, repo and securities markets; strategies in complying with new regulations, effective ways in collateral optimisation and innovative ways in managing trading costs.
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Behavioural Modelling: NMDs and IRRBB, London
Gain a new or enhanced knowledge of IRRBB, NMD modelling and how to best implement, utilise and manage behavioral models.
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Funds Transfer Pricing - Amsterdam
Sessions will include: types of FTP, capital transfer pricing, liquidity transfer pricing, and the business implications of FTP.
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Operational Risk Management - Amsterdam
This training programme will provide delegates with a new or improved understanding of operational risk management, providing case studies and knowledge from a wide range of speakers from different companies and industries. Sessions will cover; governing and implementing an op risk framework, risk a
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IBM Roundtable Series North America
Join IBM for a gathering of senior risk and compliance executives to explore what strategies financial institutions are using to manage risk, improve processes and outcomes and meet regulatory and compliance requirements.
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IBM Roundtable Series San Francisco
Join IBM for a gathering of senior risk and compliance executives to explore what strategies financial institutions are using to manage risk, improve processes and outcomes and meet regulatory and compliance requirements.
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Hear how leading financial firms are transitioning from a Libor dependant landscape
The world's most important number the London Interbank Offered Rate the reference interest rate for a staggering $240 trillion worth of financial products, is soon to be phased out. Driven largely by the Libor-fixing scandal, banks and regulators alike are striving for reliable reference rates that are based on observed market prices. The final instalment of our three part series, join leading financial institutions as they explore:
- Anticipating the future: how will this shift impact operating models, pricing contracts and risk management
- Conduct and legal risk: key considerations
- Alternatives SONIA, SOFR and ICE: benefits and challenges
- Cash market and infrastructure challenges
- Making quality information and data a priority
Machine Learning New York
This two day training course will provide delegates with a comprehensive understanding of machine learning applications. Sessions will cover in-depth the technical aspects of machine learning and provide suggestions and strategies for integrating it within your organization.
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Approaches to Liquidity Risk Management London
Our approaches to liquidity risk management course is designed to give delegates fundamental sessions on liquidity risk, governance, stress testing and regulatory standards post crisis.
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Cyber Risk Management London
We are bringing our cyber risk course to London for the second time to provide delegates with best practice strategies for ownership of cyber risk management and business wide implications such as third party vendor risk and operational resilience.
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SFTR: Increasing Transparency in Capital Markets London
Sessions will include: the requirements of SFTR and how it will impact the industry, how to choose a trade repository that is beneficial for you, data gathering, and the benefits of aligning your SFTR and CSDR programs.
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IBM Roundtable Series Boston
Join IBM for a gathering of senior risk and compliance executives to explore what strategies financial institutions are using to manage risk, improve processes and outcomes and meet regulatory and compliance requirements.
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Risk Model Validation Dublin
Risk Training is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their a
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Risk Model Validation London
Risk Training is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their application in practice.
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XVA: Credit, Funding and Capital Valuation Adjustments London
There are many practical, regulatory and technological challenges organisations face when dealing with XVAs. This two day training course has been designed to help you tackle these complexities. Throughout the course, we will assess the links between different XVAs, and address the challenges cause
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Key Risk Indicators and Appetite Risk - Dublin
This seminar offers a full review of the role and attributes of KRIs in financial services. It clarifies some confusing ideas about KRIs and offers insight on their role in a risk management framework. The seminar also reviews many examples of the best performing KRIs in banking and financial market
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OpRisk North America
This industry must-attend conference gathers 500+ senior operational risk directors from leading tier 1 banks, buy-side firms and regulators from across the globe.
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Structured notes: How traders and issuers can reduce the complexities of structured products
Structured notes are complex and in 2019 we’re observing a big push for diversification and a new focus on repricing resulting in new complexities and challenges for the structured products market.
We’ll discuss how you can manage diversification whilst dealing with declining markets and at the same time grow your business.
Staying on top of product innovation and understanding the automation and electronificaion of trading is key to overcoming complex derivatives and structured notes. This webinar provides transparency to the current and changing status of structured notes which will aim to help you manage these challenges.
In this webinar you will learn:
- The historic popularity, competitive perspective and the evolution of structured notes
- How to manage the complexity of hedging notes, accounting for volatility spikes and reasonable costs
- How to participate on a multi dealer platform and why this is emerging as common interaction
- New product innovations and how to manage/introduce in your organisation
XVA Singapore
A two-day workshop will provide attendees with an overview of the current challenges facing the industry in the world of XVA.
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Counterparty Credit Risk Management
This two-day programme will provide participants with issues and challenges surrounding counterparty credit risk in derivatives.
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RegTech Course London
Gain a new or enhanced understanding of RegTech in financial services and how to ensure your company is suitably up-to date and prepared.
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Operational Risk Awards 2019
Hosted by Risk.net, these awards honour excellence in op risk management, regulation and risk management service provision.
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Risk Technology Awards 2019
Hosted by Risk.net, these awards bring together recognition of the leading vendor solutions for credit, operational and enterprise-wide risk management.
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Risk Hong Kong
Our one-day forum will be split into two streams allowing you to choose which sessions best suit your profile, gain from the ideas being discussed by our thought-leaders and break away for networking opportunities with others you share your interests.
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Internal Capital Adequacy and Assessment Process (ICAAP)
This two-day course will address the key areas of ICAAP and demonstrate practical steps needed to implement an efficient capital adequacy assessment process.
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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.
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Machine Learning London
Machine Learning in Finance, London - sessions cover opportunities and limitations, models, ML for trading, and future opportunities.
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Approaches to Liquidity Risk Management Hong Kong
This training course is designed to give delegates fundamental sessions on liquidity risk, governance, stress testing and regulatory standards post crisis.
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Capital Requirements: CRD IV to CRD V and Basel IV, Frankfurt
Learn about the requirements for capital planning, operational risk capital modelling and counterparty credit risk under the CRD IV regulation and what CRD V means for FRTB and stress testing.
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Transitioning from IBOR to Risk Free Rates New York
Learn about the effect IBOR ending is going to have on the industry and how the market will deal with the transition to risk free rates.
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Model Risk Management: Risk, Pricing & Credit Models, Frankfurt
Comprehensive two day training on the current regulatory landscape of model risk management and best practice approaches for modelling across risk, pricing and credit models.
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Transition from IBOR to Risk Free Rates
Learn about the effect IBOR ending is going to have on the industry and how the market will deal with the transition to risk free rates.
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Model Risk Management Summit
Model risk management, model validation, meeting rising regulatory requirements, ensuring supervisors can assess whether risks are being mapped correctly and consistently and other key issues impacting the banking sector today.
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Liquidity & Funding Risk Summit
Developed through extensive market research, Liquidity & Funding Risk will feature a cutting-edge agenda with industry speakers at the forefront of this field. Join us in London to make certain that you have a robust asset and liability management strategy in place to ensure that you keep up to date
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Risk Live 2019
Risk Live is a pioneering festival of learning, connecting up to 500 industry leaders and disruptors from the entire risk ecosystem. Join Duncan and his team to unpick the issues of today and answer the complex question – what is the future of risk?
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Quant Summit USA
The annual Quant Summit USA returns to New York on July 17-18, 2019 with an agenda highlighting the biggest trends in the industry and showcasing the latest research in these areas.
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Structured Products Washington
Risk.net's Structured Products Washington D.C. conference will be back in 2019! The program showcases the latest developments in the legal, regulatory and compliance landscape for structured products. The conference will gather 100+ senior structured product professionals from across North America
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Model Risk Australia
This two-day workshop has been designed to delve into best practice approaches to building a model risk framework. Attendees will be equipped with a thorough understanding of model risk now and into the future, including the impact of machine learning.
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XVA Australia
A two-day workshop will provide attendees with an overview of the current challenges facing the industry in the world of XVA.
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Risk Australia
Asia Risk is delighted to present our 13th annual Risk Australia conference, the leading incubator for risk practitioners and investment professionals to share best practices in financial risk management in the region.
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Machine Learning Japan
This training course will provide delegates with an in-depth, technical understanding of machine learning applications, models, and more advanced tools and solutions through a quantitative approach.
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Machine Learning Japan - JP
定量アプローチを通じて、機械学習の活用法、モデル、より高度なツールとソリューションについて、徹底的に技術的側面を学ぶトレーニングコースです。
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Deposit Modelling Frankfurt
Hear from senior practitioners and learn best practice approaches for deposit modelling through various treasury functions including FTP, IRR & liquidity
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Model Risk Management London
A comprehensive overview of the current regulatory landscape of model risk management and best practice approaches for modelling across, risk pricing and credit models.
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Deposit Modelling Amsterdam
Hear from senior practitioners and learn best practice approaches for deposit modelling through various treasury functions including FTP, IRR & liquidity.
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Approaches to Liquidity Risk Management Thailand
This training course is designed to give delegates fundamental sessions on liquidity risk, governance, stress testing and regulatory standards post crisis.
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Risk Model Validation
Risk Training is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their application in practice.
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Recovery and Resolution Planning London
Gain a new or enhanced understanding of recovery and resolution planning. Sessions will cover topics including valuation and funding within resolution and best practice approaches to establishing the core elements of recovery planning within your organisation.
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Credit Risk Modelling - London
Join our credit risk modelling training course and learn about the implications of Basel IV, how IFRS 9 models can be used for stress testing and how to utilise AI and Machine Learning for managing credit risk.
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Key Risk Indicators New York
Through a combination of presentations and practical exercises, this seminar offers a full review of the role and attributes of KRIs in financial services. It clarifies some confusing ideas about KRIs and offers insight on their role in a risk management framework. The seminar also reviews many examples of the best performing KRIs in banking and financial markets activities and proposes a step by step methodology to select and design preventive KRIs.
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Asia Risk Congress
Asia Risk is delighted to present the annual Asia Risk Congress, Asia's leading risk management, derivatives and regulation event. The Congress consistently delivers cutting-edge insights and intelligence on the latest financial innovations, risk management strategies, tech advances and regulatory developments.
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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.
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Advanced Operational Risk Management - New York
This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive and efficient framework.
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Interest Rate Risk Management Strategies and IRRBB
This training course will provide attendees with an in-depth understanding of the intricacies of IRRBB management, focusing on the different metrics involved and examining best practice approaches to modelling interest rate risk.
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Overcoming IFRS9 Challenges
This course will provide attendees with an in-depth understanding of IFRS 9. Across the two days the sessions will cover a variety of need-to-know topics including governance, hedge accounting, and stress testing under IFRS 9.
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ALM & Balance Sheet Optimisation Malaysia
Learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment.
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OpRisk Hong Kong
This course will bring together operational risk professionals from across the region and provide an unmatched opportunity to learn about and discuss a wide diversity of operational hazards and the evolving thinking on how to handle them.
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Advanced Operational Risk Management London
This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive and efficient framework.
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FRTB Hong Kong
This two day course will discuss the current regulatory status of FRTB, implementation challenges and ways of approaching the approval process.
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Societe Generale & Risk Derivatives Conference 2019
This leading industry conference gathers senior investors and decision makers from top-tier asset managers, hedge funds, insurance companies and pension funds from across Europe.
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Energy Risk Europe
Energy Risk Europe, now in its 22nd year, is a must attend event for senior energy risk managers, traders and compliance officers from across Europe.
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Cyber Risk Modeling New York
This course will cover risk management and quantification and the importance of data to assess cyber risk. There will be practical examples of portfolio modeling in the insurance industry ad cyber risk modeling in financial institutions.
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Risk USA 2019
Risk.net's award-winning conference, 25th annual Risk USA, is the eminent risk management event for North America's top tier banks, buy-side participants and industry regulators.
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Risk South Africa 2019
In its 12th year the Risk South Africa event presents an indispensable combination of the latest tools, practical strategies, regulation and marker insights from more than 30 top South African and international practitioners and superb networking opportunities with around 200 senior professionals in the luxurious surroundings of Cape Town’s top hotel. Book now to secure your early bird rate!
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Risk Model Validation Frankfurt
Risk Training is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their application in practice.
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HFR European Performance Awards
Being recognised at the Hedge Funds Review European Performance Awards 2018 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most prestigious for the European hedge fund industry.
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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.
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Risk Markets Technology Awards
The Markets Technology Awards focus on market risk, trading and investment risk technology – they are presented in November, as part of our Risk Awards ceremony.
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