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.
Cyber Risk Management London
Improve your ability to manage key cyber risk considerations including governance, integration with IT, data analysis, cyber resilience and incident management.
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ALM & Balance Sheet Optimisation Hong Kong
This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimising the balance sheet.
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Model Risk Management Singapore
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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ALM Balance Sheet Optimization - New York
This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimizing the balance sheet.
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Operational Risk Management - London
Sessions will cover topics including: governing and implementing an op risk framework, RCSAs, KRIs, risk culture, and regulation.
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Energy Risk Asia
Growing geopolitical uncertainty, regulatory changes in the swaps and OTC markets, the growing trend of new energies and the constant speculation on the direction of the oil price are some of the main challenges that will be discussed at the Energy Risk Asia conference.
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ALM & Balance Sheet Optimisation Singapore
This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimising the balance sheet.
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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 a unique opportunity for companies across the industry to gain valuable recognition and kudos.
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Risk Korea 2019
Asia Risk is delighted to present Risk Korea 2019, the leading conference for finance and risk practitioners to share best practices of risk management strategies in Korea.
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Risk Korea - KR
Asia Risk는 한국에서 투자와 리스크 관리 전략의 모범 사례를 공유하는 금융 및 리스크 실무자를 위한 최고의 플랫폼인 Risk Korea 컨퍼런스를 개최하게 되어 기쁘게 생각합니다.
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Hedge Funds Review 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 prestigious for the European hedge fund industry.
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Python for Machine Learning Implementation in Finance
Your essential Python toolkit for machine learning implementation
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Market Data & Trading Technology
Over three days this course will provide in-depth training on all aspects of the revised FISD/FIA examination syllabus, providing attendees with a comprehensive understanding of the technical and administrative aspects of the market data 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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Pricing and Hedging Interest Rate London
A deep-dive into interest rate derivatives, credit derivatives, asset-backed securities, pricing models and hedging techniques.
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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.
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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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Clearing and Central Counterparty Risk Management - London
This training course will address in-depth the regulatory landscape of CCP’s and focus on how risk managers and clearing houses can most efficiently manage CCP risk.
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Quant Summit Asia
Quant Summit Asia will bring together top quants to deliver their latest research and insights on the latest in quantitative finance, covering themes such as machine learning, portfolio construction, and modelling.
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[Webinar] The impact of ICAAP: how will new capital and liquidity requirements affect financial institutions?
Over the last decade, regulators have directed most of their energy and time to Pillar 1 (Basel III and IV) reforms.
Now, European regulators are focusing on Pillar 2—particularly on the internal capital adequacy assessment process (ICAAP) and the internal liquidity adequacy assessment process (ILAAP).
Join industry experts for a panel discussion on ICAAP regulatory requirements and how they will affect financial institutions.
The discussion will also cover:
- The difference between economic and regulatory risks
- Methods for better risk governance
- Integration of capital and liquidity management
- Maximizing ICAAP and stress testing in parallel
Stress Testing Practices: Data, AI and Climate Risk London
Themes include; data, capital, AI, climate risk and revers stress testing.
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Machine Learning in Finance, New York
Sessions of this course will cover opportunities and limitations, portfolio construction, ML for trading, risk management and NLP in credit markets.
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Fundamental Review of the Trading Book, London
Learn how to establish a robust FRTB strategy with sessions covering: data challenges, the latest consultative proposals and regulatory position, modellable and non-modellable risk factors, and the requirements of the banking book/trading book boundary.
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[Webinar] How to find the right AI approach for fighting financial crime
As regulatory and financial services organizations have changed their perspective on artificial intelligence, innovators have been helping address the most pressing business challenges across AML, fraud, conduct and insider trading surveillance.
Join our complementary webinar as industry leaders as well as regulatory and technology experts discuss how AI and automation are reshaping financial crime and compliance applications.
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Understanding and Preparing for CECL New York
Learn about the latest updates on the CECL implementation process, best practices, and the opportunities and challenges which lie ahead.
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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.
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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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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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Quant Summit Europe
Quant Summit Europe returns to London on March 11-12, 2020 to a brand new venue with an editorially curated program, supported by the leading lights of the quant industry.
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Model Risk Management, Paris
Participants will learn about the best approaches to building a model risk framework; model validation; the use of machine learning for model validation and monitoring of valuation models; as well as a look at the future challenges and trends.
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Transitioning from Ibor to Risk-Free Rates, Paris
Learn how to deal with the implications of the transition to risk free rates on cash products, the treasury and operations functions and derivatives market
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Margin Reform PhaseV : IM
This course aims to provide attendees an in-depth understanding of all the stages of margin reform; from Phase 1 to Phase 5.
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Essentials of Operational Risk 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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Margin Reform PhaseV : IM
This course aims to provide attendees an in-depth understanding of all the stages of margin reform; from Phase 1 to Phase 5.
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Responses to Financial Crime - AML & KYC
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.
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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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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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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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Anti Money Laundering Masterclass, Amsterdam
A practical guide to modern anti-money laundering and financial crime compliance.
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Interest Rate Risk Management Strategies and IRRBB Amsterdam
Themes include: IRRBB management; modelling interest rate risk; and setting up limit systems.
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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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IFRS 9 Dubai
Led by Juan Ramirez, a senior professional at Deloitte in London advising banks on IFRS 9 and Basel III/IV issues.
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Operational Risk Management Dubai
Course led by Andrew Sheen, former Head of Operational Risk Regulatory Risk Management at Credit Suisse and Fellow of the Institute of Operational Risk.
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Python for Financial Markets, New York
This event will teach participants how to code in Python and demonstrate data analysis using libraries such as Pandas, NumPy and Scikit-learn.
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From Ibor to Risk Free Rates Singapore
Having received exceptional feedback from running this course earlier in 2019, IBOR to Risk Free Rates is returning to Singapore to provide attendees with best practice approaches for dealing with the implications of the transition to risk free rates.
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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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Successful Regulatory Visits and Meetings
Deliver successful risk, capital and liquidity regulatory visits and meetings through a very practical, highly interactive two day workshop
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Model Risk Management - Masterclass Toronto
Join us for our Model Risk training course with sessions covering the best approaches to building a model risk framework, model validation & performance analysis, the use of machine learning for model validation and monitoring of valuation models, as well as a look at the future challenges and trend
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Machine Learning Toronto
Sessions include recent trends in machine learning application to quant finance, model risk, portfolio construction and location intelligence
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Conduct & Culture Risk Australia
Learn about how to implement a conduct risk framework, manage and measure it. Hear from expert tutors on AML/KYC, the difference in regulation globally, culture and the role of 3LOD.
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IBOR Transition to Risk Free Rates Sydney
Having received exceptional feedback from running this course earlier in 2019, IBOR to Risk Free Rates is returning to Australia to provide attendees with best practice approaches for dealing with the implications of the transition to risk free rates.
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Energy Risk USA
Risk.net's annual Energy Risk USA will return to Houston on May 12-13, 2020 with an agenda highlighting the biggest trends in the industry.
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Risk ASEAN 2020
Asia Risk is delighted to present our 8th annual Risk ASEAN 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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OpRisk Asia 2020
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.
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Risk Japan
The conference 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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Collateral Management Japan Forum 2020
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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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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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.
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OpRisk Awards
Hosted by Risk.net, these awards honour excellence in op risk management, regulation and risk management service provision.
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Future Investor Forum 2020
Future Investor Forum 2020 will provide a platform for investment management thought leaders to discuss the challenges that come with different asset classes, as well as practical strategies, products and solutions that will help generate returns in a changing market.
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Risk Live 2020
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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Risk Hong Kong 2020
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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Risk Australia 2020
Asia Risk is delighted to present our 14th 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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Asia Risk Congress 2020
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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Fundamental Review of the Trading Book (FRTB), New York
Sessions include changed structure of internal models, pitfalls of the NMRF, P&L attribution test regime and the default risk charge
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