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.
Risk South Africa
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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Model Risk Management Europe
The application of model risk management is becoming ever more important for banks as the reliance on models to meet regulatory challenges and improve business performance increases. Risk.net is launching the Model Risk Management Summit to look at the analytical skills, governance and structures required for effective model risk management and the role that big data analytics and machine learning have to play.
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Data Science for Energy Risk Managers Houston
This innovative and practical two day course is designed to introduce risk managers and trading professionals to the basics of data science. Focus will be placed on creating, visualizing and testing a trading strategy or risk management analysis with the R programming language.
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Key Risk Indicators London
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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Risk Residential: Liquidity Week
Taking place just outside London in the luxury De Vere Selsdon Estate, this residential event promotes immersive learning across two esteemed training events, 'ALM and Balance Sheet Optimisation' and 'Interest Rate Risk in the Banking Book'. Your booking includes accommodation, meals, all learning materials and 12 CPD credits.
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Risk USA
Risk.net's award-winning conference, 24th annual Risk USA, is the eminent risk management event for North America's top tier banks, buy-side participants and industry regulators. The highest quality of content will be presented by the finest in the industry and is developed following months of meticulous research with senior executives and driven by the sophisticated editorial intelligence and insight for which Risk.net is renowned.
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Webinar: MVA - How to forecast initial margin for client trades and dynamic hedges
Using exotic swaptions as an example, in this webinar we will identify how IM requirements arise from client trades and the hedge trades they necessitate, with the aim of accurately determining the total MVA impact of the trade to the bank.
Key topics discussed:
- Basic definitions and background for CCR, VM, MPoR (Margin Period of Risk), IM and MVA.
- Structure of a MVA calculation and forecasting sensitivities for IM.
- IM for dynamic hedges: forecasting hedge ratios and hedge-side IM.
- Worked example for a Bermudan hedged by vanilla swaps and swaptions.
- When, and how much, hedge-side IM to charge on to clients.
Global Custody Risk Awards
The aim of the awards is to find out the best custodians and fund administrators in Europe, Americas and Asia as well as the best organisations globally among a number of hotly contested categories, making this the perfect platform for your organisation to get noticed.
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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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Energy Risk Regulatory Update
For the third consecutive year, Risk’s two day course is returning to London to provide delegates with a comprehensive understanding of the most pertinent regulations affecting energy practitioners.
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XVA: Credit, Funding and Capital Valuation Adjustments New York
This course will provide attendees with a comprehensive overview of XVAs and the challenges they present. Across the two days it will cover topics such as the different methodologies and approaches to calculate XVAs, how they are used, and whether they add value or complexity.
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Conduct Risk New York
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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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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Approaches to IFRS 9 & Credit Risk Management Frankfurt
Following great feedback in London, our IFRS9 training course is coming to Frankfurt this November to provide delegates with best practice, practical advice from leading industry practitioners.
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Regulatory and compliance complexities in Asia Pacific
Join us at Asia Risk Regulatory and Compliance Round-table, hosted in partnership with TMF Group, to analyse and understand how firms can cope with these complex compliance challenges in doing business in the Asia Pacific region.
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SFTR: Increasing Transparency in Capital Markets London
Addressing the requirements of SFTR and how it will impact the industry. The course will teach the strategies to prevent undesirable impacts and how to utilise the benefits of the new requirements, such as choosing a trade repository that is beneficial for you.
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Approaches to Liquidity Risk Management London
This two day course will provide delegates with an in-depth insight into pre-crisis behaviours, regulatory challenges, stress testing liquidity, and the management of intraday liquidity.
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Cyber Risk Management London
Following success in New York, we are bringing our cyber risk course to London for the first 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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Energy Risk Asia
Asian energy traders and risk managers face uncertain times. 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 are shaping Asian energy markets. Against this backdrop and in its 11th year, Energy Risk Asia continued to be the pre-eminent event for risk managers to discuss these and other burning issues of the day. The conference featured a number of industry leaders - from market participants, regulators, analysts and commentators.
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Energy Risk Asia Awards
Energy Risk Asia Awards 2018 submission is now open. Submission period ends on 27 September 2018. The Energy Risk Asia Awards recognise 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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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. The reputation of Hedge Funds Review for fair and unbiased reporting extends to the European Performance Awards. The awards attract the top names from the industry and recognise true performance, skill and expertise as well as outstanding individuals. The hedge fund investment process relies on more than just numbers. Our judging process recognises this. Expert judging panels review the risk and return characteristics of each entry and then make a decision after vigorous discussion, taking into account qualitative factors and drawing on the experience and knowledge of each judge to agree winners in each category.
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Machine Learning Sydney
Join leading risk, finance, compliance, operations practitioners, machine learning experts, data officers and buy-side professionals to discuss potential benefits and risks for financial stability that should be monitored as machine learning is widely adopted across the business at the training course.
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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 2019
This year’s Markets Technology Awards takes place in London on November 27th. As part of the Risk Awards, it brings together a complete cross-section of the market: alongside technology vendors are sell-side salespeople and traders, buy-side portfolio and risk managers, quants, exchanges, trading platforms and clearing houses, law firms and more – recognising their achievements, and those of the industry as a whole.
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IFRS 9 Masterclass Bangkok
This two-day course provides an in-depth analysis and strategy for implementing IFRS 9 on financial instruments. Our expert speakers will discuss challenges in implementing IFRS 9 and share case studies on practical application of the standard.
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Basel III final rules: Liquidity and capital implementation
This two-day course provides an overview of the loss-absorbing capacity requirements for authorised institutions. Participations will be provided with practical experience and examples in calculating LCR, NSFR and understand the interaction with interest rate risk in the banking book (IRRBB) requirements.
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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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Fixed Income: Bond Pricing and Interest Rate Derivatives London
This course will deliver teaching on how to fit and bootstrap a curve, price a variety of bonds and model Bermudian swaptions and interest rate derivative volatility for Quant professionals.
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Stress Testing: Latest Developments and Best Practice London
This training course will provide attendees with a comprehensive understanding of the stress testing process and give best practice examples from leading financial institutions.
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Funds & Liquidity Transfer Pricing London
Returning for the 4th time in London, this course will discuss all the main areas of FTP, both from a business and technical perspective. Delving into curve architecture and modelling, delegates will be provided with best practice approaches and considerations for FTP within the business.
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Large Exposures and SA-CCR Singapore
Asia Risk is delighted to announce our Large Exposures & SA-CCR training course which is being held on 3-4 December in Singapore.
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Model Risk Management New York
This course is designed to provide attendees with a best practice guide to building a robust model risk management framework. In-depth presentations will cover a broad range of topics including model validation and performance analysis, utilising machine learning, governance and the impact of CECL.
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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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Large Exposures & SA-CCR
Asia Risk is delighted to announce our Large Exposures & SA-CCR training course which is being held on 6-7 December in Hong Kong.
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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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Quant Summit Europe
Showcasing the latest quantitative research in risk management, portfolio construction and trading
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Buy-Side Risk Europe
The conference will bring together senior risk, data science and investment strategy professionals from institutional investment funds, asset managers, hedge funds and insurers.
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OpRisk Europe
Risk.net is proud to celebrate the 20th anniversary of our award-winning OpRisk Europe conference! This industry must-attend conference gathers 200+ senior operational risk directors from top-tier banks, buy-side firms and regulators from across the Europe, Asia and the Middle East.
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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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