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.
How to manage credit risk capital requirements under Basel IV
Basel IV doesn’t just seek to finalise the objectives set out in Basel III; it will introduce several new requirements and reforms to the current legislation.
But how will banks meet these regulations and how can they ensure that they comply?
Under Basel IV, banks will be required to increase risk sensitivity by basing risk weights on risk drivers. Banks will also need to increase comparability of capital requirements along with strengthening the connection between standardized and internal model based approaches.
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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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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.
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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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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.
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Deposit Modelling In a low interest rate environment Frankfurt
Engage with industry experts to discuss how a low interest rate environment is affecting approaches to deposit modelling. Delegates will be provided with in depth presentations addressing lack of appropriate data, the results of the EBA stress test and modelling options for NMD’s.
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Credit Risk Modelling, London
This course is an excellent learning resource for anyone with credit risk responsibilities within financial services.
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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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IBOR to Risk Free Rates: Euribor transition, 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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Stress Testing: Liquidity Risk
the course will provide delegates with the best capabilities and depth of knowledge that will allow them to grasp the latest regulatory requirements, fundamental principles, and understand the direction of leading organisations in this field.
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Responses to Financial Crime - AML & KYC
Through a two day action-packed agenda delegates will have exposure to top experts leading in the Anti- Money Laundering (AML) sector to learn about current threats and the latest counter measures to mitigate risk against financial crime.
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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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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
Learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment.
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Identifying and Managing the Financial Risks of Climate Change
Learn how to establish a strategic approach to manage the financial risks of climate change and how to embed such risks into your existing risk management 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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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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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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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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Risk Model Validation
This specialist training course 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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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
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
Expand your knowledge of behavioural modelling with an in-depth focus on application, development and management of IRRBB and NMD models.
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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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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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Data Science for Energy Risk Managers & Trading Professionals
Data Science for Energy Risk Managers
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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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Machine Learning in Finance, Toronto
Sessions will cover neural networks, reinforcement learning, NLP and machine learning in risk management
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Conduct & Culture Risk
This two day course will provide delegates with an understanding of techniques and strategies that leading organisations are implementing to create a positive culture towards risk and compliance in their business.
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Stress Testing: Latest Developments & Best Practice Approaches
This training course will provide attendees the opportunity to get an inside scoop on the latest developments in stress testing.
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Behavioural Modelling: NMDs and IRRBB
Gain a new or enhanced knowledge of IRRBB, NMD modelling and how to best implement, utilise and manage behavioral models.
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From Ibor to Risk Free Rates
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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OpRisk North America
This industry must-attend conference gathers 400+ senior operational risk directors from leading tier 1 banks, buy-side firms and regulators from across the globe.
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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 (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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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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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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OpRisk Awards
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
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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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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Risk USA 2020
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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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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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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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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