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 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.More information
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.More information
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.More information
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.More information
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.More information
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.More information
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.More information
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.More information
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.More information
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.More information
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.More information
Amid public scrutiny and the increasing responsibility demanded by regulators, the world’s financial firms are under intense pressure to improve the effectiveness and efficiency of their anti-money laundering (AML) and customer due diligence (CDD) efforts.
But the investigation process remains heavily manual, with firms throwing increasing budget and resources behind efforts to research and resolve alerts, of which the vast majority are ‘false positives’ that pose little to no risk to the institution.
In conjunction with Risk.net, IBM conducted a survey of AML and financial crime professionals in global financial institutions to expose the scale of the challenge, from resource allocation to length of investigation to number of systems accessed during investigations.
Join us on 27 November as we reveal the results and learn what leading institutions are doing to optimise their AML detection and investigation programmes.
In this webinar we will discuss:
- The main challenges faced during the investigation process and how to reduce the effort and time spent on ‘false positive’ alerts
- Best practice processes and methodology for AML sanctions screening, transaction monitoring, customer due diligence (CDD), enhanced due diligence and know-your-customer compliance
- Where artificial intelligence can be most effective in AML and CDD compliance management
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.More information
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.More information
This training course will provide attendees with a comprehensive understanding of the stress testing process and give best practice examples from leading financial institutions.More information
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.More information
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.More information
Webinar: Meeting IRRBB’s data, risk measurement, aggregation and reporting requirements under the recently finalized EBA standards
Join our expert panel on as we explore how organisations are meeting IRRBB’s data, risk measurement, aggregation and reporting requirements under the finalized EBA requirements.
Key topics to be discussed:
Capacity of existing ALM tools to quickly absorb the structural changes to methodologies and measure interest rate risk on tens of millions of records, so that precise -valuation and earnings are reported for each position.
Risk aggregation solutions to support the increased frequency and granularity of reporting and analysis.
Integrating big data technology with risk management to address the new challenges.
Flexible and modern risk infrastructure to provide quick responses to regulatory stress tests.
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.More information
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.More information
Webinar: Prepare your business: How to integrate cybersecurity and operational risk to meet regulatory compliance
Financial institutions understand the need to keep up with development in operational and IT risk and cybersecurity.
New financial service regulatory requirements related to operational, IT and cyber risk and resilience are evolving, and with the EU allegedly facing 4000 ransomware attacks a day, it’s no surprise that firms feel under pressure to prepare.
Join us on December 5th and hear from leading practitioners on how to best plan and execute comprehensive cybersecurity and IT risk programs.
Key topics to be discussed:
- Approaches to the identification and management of the latest threats and vulnerabilities;
- Integrating IT risk as part of a comprehensive GRC strategy;
- Understanding IT risks in the context of the business.More information
The Risk.net’s Quant Summit Europe returns to London on March 5-8th, 2019 with a new program full of inspiring ideas and practical insights. From machine learning use cases to quantum computing in capital markets – we will cover the most thrilling areas in the modern quantitative finance!More information
This course will provide a comprehensive understanding of the mathematical foundations of AAD and its role within financial applications.More information
Buy-Side Risk USA took place in New York on June 19, Buy-Side Risk USA is the leading conference for investment strategy and risk professionals from across the North American buy-side industry. With increasing client demands for greater transparency, the explosive growth in passive funds and a plethora of technological disruptors, business models are changing in the buy-side industry. Buy-side Risk USA will tackled these changes head on. With senior level speakers addressing everything from risk premia and the future of active management to alternative data uses and ESG investments, Join us in 2019.More information
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.More information
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.More information
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 AmericaMore information