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.
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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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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IBM Roundtable Series Frankfurt
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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Machine Learning London
Machine Learning in Finance, London - sessions cover opportunities and limitations, models, ML for trading, and future opportunities.
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[Webinar] Turning the FRTB Internal Model Approach into a Competitive Advantage
Following the clarification of the FRTB rules in January 2019, financial institutions are now working towards a 2022 implementation deadline, finalising how their trading books will operate under this demanding regulation.
Ahead of go-live date, FRTB will require banks to balance their capital between the standardized and internal model approaches. The infrastructure requirements for IMA, in terms of systems, data and processes, are complex and costly - if your current market risk framework is not up for the challenge, you risk being left behind.
In this webinar we will look at the viability and commercial potential of the Internal Model Approach and analyse new profit-making opportunities that may arise.
We will also discuss key topics including:
- Why and how leading firms are choosing to move forward with the standard approach
- Clarity around the P&L attribution test & RAG/Amber zone relaxation
- How to manage the cost of the IMA and set up future new-profit making opportunities
- Identifying winning strategies introduced by IMA
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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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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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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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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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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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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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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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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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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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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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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Anti-Money Laundering
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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Python for Machine Learning Implementation in Finance
Your essential Python toolkit for machine learning implementation
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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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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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ALM & Balance Sheet Management London
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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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 New York
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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Funds & Liquidity Transfer Pricing London
Sessions will include: FTP objectives and implementation, capital transfer pricing, liquidity transfer pricing, and the business implications of FTP.
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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 Amsterdam
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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Implementation of IFRS 9 in Emerging Markets
This course is beneficial for anyone involved in IFRS 9 Implementation or credit risk management in South East Asia. Participants will learn the principles of IFRS 9, impacts of implementation, best practice approaches to governance, ECL modeling, and stress testing.
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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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Cyber Risk Stockholm
This training programme is designed for anyone who is working in, or interacts with cyber risk in financial services. Sessions will cover key cyber risk considerations including where cyber risk fits into overall risk strategy and interacts with It, how to create a design, and more
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Model Risk Stockholm
After great success in London, Amsterdam and New York; Risk Training is bringing Model Risk Management: Pricing and Non-Pricing Models to Stockholm!
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Fundamental Review of the Trading Book (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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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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Model Risk Management 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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OpRisk Australia
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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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 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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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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