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.
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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IRRBB Hong Kong
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. The course will cover a range of key topic areas including approaches to implementing a measurement and reporting solution, addressing key challenges of running stress testing exercises and examine enhanced disclosure requirements.
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Risk Taiwan (CN)
風險台灣論壇將匯集台灣内外，來自銀行、資產管理公司、養老基金、保險公司以及監管機構的專家，分享金融市場波動下有關風險對沖、投資操作、產品革新以及法規變化的的真知灼見。
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Risk Taiwan
The conference connecting leaders in Taiwan financial market. The Risk Taiwan conference will bring together senior professionals from major regional and global financial institutions and regulators to analyse the impact of global regulatory reforms and investigate the latest investment strategies adopted by banks and institutional investors from across the region.
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Stress Testing for Banks Hong Kong
Common Pitfalls and Challenges This training course will provide attendees with an in-depth understanding of the stress testing process, ways to establish a robust stress testing framework and strategies for improving stress testing in Asia. Expert industry professionals will present a range of key topics including reverse stress testing, liquidity risk stress-testing and stress testing under IFRS 9.
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Machine Learning London
With the recent success of our Canadian training course, Risk Training is happy to announce that our Machine Learning in Finance: A Quantitative Approach is coming to London this September!
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ALM & Balance Sheet Management Amsterdam
Following the success of courses in London and New York, Risk’s two day training course is coming to Amsterdam in September. This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and capital along with a focus on managing, integrating and optimising your balance sheets.
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Machine Learning Toronto
This two day training course will provide delegates with an in-depth understanding of machine learning applications. This course will be a technical look at machine learning and provide suggestions and strategies for integrating it within your organization
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Fundamental Review of the Trading Book - Toronto
Risk Training's two day training course will bring together a variety of industry experts and practitioners to discuss topics including the revised internal model and standardised approaches, the P&L attribution test, modellable and non-modellable risk factors, capital requirements, and data management.
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Model Risk Management Amsterdam
The course will look at how to build a model risk management framework and how to report and model your risk appetite. It will also provide an in-depth look at how implementing technology effects the governance around models. Day one will end with a group discussion on model uncertainty.
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Risk Model Validation London
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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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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Trade Surveillance for Energy Trading Firms New York
In this Risk Training event, following incredible feedback for our highly successful event last October, day one will look at the current state of trade surveillance and market compliance. Attendees will discuss what trade surveillance is and the tools of the trade before hearing a case study on trade surveillance integration.
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Approaches to IFRS 9 & Credit Risk Management London
This course will provide attendees with a comprehensive understanding of the challenges that have arisen from IFRS 9 implementation, impairment models and rules, adapting to the expected credit loss model, and managing volatility under IFRS 9.
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Conduct Risk London
Risk Training brings our conduct risk training course back to London which will again provide delegates with guidance on the key considerations in conduct risk and risk governance issues; along with best practice approaches in how to build, implement and maintain a sound conduct risk programme.
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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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Webinar: Solving the $350trn problem: How will financial markets transition from the IBORs?
Once described as the ‘world’s most important number’, banks have been using the Libor rate since the 80s. Now that the scandal-hit benchmark is due to be phased out by 2021, what will the future hold?
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Machine Learning in Finance Hong Kong
This training will gather 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
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Deposit Modelling London
Risk training’s two day course returns to London to provide a key insight into deposit modelling and the treasury, and considers the links between interest rate risk, liquidity risk and funds transfer pricing.
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Pricing Interest Rate Derivatives New York
This seminar will deliver intensive teaching on some of the key challenges quant professionals face, focusing on a fine balance between quantitative methods and calculations and practical, real life solutions. Attendees will also receive numerous alternatives solutions for them to consider when they return to their institution.
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IFRS 17: Managing Insurance Contracts
Risk Training's two day course will provide an overview of the standards, discuss the measurement models, key business challenges presented, how to confront IFRS 17 within your business and will suggest strategies for working towards implementation.
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Fundamental Review of the Trading Book London
Risk Training’s Fundamental Review of the Trading Book course is returning for a fourth year to provide attendees with the skills to establish a robust and compliant FRTB strategy.
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Webinar: Capital Markets: Keeping up with cloud adoption
Are you keeping up with cloud adoption? With increasing acceptance from regulators and improved security measures it’s no surprise that capital markets are set to grow their investments in cloud services.
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Liquidity & Funding Risk
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 with the latest regulatory requirements.
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Risk and Regulation Forum
Event Highlights: Third party and vendor risk How are banks and asset managers dealing with MiFID II Evolving cyber risks GDPR regulation and ensuring data security across Derivatives pricing Governance and controls over the benchmark process
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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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Trade Surveillance London
This training course will cover in detail the need to know areas of trade surveillance for energy firms; covering topics such as effective monitoring and complying with market abuse regulation, governance and the effects on the compliance function and innovations in technology and data analytics.
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Trade Surveillance for Banks New York
This training course will deliver practical insights of trade surveillance and market compliance through topics such as operational response and efficiency, data and technology and insider trading.
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Cyber Risk Modeling New York
This training course is designed to provide attendees with all the tools needed to implement and govern cyber risk and understand the various modelling options available.
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Webinar: GPDR is here: Facing the challenges and uncertainties of a post-GDPR world
With challenges still remaining around GDPR and new uncertainties and regulatory expectations coming to surface, how is your organisation coping with the post GDPR hangover?
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Wealth Management Leadership Forum
Vontobel, in association with Asia Risk, is delighted to announce the 2nd annual Wealth Management Leadership Forum, an exclusive event for private banks, wealth managers, family offices and independent asset managers.
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Smart Beta and Factor Investing Briefing
Risk.net is proud to announce the 2018 Smart Beta and Factor Investing Briefing taking place on 11 October at the Four Seasons Hotel, Milan. The exclusive briefing will dive deep into the rapidly growing smart beta landscape – assessing the benefits and challenges for the investment community in Europe. Engage with and learn from Europe’s leading factor investors, ETF issuers and index providers on how smart beta implementation within a portfolio will reduce risk, enhance return and provide diversification. Through a combination of panel discussions and presentations industry leaders from Europe’s largest financial institutions will examine emerging opportunities and share best practices in the new environment.
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Societe Generale & Risk Derivatives Conference 2018
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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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 and Trading Professionals
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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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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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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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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Interest Rate Risk in the Banking Book
This two day course will provide attendees with a key insight into challenges in implementing IRRBB, setting up and evaluating your IRRBB governance, and an overview of the approaches to behavioural modelling and IRR.
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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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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 13 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. Winning an Energy Risk Asia Award sets you apart from your competitors and is a tangible accolade that demonstrates to your clients and peers that you have excelled within your sector.
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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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Asia Risk Basel III
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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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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Asia Risk IFRS9
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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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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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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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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Quant Summit Europe
Showcasing the latest quantitative research in risk management, portfolio construction and trading
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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 Structured Products Washington D.C. conference will gather 100+ senior structured product professionals from across North America.
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