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.
Large Exposures & SA-CCR
A two-day training course to understand the implications of adopting Large Exposures in Hong Kong and the challenges in meeting SA-CCR requirements.
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Understanding and Preparing for CECL New York
Two days of sessions include challenges of implementing CECL, leveraging and adapting existing models for CECL, stress testing and lessons learned from IFRS 9.
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Adjoint Algorithmic Differentiation (AAD) Masterclass London
This course will provide a comprehensive understanding of the mathematical foundations of AAD and its role within financial applications
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Trade Surveillance for Energy Trading Firms Amsterdam
Following success in London, we are bringing our Trade Surveillance for Energy Trading Firms course to Amsterdam for the first time. Covering topics such as effective monitoring and complying with market abuse regulation, governance and the effects on the compliance function.
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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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IFRS 17: Managing Insurance Contracts
Sessions will include: an overview of IFRS 17 implementation, practical insights into systems management, the application of IFRS 17 to reinsurance, and an exploration of potential emerging issues and how to prepare for them.
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Fundamental Review of the Trading Book Frankfurt
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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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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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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Stress Testing: CCAR & DFAST New York
Come and join our stress testing experts for an insightful course on DFAST, CCAR, various types of modelling, governance and be the first to hear about the new session on stress testing climate risk
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Quant Summit Europe
The Risk.net’s Quant Summit Europe returns to London on March 5-8th, 2019. From machine learning use cases to quantum computing in capital markets – we will cover the most thrilling areas in the modern quantitative finance!
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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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Energy Trade Surveillance Houston
Key sessions will cover: US vs EU vs UK regulatory overview, challenges and opportunities of MiFID II and MAR, data, disruptive technology and renewable energy trading.
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Risk Management for Insurers London
Join us for our first Risk Management for Insurers training course. Sessions will include: regulation for insurance and risk management, stress testing, cyber risk, operational risk, and catastrophe risk and modelling.
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IFRS 17: How to prepare for the impact and embrace new opportunities
The implementation of IFRS 17, the global standard which replaces IFRS 4, represents the biggest change to the insurance industry for over a decade. Although the deadline has been extended to January 2022, meeting the new standard will be a significant challenge for many firms.
In this webinar we will provide you with a critical understanding of the challenges facing your organisation and how best to adapt to massive increases in data volumes, perform accurate calculations and generate fast, effective reports.
Join our webinar to hear a panel of industry experts discuss:
• An overview of the main challenges of IFRS 17 implementation and how processes are being adapted accordingly
• How to set up reliable internal audit and control processes to achieve greater transparency and comparability
• How technological solutions can aid firms looking to change the way they measure financial performance
• How to achieve closer cooperation and collaboration across business units
This is your opportunity to prepare for the full impact of changes and assess some of the practical solutions that are being developed.
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Advanced Interest Rate Risk Management London
This two day training course will examine the key elements of interest rate risk and assess IRRBB frameworks and governance for senior practitioners.
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Non-financial Risk Management London
This two day training course will provide delegates with best practice approaches to building frameworks for NFR and ERM, a detailed look at creating and establishing a risk taxonomy and also cover new and emerging areas of non-financial risk.
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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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Operational Risk for Energy Trading Firms London
Join us for our first Operational Risk training course for Energy trading firms. Learn about the challenges the operational risk function are facing and how you can benefit from a sound operational framework.
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Fundamental Review of the Trading Book New York
Join us in New York to discuss and analyze the intricacies of FRTB implementation and the latest regulatory guidance
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STS Securitisations: Risk & Compliance
This two day training course will provide delegates with a detailed regulatory update of STS securitisations, how to manage and implement and due diligence from a legal perspective. The course will also focus on securitisations in general, CRT and synthetics.
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Credit Risk Management and IFRS 9 London
Sessions will include: challenges of implementing IFRS 9, hedge accounting, stress testing methodologies under IFRS 9, and a look at how regulators think implementation has gone.
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Advanced Operational Risk Management Paris
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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Adjoint Algorithmic Differentiation (AAD) Masterclass - New York
This course will provide a comprehensive understanding of the mathematical foundations of AAD and its role within financial applications.
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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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Transitioning to a post-Libor world: How to manage risks and seize opportunities in a changing environment
Join our complimentary webinar as we provide a critical understanding of Libor’s current status, the transition, building curves, valuation and modelling and advancing technology to prepare for market changes.
Margining & Collateral Sydney
A two-day intensive course to hear from regulators and leading industry experts on how to prepare for the upcoming IM requirements and demonstrate compliance with the uncleared margin regulations.
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Margining & Collateral Singapore
A two-day intensive course to hear from regulators and leading industry experts on how to prepare for the upcoming IM requirements and demonstrate compliance with the uncleared margin regulations.
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Asia ETF Forum
The Asia ETF Forum is an exclusive series of events taking place across the region designed to bring together combined knowledge and expertise from the ETF ecosystem: institutional investors, intermediaries, as well as ETF issuers, distributors and market makers.
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Margining & Collateral Hong Kong
A two-day intensive course to hear from regulators and leading industry experts on how to prepare for the upcoming IM requirements and demonstrate compliance with the uncleared margin regulations.
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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 Management for Insurers New York
Join us for our first Risk Management for Insurers training course. Sessions will include: regulation for insurance and risk management, stress testing, cyber risk, operational risk, and catastrophe risk and modelling.
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Model Risk Management Toronto
After great success in London, Amsterdam and New York; Risk Training are bringing Model Risk Management: Pricing and Non-Pricing Models to Toronto!
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Machine Learning Toronto
Sessions will cover machine learning models, recent trends in machine learning and its application to quantitative finance, risk and portfolio construction.
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Buy-Side Risk USA
Buy-Side Risk USA is the leading conference for investment strategy and risk professionals from across the North American buy-side industry.
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Risk ASEAN
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. Join leading experts from banks, asset managers, pension funds, insurers and regulators from the ASEAN region to discuss the latest regulatory development, investment strategies to mitigate market volatility and innovative solutions in managing across different risk types.
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Funds Transfer Pricing
This training course is designed to provide attendees with all the tools needed to properly implement and govern FTP strategy. Sessions will cover the main areas of funds, liquidity & capital transfer pricing as well as looking at the business implications of FTP. Our trainers will provide delegate
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OpRisk Europe
Risk.net is proud to celebrate the 21th 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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Energy Risk USA
Risk.net's annual Energy Risk USA will return to Houston on May 14-15, 2019 with an agenda highlighting the biggest trends in the industry.
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Energy Risk Awards
The Energy Risk Awards recognise excellence across global commodities markets as well as providing a unique opportunity for companies across the industry to gain valuable recognition. Winning an Energy Risk 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. While these awards are global, they are predominantly designed to cover firms based in Europe and the Americas, with awards ceremonies taking place in both locations.
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OpRisk Asia
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.
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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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Operational Risk Management
Gain a new or enhanced understanding of operational risk functions such as KRIs, RCSA’s, risk appetite and change management.
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Stress Testing: Latest Developments and Best Practice London
Sessions include model risk, data management and gaining business value from stress testing
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Risk Japan
The conference 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 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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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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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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Collateral Management Japan Forum
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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Behavioural Modelling: NMD's and IRRBB, London
Gain a new or enhanced knowledge of IRRBB, NMD modelling and how to best implement, utilise and manage behavioral models.
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Cyber Risk Management London
Following success in New York, we are bringing our cyber risk course to London for the second 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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Key Risk Indicators and Appetite Risk - Dublin
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 market
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Risk Model Validation Dublin
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 a
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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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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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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 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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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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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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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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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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Quant Summit USA
The annual Quant Summit USA returns to New York on July 16-17, 2019 with an agenda highlighting the biggest trends in the industry and showcasing the latest research in these areas.
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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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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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Risk Model Validation
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 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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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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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 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.
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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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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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