Risk events is a global portfolio of best-in-class conferences, awards, webinars, roundtables and bespoke live content hosted by Risk.net, the world's leading source of in-depth news and analysis on risk management, derivatives and regulation.
We serve a discerning, senior audience of decision makers from investment banks, investors, regulators and the intermediaries that serve them with content that is thought-provoking and impactful, both in-person and online.
Our event attendees rely on us to gain a greater understanding of cutting-edge topics, to strengthen their network and to harness valuable, actionable insights which can enable change within their teams and businesses.
No other publication-led events portfolio offers such authoritative content nor such a senior audience of pre-qualified decision-makers and influencers, ensuring our partners receive unrivalled brand visibility, thought leadership and community engagement through credible content.
Risk Live North AmericaOctober 19, 2023 | New York, USA
Risk Live North America brings together risk management and risk transfer professionals from across the capital markets industry to benchmark, share insights and connect. This year's festival encompasses five topic areas, or stages: Risk Management, Operational Risk, Climate Risk, Investment Risk and ALM.More information
The Risk.net CRO Club is an exclusive membership for Chief Risk Officers. By becoming a member, you will be the first to be invited to exclusive CRO events, receive content and news which will be distributed exclusively to club members, and will be the first to hear about speaking opportunities.More information
Traditionally, fixed income as an asset class has presented market participants with a number of challenges due to the over-the-counter (OTC) model by which the bulk of securities are traded. Observable market data, especially for infrequently or thinly traded instruments, is sparse or even totally absent, which impacts firms’ abilities to accurately price/value such instruments, while gauging market depth (liquidity) is similarly challenging. However, a number of initiatives are currently underway that will shine a light on the global fixed-income markets, and by so doing provide participants with greater transparency and granularity to support their pricing and liquidity functions.
This webinar will focus on:
- The current challenges facing market participants when it comes to trading OTC fixed-income securities
- What ‘transparency’ means practically to market participants and how market infrastructure and data providers can help increase transparency in the fixed-income markets
- The business and operational benefits accruing to participants on the back of increased transparency in the fixed-income markets
Asia Risk is delighted to present the annual Asia Risk Congress, Asia's leading risk management, derivatives and regulation event. Attended by 600+ delegates, the event will discuss the latest on libor transition, regulatory developments, non-financial risk, and derivatives.More information
The dust has settled six months on from Silicon Valley Bank's (SVB's) and Credit Suisse's failures, lessons are clearer and the regulators are getting their ducks in a row.
A recent series of Risk.net webinars looked at the banking crisis, interest rate risk and revamping banking asset-liability management practices. Back in April our panellists dissected what went wrong and identified early lessons; fast forward to the close of summer and we’re still seeing how these lessons are manifesting as changes to interest rate and liquidity risk management best practice.
In this instalment, the expert speaker panel will consider:
- Supervisory risk and getting the balancing act right as regulatory requirements shift
- The expectations for scrutiny of interest rate risk and liquidity risk models, following SVB and Credit Suisse
- What risk architecture banks are using to enhance their liquidity stress test and risk monitoring capabilities ?
- What are the key business benefits associated with these new tools ?
The webinar is essential viewing for bank risk managers wanting to gain a competitive edge in managing and mitigating interest rate and liquidity risk.More information
In today's volatile landscape, risk management is paramount. The demand for meticulous and frequent risk assessment is undeniable. Coupled with the ever-evolving regulatory landscape, with a push towards risk-sensitive calculations for market and counterparty risk capital, it has become clear that businesses require highly scalable, near-real-time analytics with the ability to drill down and attribute risk to different units within the organisation. Grasping the true cost of putting on a trade is now pivotal.
Risk.net’s upcoming webinar unveils the game-changing impact of cloud technology and data analytics, empowering institutions to enhance their calculations and cut operational costs. Redirecting focus to critical business decision-making and profitability follows suit.
The webinar is essential viewing for bank and buy-side risk managers wanting to better understand the opportunities for finding efficiencies while complying with shifting regulatory expectations. The discussion points will include:
- Key challenges posed by the dynamic regulatory landscape and its impact on risk management strategies
- How cloud technology and data analytics are reshaping risk management and regulatory compliance in today's complex business landscape
- Showcasing real-world examples of institutions that have successfully integrated cloud technology and data analytics into their risk management processes.
Navigating the implications of shifting banking supervision expectations on risk management
With more regulatory responses to March's banking turmoil expected, a revamp of bank ALM practices is in progress and firms are more alert to interest rate risk than ever. Hear from leaders in the field and take practical steps to improve your ALM.More information
Where energy risk managers connect and exchange best practices
Energy Risk Europe returns to London this November, reuniting leaders of the energy risk community representing energy firms, industrial consumers and investment banks in the UK and Europe. Sessions will cover the most pressing issues facing energy risk professionals, from transitioning to a greener industry, to dealing with supply concerns and price volatility, to keeping abreast of advances in modelling, data and analytics.
Our interactive agenda has been steered by the Risk.net editorial team and Energy Risk global advisory board giving you the opportunity to be inspired, learn, connect with your industry peers and play a part in influencing discussions that will shape the future of the energy sector.More information
Asia Risk and Risk.net is inviting you to be our partner for Trendspotting in Structured Products, an event designed to identify trends in structured products in response to continued growth and opportunities presented by the changing demographic and socioeconomic dynamics in the APAC region.More information
Risk.net, the premier source of information about risk management, presents a new edition of its flagship Risk Live Europe event in Amsterdam on November 30. Bringing together risk and asset liability management leaders from European banks, asset management firms, hedge funds, and pension funds.More information
Energy Risk’s Software Survey and Rankings have been running since 2005. With 15 years of data, the Software Survey charts the use of software by the risk and trading functions of commodity firms, showing the spread of new technologies and the digitalisation of the sector.More information