Webinars
Our webinars are built around expert journalism and provide news, opinion and insight on the latest industry developments.
To see a list of our upcoming webinars, please click here.
D-day for the rates market: solving the outstanding issues in US Libor transition
The next months will determine how rates markets cope with the death of Libor. With transition efforts approaching D-day, experts discuss the issues facing the market, the progress made so far and the outstanding issues facing the ‘new look’ rates market…
Action time on FRTB: is your bank ready for the data challenge?
FRTB has been a long time coming and some have wondered if the new rules for market risk capital would ever see the light of day
Regulating interest rate risk
Over the past decade, regulators have introduced stress tests, liquidity and funding standards – and overhauled rules specifically on IRRBB – that have all had some bearing on the current crisis. But they haven’t yet been implemented fully, or equally,…
Banks in crisis
The peak of the global financial crisis arrived in 2008 with the collapse of Bear Stearns and Lehman Brothers, and a raft of bailouts. However, it had already been rumbling on for a year at that point, blowing holes in bank funding models and capital…
Incorporating climate risk into ALM frameworks for banks
Banks are coming under increasing regulatory pressure to incorporate climate risk into their risk management frameworks. An emerging focus is incorporating climate risk into the asset-liability management (ALM) function. This webinar explores this new…
XVAs and counterparty credit risk for an energy market in crisis
Europe’s current energy crisis, coming on the heels of global market volatility caused by the Covid-19 pandemic, has introduced additional complexities to valuation adjustments and counterparty credit risk modelling. Additionally, underdeveloped forward…
Getting op resilience right: breaking down silos and developing a cohesive data strategy
As banks further define their frameworks for operational resilience, firms are now grappling with developing a cohesive data strategy, correlating regulatory expectations and defining concrete outcomes. This Risk.net webinar covers how leading banks are…
Rising renewables: navigating the increasingly challenging US power markets
Renewable energy is the fastest-growing energy source in the US and new investment is pouring in from government and corporates keen to meet environmental, social and governance standards. For energy market participants this presents major incentives to…
Navigating the increasingly complex world of equity options data
With market volatility and retail participation impacting quoting activity on the Options Price Reporting Authority, asset and portfolio managers are struggling to identify the real price of instruments, aggregate data in real time and run-risk…
The final stretch: outstanding issues in non-linear RFR derivatives
Six months on from Libor’s cessation, cash and derivatives markets have adapted quickly to the new multi-rate world. In the US, where selected US dollar Libor tenors will remain in place until mid-2023, SOFR is firmly established as the preferred…
Risk culture 2.0: redefining attitudes and behaviours in an era of change
The world is a very different place than it was prior to the Covid-19 pandemic. From changing work patterns and operational change to geopolitical tensions and rampant inflation, risk departments have never been under so much pressure
The future is now: how data science is revolutionising risk management and finance
This webinar explores how your organisation can move beyond legacy technology, better meet investor demands and remain competitive by embracing the future of finance.
Staying ahead of financial crime: powered by the cloud
A webinar exploring how to safeguard your institution and customers from financial crime with the speed and agility of the cloud
UMR compliance: preparing for phase six
This webinar examines the lessons learned from previous phases and identifies critical – but often unexpectedly time-consuming – factors required for compliance
The importance of preparation and technology in a world of risk
This webinar explores the implementation of smart technologies to transform risk management strategies and improve risk teams’ credibility within and influence on the wider business
Fraud and compliance 2.0: wising up to next-generation technology and boosting payment fraud detection
Fraud can take place due to checks occurring too late in the payment process, after the payer believes the payment has been confirmed. This webinar explores how simplifying the payment process by connecting compliance directly at the point of payment…
Facing the future: the growth of automation in Asia‑Pacific fixed income trading
How can automation improve fixed income trading strategies and best execution? In a recent Asia Risk webinar, in partnership with Tradeweb, a panel of market experts discussed the outlook for automation in the trading space
The future of equity derivatives: perspectives for UK equities and dividends
Managing equity and dividend risk today requires new trading strategies and products. In a webinar convened by Risk.net and hosted by Eurex, three experts discuss what’s next for the UK and European markets.
Libor Telethon: looking ahead
In this Libor countdown clinic, a panel of experts explores the future landscape in a post-Libor world
Libor Telethon: interviews with Tom Wipf and Elisabeth Kirby
This Libor countdown clinic features interviews with Tom Wipf, vice-chairman of institutional securities at Morgan Stanley and chair of the Alternative Reference Rates Committee, and Elisabeth Kirby, managing director and head of market structure at…