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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.More information
Energy Risk Asia Awards 2018 submission is now open. Submission period ends on 27 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.
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.More information
Join 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 at the training course.More information
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.More information
This training course will provide attendees with a comprehensive understanding of the stress testing process and give best practice examples from leading financial institutions.More information
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.More information
This course will deliver teaching on how to fit and bootstrap a curve, price a variety of bonds and model Bermudian swaptions and interest rate derivative volatility for Quant professionals.More information
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.More information
This two day training course will provide delegates with a comprehensive understanding of machine learning applications. Sessions will cover in-depth the technical aspects of machine learning and provide suggestions and strategies for integrating it within your organization.More information
A comprehensive overview of the current regulatory landscape of model risk management and best practice approaches for modelling across, risk pricing and credit models.More information
The Risk.net’s Quant Summit Europe returns to London on March 5-8th, 2019 with a new program full of inspiring ideas and practical insights. From machine learning use cases to quantum computing in capital markets – we will cover the most thrilling areas in the modern quantitative finance!More information
This course will provide a comprehensive understanding of the mathematical foundations of AAD and its role within financial applications.More information
Buy-Side Risk USA took place in New York on June 19, Buy-Side Risk USA is the leading conference for investment strategy and risk professionals from across the North American buy-side industry.
With increasing client demands for greater transparency, the explosive growth in passive funds and a plethora of technological disruptors, business models are changing in the buy-side industry.
Buy-side Risk USA will tackled these changes head on. With senior level speakers addressing everything from risk premia and the future of active management to alternative data uses and ESG investments, Join us in 2019.More information
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.More information
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.More information
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 AmericaMore information
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.More information