Risk ASEAN 2020 Asia Risk is delighted to present our 9th annual Risk ASEAN conference, the leading incubator for risk practitioners and investment professionals to share best practices in financial risk management ⦠27 Oct 2020 - 28 Oct 2020 Online, Virtual
Risk Australia 2020 Asia Risk is delighted to present our 14th annual Risk Australia conference, the leading incubator for risk practitioners and investment professionals to share best practices in financial risk manage⦠28 Oct 2020 - 29 Oct 2020 Online, Virtual
Advanced Credit Risk Modelling This course looks at the key modelling techniques that are applied and highlights these to meet the demands of these requirements. 29 Oct 2020 - 30 Oct 2020 Online, Virtual
Approaches to FRTB Implementation Gain clarity on the regulatory timelines, understand the effect the Ibor transition will have and discuss the constantly evolving technology considerations. 02 Nov 2020 - 05 Nov 2020 Online, Virtual
Energy Risk Asia Awards Energy Risk Asia Awards 2020 submissions are now open! The Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providing a unique opportunity for companies across⦠23 Nov 2020 - 24 Nov 2020 Singapore, Singapore
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. London, UK
Risk Markets Technology Awards The Markets Technology Awards focus on market risk, trading and investment risk technology. 24 Nov 2020 London, UK
Uncleared margin rules – the tricks, traps and tools This white paper discusses the potential impact of UMR on portfolios, profitability, strategy and resource. If further highlights key decision stages in best-practice UMR planning and compares the⦠Download
Check mates - AI and the future of KYC Risk.net partnered with specialists NICE Actimize to survey senior financial crime executives in banks and other financial services firms to assess the efficiency of current resources, processes and ⦠Download
A FAVAR modeling approach to credit risk stress testing and its application to the Hong Kong banking industry
Credit exposure under the new standardized approach for counterparty credit risk: fixing the treatment of equity options
