Webinars
About our webinars
Our webinars are built around expert journalism and provide news, opinion and insight on the latest industry developments.
Upcoming Webinars
Shining a light on fixed income
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
New trends in interest rate and liquidity risk management
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.
Read more Sign up to the webinarThe tech revolution: equipping institutions for risk and regulatory challenges
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.
Previous Webinars
Zero-day options: ticking time bombs or high alpha trades?
Zero-day-to-expiration (0DTE) options have surged in popularity over the past several years, with 0DTE options now exceeding 40% of daily trading volumes in S&P 500-linked options by recent estimates. A panel of market experts provide their perspectives…
New developments in XVA: an inside view on bank strategy in a changing world
This webinar addresses market issues and explores banks' strategies for optimising capital efficiency, shedding light on how banks are adapting to changing regulation, how they minimise the impact of market volatility on capital requirements and how…
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
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…
Libor Telethon: leaving Libor behind and clearing legacy Libor swaps
This Libor countdown clinic explores the impacts of moving on from Libor and how to clear legacy Libor swaps, and features an interview with Phillip Whitehurst, head of service development, rates, at LCH
Libor Telethon: interview and Q&A
In this Libor countdown clinic, an interview with Edwin Schooling-Latter, director of markets and wholesale policy at the Financial Conduct Authority is followed by a Q&A with Nicolas Cerrajero, Irina Ursachi and Nicolas Millot from audit, tax and…