Event Description
There is only one place where years will meet in insurance risk: evaluating 2013, setting the standards for 2014. the year's first insurance risk event will also be the truly pan-European one, with carefully chosen scale for ideal ne
With huge potential implications for the banking sector, RWAs and bank capital levels, how ready is your team for the ECB's Asset Quality Review?
Designed to fall at a key time in the AQR project cycle, join expert speakers at the first Asset Quality
Several months on from the compliance deadline for having CVA set up and running, CVA is still a central and urgent area for banks to adapt to across Europe. Basel III produced new revised calculations for CVA as well as a new CVA capital charge, wor
Financial Research Associates’ Hedge Fund Tax 101 and K-1 Boot Camp, taking place January 30-31, 2014 in New York City, will help funds of all sizes and strategies ensure absolute efficiency and compliance. Attend day one, day two, or gain an optimum
Attendees of this 8th annual forum will benefit from:
• Pillar 2 operational risk calculation
• Wind-down enhancements in ICAAP
• Reverse tress testing developments
• Setting & monitoring KRIs
The 2nd Annual Utility Cyber Security Conference will build on the success and track record of the marcus evans Utility and Cyber Security events over the past several years, including last year’s inaugural delivery. We plan to identify and provide c
This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practi
Modern finance portrays investment decision-making as rational choice. However, pure rationality does not describe how decisions are truly made. This course examines:
(1) the various behavioural strategies that amateur and expert investors rely upon t
Description: Insurance Industry Forum: ORSA is the only event dedicated to convening cross-enterprise insurance executives to navigate and optimize the ORSA process. At the event you will discover best practices from over ten insurance companies and
Understanding the role of economic indicators which determine market performance is an essential skill in the context of an increasingly sophisticated and complex financial marketplace. This course identifies the information that really matters and p
A two-day course covering the challenges and opportunities arising from the new regulatory changes from Basel III as well as other major European and U.S. regulatory pronouncements, and their implications for bank financial institutions. The programm
The program aims to provide a sound understanding of the up-to-date practical realities of trading and risk managing correlation, especially equity and equity/forex.
The course will draw heavily from recent markets case studies, and the real practices
The Trading Show New York provides unparalleled opportunities to network and do business with top trading firms, quant funds, end investors, banks, brokers, and technology providers. By exploring the overlapping issues of quant investing, electronic
A three-day advanced programme covering best practices in Asset-Liability Management (ALM), as well as ALM’s relationships to capital and performance for financial institutions. ALM will be shown to have evolved beyond basic management of incremental
A comprehensive workshop on pricing and managing interest rate derivatives.
This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough grounding in these instruments.
This programme covers the latest trends in quantitative modelling for asset allocation and portfolio construction, using new approaches that move away from asset class investing to a risk factor view.
Innovations suggested over the last ten years are
An intensive three-day workshop on trading and managing risk of vanilla equity derivatives.
Presented by Alberto Cherubini.
This program provides a solid understanding of modern vanilla equity derivatives and their markets, including best practices and
Model validation is never new, but with increasing concern from the regulators, together with the drastic change of market landscape, it is essential for all financial institutions to evaluate their model validation and governance framework comprehen
Tighter restrictions on model specification may drive a wedge between models used to calculate risk weightings and the models that banks use for other purposes such as pricing, capital allocation and the calculation of risk-adjusted returns.
This may
Now celebrating its 20th anniversary, RiskMinds International is the world’s largest & most senior gathering of the global risk management community, giving you the chance to share experiences & exchange knowledge with over 600 financial risk profess
The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.
For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!
