Event name 
Sector
Date
- event format
- testimonials
- "Very interesting discussions and presentations. The big turnout from different industry players us definitely an asset as it allows you to benchmark yourself with your peers" -
Risk Advisor, KBC - "We appreciate the diversity of the subject approached. It gave us an update of the situation covering regulation, new products and the impact" -
Trade Finance Manager, Commerzbank - "Well organised, pleasant organisers and time well managed "-
Global Head of Trade, Barclays - "All of the sessions were very information for me, if I have the chance I would like to join again" -
Deputy GM head of EMEA Department - Global Trade, Mizuho - "Overall experience is good "-
CFO-Corporate Finance, Tata Capital Ltd - "Program was outlined and planned in a systematic manner and at desired level of expertise." -
Asst VP- Treasury, Tata Capital Financial Services Ltd - "Knowledge & experience sharing in FTP implementation/application by each speaker & valuable panel discussion." -
ALM & Investment, BII - "Useful, actual, practical" -
Head of ALM, OJSC Bank URALSIB - "The conference was very professionally managed, good follow up from the coordinators"-
Manager Finance Systems, ANZ - "I found the conference to be one of the most useful I have attended so it was well worth the effort."-
Managing Director, CVA Desk, Santander
- "Very interesting discussions and presentations. The big turnout from different industry players us definitely an asset as it allows you to benchmark yourself with your peers" -
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Training events -
- Current Expected Credit Loss (CECL) Modelling
Practical guidance for modellers in financial institutions on issues of estimating expected credit losses for wholesale and retail portfolios under the new FASB Accounting Standards Update 2016-13
United States of America
Downtown Conference Center, New York, NY 18-19 Jul 2019- FinCap: Capital Management and FinTech for Financial Institutions
Capital planning, management and optimisation imperatives in response to the changing competitive landscape post GFC and regulations
Singapore
Singapore 18-19 Jul 2019- Effective Enterprise Risk Management for Banks
Master ERM within your institution to combat existing and emerging risks
United States of America
Downtown Conference, New York, NY 23-24 Jul 2019- International Financial Reporting Standards (IFRS) 9, 15 & 16
Keeping Up-To-Date: Comprehending and Effectively Improving Financial Instruments, Revenue with Customers and Balancing Leases within the organization
United Arab Emirates
Dubai 23-24 Jul 2019- Funds Transfer Pricing: Risk Taking, Pricing and Transfer and the Implications for IRR, Liquidity Risk and Profitability Management
FTP is an essential business management process for effective and meaningful risk and profitability management at all depository institutions
United States of America
San Francisco, CA 24-25 Jul 2019- Behind the Quantitative Curtain of Banks Recovery and Resolution Planning
United Kingdom
On-Demand 23 Apr-26 Jul 2019- Third and Fourth Party Vendor Risk Management for Financial Institutions
Meet Compliance Objectives and Improve your Understanding of your Third Party Vendor’s Security and Privacy Posture
United States of America
NBC Tower l Chicago, IL 25-26 Jul 2019- Implications of the Transition to the Secured Overnight Financing Rate (SOFR) on the $US Derivative Market
Understanding the move from LIBOR to SOFR and the development of the SOFR-backed derivatives market, as well as the issues posed by a lack of liquidity, legacy contract uncertainty, term rates, and future implications for the fixed income derivative market
United States of America
San Francisco 25-26 Jul 2019- Machine Learning and its Applications for Financial Institutions
A Comprehensive Examination of Machine Learning and its Applications within Financial Markets including Risk Modelling, Valuation, and Market Predictions
United States of America
New York, New York 25-26 Jul 2019- Trading Derivatives in Today's Energy Markets
Understanding how derivatives are used by different participants in energy markets
Brazil
Sao Paulo 8-9 Aug 2019- Conduct Risk Management
Concept, Application & Implementation Challenges
Singapore
Singapore 4-5 Sep 2019- Effective Risk Data Management and Reporting
Practical advice on industry best practice in risk data management, aggregation, and reporting.
United States of America
Downtown Conference Center, New York, NY 5-6 Sep 2019- Funds Transfer Pricing: Risk Taking, Pricing & Transfer and the Implications for IRR, Liquidity Risk & Profitability Management
FTP is an essential business management process for effective and meaningful risk and profitability management at all depository institutions
United States of America
Houston, TX 10-11 Sep 2019- Practical Behavioral Finance Theory for Wealth Advisors
The Best Tool Available to Dramatically Increase Client Satisfaction and Retention Rates
United States of America
Chicago, IL | NBC TOWER 12-13 Sep 2019- Commercial and Consumer Credit Risk Measurement & Management
Navigate commercial and consumer lending exposures using foundational, fundamental, innovative, and evolving modelling approaches resulting in effective and efficient credit portfolio management.
United States of America
New York City, New York 16-17 Sep 2019- Trading Derivatives in Today's Energy Markets
Understanding how derivatives are used by different participants in energy markets
United Kingdom
London 17-18 Sep 2019- Stress testing: Encompassing perspective on Basel pillar I and II risks
A comprehensive understanding of the prescribed requirements in the guidance along with a deep dive into the practical aspects
Singapore
Singapore 18-19 Sep 2019- Capital Management: Moving beyond compliance to supporting business strategy
Examining how banks can optimize their capital management processes, including capital and scenario planning, stress testing, and risk measurement
United States of America
Downtown Conference Center, New York, NY 19-20 Sep 2019- Alternative Data & Methodologies for Trading, Investments and Risk Management
How to untap the value of alternative data sources in the day-to-day decision making for investment, trading and risk management.
United Kingdom
London 23-24 Sep 2019- Comprehensive Credit Risk Modelling Masterclass with special focus on IFRS 9, TRIM and Basel IV developments
A comprehensive 2-day course, bridging the gap between IFRS 9, regulatory and economic credit risk modelling.
Austria
Vienna 23-24 Sep 2019- ALM: Moving Beyond the Model
A Comprehensive Perspective on the Measurement and Management of Interest Rate Risk, Liquidity Risk, Funds Transfer Pricing and the ALCO Process
United States of America
Boston, MA 23-24 Sep 2019- Best Practice Capital and Liquidity Planning
Developing a playbook for ICAAP & ILAAP is crucial to bank strategy and profitability
Germany
The Movenpick Hotel, Frankfurt 24-25 Sep 2019- International Financial Reporting Standards (IFRS) 9, 15 & 16
Keeping Up-To-Date: An In-depth analysis on improving Financial Instruments and preparing your organisation to evaluate the impact of new financial standards
Singapore
venue to be confirmed 25-26 Sep 2019- Interest Rate Risk in the Banking Book
Understanding the fundamentals of IRRBB and how it differs from interest rate risk in the trading book
United Arab Emirates
Radisson Blu, Dubai 25-26 Sep 2019- Optimizing the Derivatives Sales Function
Increase sales of derivatives products to clients and build support internally, while adapting to new technology and market conditions
United States of America
Downtown Conference Center, New York, NY 26-27 Sep 2019- Integrated Due Diligence for Financial Institutions
Ensuring proper processes are in place for due diligence to minimise risk in decision making for financial firms.
United States of America
Downtown Conference Center, New York, NY 26-27 Sep 2019- Model Risk Management - Achieving and Maintaining Best Practices and Standards
This course will discuss best practices and the latest trends in model risk management, an ever more important focus for financial institutions.
United States of America
Downtown Conference Center, New York, NY 26-27 Sep 2019- Quantitative Reverse Stress Testing
Lay the foundation of a more quantitative and systematic approach to reverse stress testing.
Germany
Frankfurt 30 Sep-1 Oct 2018- OIS Discounting
OIS discounting is the consequence of a renewed understanding of what it means to trade on a risk free basis. This not only impacts the pricing of OTC derivatives, but it significantly restates the risks which presents organisational challenges for banks and financial institutions.
Chile
Santiago 30 Sep-1 Oct 2019- Canada OSFI B-12: Implementing IRRBB and FTP models to comply with the new regulatory expectations
Meeting regulatory requirements and their implications for balance sheet management to enable profitable and sustainable growth, driving business results through ALM and FTP
Canada
Toronto 3-4 Oct 2019- Alternative Data & Methodologies for Trading, Investments and Risk Management
How to untap the value of alternative data sources in the day-to-day decision making for investment, trading and risk management
United States of America
New York 3-4 Oct 2019- OIS Discounting for the Peruvian Market
OIS discounting is the consequence of a renewed understanding of what it means to trade on a risk free basis. This not only impacts the pricing of OTC derivatives, but it significantly restates the risks which presents organisational challenges for banks and financial institutions.
Peru
Lima 3-4 Oct 2019- Non-Maturity Deposit Modeling
Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
United States of America
Downtown Conference Center, New York, NY 7-8 Oct 2019- Operational Risk Management: From Identification and Assessment to Quantification and Management
Implementing a Basel Compliant Operational Risk Management Programme
Switzerland
Zurich 14-15 Oct 2019- Interest Rate Risk in the Banking Book
Understanding the fundamentals of IRRBB and how it differs from interest rate risk in the trading book
Belgium
Brussels 15-16 Oct 2019- Statistical Sampling for Test of Controls, Compliance & Fraud
Application of a mathematical approach to Internal Audit Testing increases the effectiveness of the audit team, supports the audit conclusions, and engages management in improving controls.
France
Maison FL, Paris 16-17 Oct 2019- Effective Risk Data Management and Reporting
Practical advice on industry best practice in risk data management, aggregation, and reporting
Netherlands
Amsterdam 17-18 Oct 2019- Operations Risk: Active Management Across Industries
Take a closer look at the world of operations and operations management across a wide range of human activity and industries.
France
Maison FL, Paris 24-25 Oct 2019- Machine Learning for Credit Risk Modelling and Decisioning
A comprehensive introduction to the use of machine learning tools in order to make better decisions about credit risk and deal with business and regulatory issues
United Kingdom
London 28-29 Oct 2019- Comprehensive Credit Risk Modeling
A comprehensive 2-day course covering the essentials of credit risk modeling, including CECL, and regulatory and economic credit risk modeling
United States of America
New York, NY 4-5 Nov 2019- Excellence in Liquidity Risk Management
The supervisory requirements and industry practice, including the latest NSFR and LCR requirements
United Kingdom
London 12-13 Nov 2019- Beyond Reporting: Achieving Improved Performance through Enterprise Risk Management
Incorporating Enterprise Risk Management into business strategies to meet objectives and improve performance
United States of America
NBC TOWER | Chicago, IL 14-15 Nov 2019- Third Party Risk Management
End-to-end best practice in a vendor risk management program
United States of America
New York City 14-15 Nov 2019- Non-Maturity Deposit Modeling
Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
United Kingdom
London 28-29 Nov 2019- Statistical Data Analytics for Internal Auditors
Statistical Data Analysis will improve Audit efficiency and effectiveness and provide the basis for risk assessment, process control, six-sigma, accountability and fraud
Spain
Madrid 2-3 Dec 2019- Capital Management and Risk and Capital Strategies
Stewardship and supervision of risks through tactical and strategic capital management
United Kingdom
London 2-3 Dec 2019 - Current Expected Credit Loss (CECL) Modelling