"Some people go to a business conference not really knowing what they want to get out of the event. Those people don't go to a GFMI event"

GFMI – Global Financial Markets Intelligence provides financial market firms the platform they need to acquire strategic information to solve the problems they are facing.

Our events bring together industry-leaders and decision-makers to develop actionable responses to overcome the strategic challenges of today’s financial markets and see how mutual problems are being addressed across different firms. Detailed case studies presented by senior practitioners with hands-on experience are combined with discussion forums to enable participants to leave events having gained the information they need to tackle the issues that are on top of their agenda.

With each and every meeting being extensively researched and agendas being compiled from information acquired from players across the market, our product range is geared towards providing contemporary and relevant solutions for the problems that firms are facing at any given time, giving firms tangible outcomes that vastly exceed the time and expense of attendance.

marcus evans is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors, 150 Fourth Avenue North, Suite 700, Nashville, TN 37219-2417, www.nasba.org

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   Conference   Summits    Training

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

Energy Derivative Pricing and Hedging
Advanced Modeling of Energy Spots, Forwards, Swaps and Options in the Unified Framework of the Non-Markovian Approach
United States of America
Houston, Texas 16-17 Sep 2019

3rd Edition Fundamental Review of the Trading Book
Understand the requirements under the finale FTRB rule, to avoid unnecessary capital charges within market risk and maintain profitability of products
United States of America
Downtown Conference Centre, New York, NY 16-17 Sep 2019

6th Annual Liquidity and Funding Risk Management
Increase effectiveness of liquidity stress-testing, diversify funding sources and optimize deposits in a changing rate environment
United States of America
Downtown Conference Centre, New York 16-17 Sep 2019

9th Annual Funds Transfer Pricing and Balance Sheet Management
Embed funding costs at the right granularity in FTP models to accurately reflect the impact of regulation and macroeconomic changes as the industry prepares for a risk free rate
United Kingdom
London Marriott Hotel Canary Wharf 16-18 Sep 2019

9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital
Advance valuation adjustment methodology whilst considering impact from changing capital and margin rules and the move towards a risk free rate
United Kingdom
London 16-18 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

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