8th Edition Risk Data Aggregation and Risk Reporting
See continued efforts placed to achieve sustainable and full compliance of BCBS 239 with focus on data lineage, taxonomy, and consistency
Banking, Finance and Insurance
De Vere Holborn Bars, London 24-26 Apr 2019

Model Risk Management in Banking
Advance towards an industry standard for model risk management which includes a model governance framework, model inventory and means to quantify model risk
Banking, Finance and Insurance
London 24-26 Apr 2019

5th Annual Retail Deposit Optimization and Strategic Management, Canada
Product innovation, pricing and digital banking strategies to win core deposits in the competitive, rising rate environment
Banking, Finance and Insurance
Toronto, ON 24-26 Apr 2019

Machine Learning in Quant Finance
Determine strategic applications for machine learning to minimize modelling uncertainties, optimize data management and increase profit
Banking, Finance and Insurance
COURTYARD NEW YORK MANHATTAN -CENTRAL PARK, NY 29-30 Apr 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
Banking, Finance and Insurance
Singapore 9-10 May 2019

Effective Enterprise Risk Management for Banks
Master ERM within your institution to combat existing and emerging risks
Banking, Finance and Insurance
Downtown Conference, New York, NY 13-14 May 2019

2nd Edition Automation in AML Compliance and Modeling
Implementing Artificial Intelligence (AI) and machine learning in AML programs to improve accuracy and create efficiencies
Banking, Finance and Insurance
EMBASSY SUITES BY HILTON CHICAGO DOWNTOWN 13-14 May 2019

Advancing your ALM Framework and Leveraging Funds Transfer Pricing
Understanding the multiple regulatory requirements and their implications for balance sheet management
Banking, Finance and Insurance
Downtown Conference Center, New York, NY 14-15 May 2019

Stress Testing and Scenario Analysis: Best practices and new developments
An up-to-date overview of regulatory requirements and innovative solutions to the open problems
Banking, Finance and Insurance
London 16-17 May 2019

FP&A for Today & Tomorrow
Leverage the latest best practices and technologies to use FP&A to steer the business to greater successes in the short, medium, and long term
Banking, Finance and Insurance
Downtown Conference Center, New York, NY 16-17 May 2019

Non-Maturity Deposit Modeling
Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
Banking, Finance and Insurance
Novotel, Santiago 16-17 May 2019

XVA: Latest Developments in OTC Derivatives Pricing
The role of XVA in pricing OTC derivatives
Banking, Finance and Insurance
Mexico City 20-21 May 2019

Optimising the Back Office Function in Energy and Commodity Trading
Increase efficiency of back office operations in energy and commodity trading using RPA and DLT
Energy and utilities
Novotel Berlin Am Tiergarten, Berlin 20-21 May 2019

Impact of the Transition to Risk Free Rates on Hedge Accounting
Account for the changing fair value measurement and hedged relationships of instruments under the new RFRs
Banking, Finance and Insurance
London Hotel Marriott Canary Wharf 20-22 May 2019

10th Annual Total Plant Management 2019
Operational Insights and Maintenance Innovation for Plant Management Professionals
Energy and utilities
Melbourne Convention and Exhibition 20-22 May 2019

Non-Maturity Deposit Modeling
Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
Banking, Finance and Insurance
NBC Tower, Chicago, IL 21-22 May 2019

Advancing your ALM Framework and Leveraging FTP
Understanding the multiple regulatory requirements and their implications for balance sheet management to enable profitable and sustainable growth, driving business results through ALM and FTP
Banking, Finance and Insurance
Maison FL, Paris 23-24 May 2019

XVA: Latest Developments in OTC Derivatives Pricing
The role of XVA in pricing OTC derivatives
Banking, Finance and Insurance
Lima 23-24 May 2019

3rd Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management
Strategic risk management to minimise the implications of CCP default and bilateral initial margin rules of CCR
Banking, Finance and Insurance
London Marriott Canary Wharf 22-24 May 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
Banking, Finance and Insurance
San Francisco 6-7 Jun 2019

Operational Risk Management
Implementing a Basel Compliant Operational Risk Management Program
Banking, Finance and Insurance
Hotel Indigo, Los Angeles, CA 6-7 Jun 2019

Advanced Stochastic Dynamic Programming for Energy Sector Assets
Learn how Stochastic Dual DP can improve solve times by a factor of ten or more
Energy and utilities
London 13-14 Jun 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.
Banking, Finance and Insurance
Maison FL, Paris 13-14 Jun 2019

Advanced Stochastic Dynamic Progamming for Energy Sector Assets
Learn how Stochastic Dual DP can improve solve times by a factor of ten or more
Energy and utilities
London 13-14 Jun 2019

6th Edition Credit Risk Modeling and Management
Optimize your CECL methodologies, implementation and reporting efforts for an effective submission
Banking, Finance and Insurance
Chicago 12-14 Jun 2019

4th Edition Pilot Testing and Dry Runs for the Implementation of IFRS 17
Get ready to start conducting pilot tests and dry runs as well as learn from how other insurance companies are doing them
Banking, Finance and Insurance
Singapore 12-14 Jun 2019

XVAs, Derivatives Pricing and Interest Rate Reform
The implications for derivatives pricing and risk management of the proposed ‘retirement’ of IBOR as a core market benchmark
Banking, Finance and Insurance
London 17-18 Jun 2019

CCR and CCP Risk Management
An overview of the evolution of OTC Central Clearing, regulatory initiatives, and the implications for the risk landscape
Banking, Finance and Insurance
London 17-18 Jun 2019

Reverse Stress Testing
An in-depth discussion of ways to assess and enhance existing frameworks
Banking, Finance and Insurance
The Tower Hotel, London 17-18 Jun 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
Banking, Finance and Insurance
The Betsy, Miami, FL 18-19 Jun 2019

2nd Edition Initial Margin Optimization and Collateral Management
Effective initial margin implementation through efficient derivative pricing within collateral management, to reduce costs and gain competitiveness in the current market
Banking, Finance and Insurance
New York, NY, USA 17-19 Jun 2019

Digital Automation via AI and RPA in Financial Institutions
Strategies to optimize operational efficiency in financial institutions through robotics and intelligent automation
Banking, Finance and Insurance
Atlanta, GA 19-21 Jun 2019

Customer Centricity in Claims Management
Practical case studies of how insurers are prioritising customer centricity in claims through streamlining of the claims lifecycle, leveraging data and use of RPA and AI technologies.
Banking, Finance and Insurance
London Date to be confirmed

5th Edition Managing Interest Rate Risk in the Banking Book
Advance your IRRBB metrics beyond the final EBA IRRBB guideline implementation through better governance structure and improved behavioural modelling techniques
Banking, Finance and Insurance
Prague 24-26 Jun 2019

14th Edition Model Risk
Going beyond SR11-7, optimizing KRIs and maintaining conceptual soundness in changing market and regulatory environments
Banking, Finance and Insurance
New York 24-26 Jun 2019

Continuous Auditing & Continuous Control Monitoring
Enhance the effectiveness and efficiency of your audit team by introducing continuous auditing as one of your audit approaches. Foster the adoption of continuous monitoring techniques by your managers to strengthen supervision over critical company processes
Cross Industry
London 25-26 Jun 2019

Excellence in Liquidity Risk Management
The supervisory requirements and industry practice, including the latest NSFR and LCR requirements
Banking, Finance and Insurance
London 26-27 Jun 2019

Optimizing Liquidity Management in Response to Regulatory Demands
Tackling the challenges faced by banks in liquidity management, particularly in regards to regulatory challenges such as the LCR and NSFR
Banking, Finance and Insurance
New York 27-28 Jun 2019

7th Annual Advanced Credit Risk Modelling Under IFRS 9
Confront self assessment of credit risk modeling under IFRS 9 through validation, audit, and data insights
Banking, Finance and Insurance
Renaissance Wien Hotel, Vienna 26-28 Jun 2019

2nd Edition LIBOR to SOFR Transition
Gain insight and devise strategies for the incoming phase in of SOFR reference rate for a smoother and more efficient transition
Banking, Finance and Insurance
New York 26-28 Jun 2019

Bank Asset & Liability Management Workshop
A comprehensive overview of best practice standards covering intermediate and advanced topics
Banking, Finance and Insurance
Warsaw 1-2 Jul 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.
Banking, Finance and Insurance
London 8-9 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
Banking, Finance and Insurance
Intercontinental, Santo Domingo 11-12 Jul 2019

Comprehensive Economic Capital and Credit Risk Modelling Masterclass
Practical guidance for financial institutions on issues of estimating key credit risk parameters for wholesale and retail portfolios that meet both economic and regulatory objectives
Banking, Finance and Insurance
New York City 15-16 Jul 2019

Capital Adequacy and Sustainability
End to end strategy formulation and tactical foundation exploring and comparing the ICAAP and Stress Testing Program's
Banking, Finance and Insurance
Nassau 17-18 Jul 2019

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
Banking, Finance and Insurance
Downrtown 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
Banking, Finance and Insurance
Singapore 18-19 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
Banking, Finance and Insurance
San Francisco, CA 24-25 Jul 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
Banking, Finance and Insurance
New York 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
Banking, Finance and Insurance
New York, New York 25-26 Jul 2019

2nd Edition Asset Allocation, ALM and Investment Strategies for Insurers
Capitalize on rising interest rates whilst developing stronger ALM, investment strategies and risk management techniques to achieve capital efficient and high returns
Banking, Finance and Insurance
Singapore 25-26 Jul 2019

Trading Derivatives in Today's Energy Markets
Understanding how derivatives are used by different participants in energy markets
Banking, Finance and Insurance
Sao Paulo 8-9 Aug 2019

Trading Derivatives in Today's Energy Markets
Understanding how derivatives are used by different participants in energy markets
Banking, Finance and Insurance
Panama City 12-13 Aug 2019

Conduct Risk Management
Concept, Application & Implementation Challenges
Banking, Finance and Insurance
Singapore 4-5 Sep 2019

6th Annual Liquidity, ALM and FTP
Align ALM and FTP practices to perform in line with current regulatory metrics such as IRRBB, NSFR, and LCR
Banking, Finance and Insurance
Singapore 5-6 Sep 2019

The Operational Risk Management Framework (ORMF)
Detailed guidance on implementing a best practice Operational Risk Management Framework
Banking, Finance and Insurance
Zurich 11-12 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.
Banking, Finance and Insurance
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
Energy and utilities
Houston, Texas 16-17 Sep 2019

Automating Fraud and Financial Crime Prevention in Retail Banking
Combat financial crime arising from AML, credit, payment and card fraud with automation and AI
Banking, Finance and Insurance
London 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
Banking, Finance and Insurance
London 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
Banking, Finance and Insurance
London 16-18 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
Banking, Finance and Insurance
New York, NY 16-18 Sep 2019

6th Annual Liquidity and Funding Risk Management
Increase effectiveness of stress-testing, diversify funding sources and optimize balance sheets to maintain profits
Banking, Finance and Insurance
New York 16-18 Sep 2019

Trading Derivatives in Today's Energy Markets
Understanding how derivatives are used by different participants in energy markets
Banking, Finance and Insurance
London 17-18 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
Banking, Finance and Insurance
Downtown Conference Center, New York, NY 19-20 Sep 2019

9th Edition Insurance Asset Management
Build an insurance portfolio that accommodates market changes as the industry moves towards the end of a credit cycle and prepares for geopolitical risk
Banking, Finance and Insurance
Amsterdam 18-20 Sep 2019

23rd Annual Bank Capital Management
Steer capital management in reaction to assumptions made on the impact of ‘Basel IV’ and macroeconomic changes
Banking, Finance and Insurance
London 18-20 Sep 2019

3rd Derivative Funding and Valuation
Discover industry practices for derivative valuation and compare the best practices for XVA methodologies with other banks
Banking, Finance and Insurance
Singapore 18-20 Sep 2019

6th Edition Impact of the Fundamental Review in the Trading Book
Establish approaches for FRTB implementation across the globe with focus on the P&L attribution test, default risk charge and non-modellable risk factors
Banking, Finance and Insurance
London 23-25 Sep 2019

Quantitative Modelling in Commodity Markets
Incorporating evolution in quantitative methods such as artificial intelligence, machine learning, and deep learning to improve models for commodity markets
Energy and utilities
Central London 23-25 Sep 2019

Best Practice Capital and Liquidity Planning
Developing a playbook for ICAAP & ILAAP is crucial to bank strategy and profitability
Banking, Finance and Insurance
The Movenpick Hotel, Frankfurt 24-25 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
Banking, Finance and Insurance
Radisson Blu, Dubai 25-26 Sep 2019

Regulatory Reporting: Data, Automation, and Operational Efficiency
Automate and improve data quality for accurate, timely, and efficient regulatory reporting in a dynamic and complex regulatory environment
Banking, Finance and Insurance
Singapore 25-27 Sep 2019

10th Edition Third Party Vendor Risk Management for Financial Institutions
Best practices in 3rd and 4th party vendor management to optimize vendor performance and protect your financial institution from risk
Banking, Finance and Insurance
San Diego 30 Sep-2 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
Banking, Finance and Insurance
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.
Banking, Finance and Insurance
Maison FL, Paris 16-17 Oct 2019

Non-Maturity Deposit Modeling
Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
Banking, Finance and Insurance
London 24-25 Oct 2019

3rd Edition Impact of SFTR on Securities Lending and Reporting
Best practices for implementing the SFTR particularly the reporting and transparency obligations as outlined by ESMA
Banking, Finance and Insurance
London 20-22 Nov 2019