Global Financial Markets Intelligence

Global Financial Markets Intelligence
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  • Conduct Risk Management
    Concept, Application & Implementation Challenges
    Banking, Finance and Insurance
    Singapore
    4-5 Sep 2019
  • Effective Risk Data Management and Reporting
    Practical advice on industry best practice in risk data management, aggregation, and reporting.
    Banking, Finance and Insurance
    Downtown Conference Center, New York, NY
    5-6 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
  • 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
    Banking, Finance and Insurance
    Houston, TX
    10-11 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
  • 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
  • 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 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
    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
    Downtown Conference Centre, New York, NY
    16-18 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
    Banking, Finance and Insurance
    New York
    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
    Banking, Finance and Insurance
    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
    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
    NH Amsterdam Zuid, Amsterdam
    19-20 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
    Marriott Hotel Canary Wharf, London
    18-20 Sep 2019
  • Best practices for Stress Testing in Financial Institutions
    Quantify major risks, enhance data quality and streamline stress testing, to generate more value for your firm
    Banking, Finance and Insurance
    New York, NY
    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
  • 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.
    Banking, Finance and Insurance
    Hilton Vienna Plaza, 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
    Banking, Finance and Insurance
    Boston, MA
    23-24 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
    London Marriott Hotel Canary Wharf
    23-25 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
  • 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
    26-27 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
    Banking, Finance and Insurance
    Downtown Conference Center, New York, NY
    26-27 Sep 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
    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.
    Banking, Finance and Insurance
    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.
    Banking, Finance and Insurance
    AMA Conference Center, New York, NY
    26-27 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
  • Quantitative Reverse Stress Testing
    Lay the foundation of a more quantitative and systematic approach to reverse stress testing.
    Banking, Finance and Insurance
    Movenpick, Frankfurt
    30 Sep-1 Oct 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
    Hotel Nikko San Francisco
    30 Sep-2 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
    Banking, Finance and Insurance
    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
    Banking, Finance and Insurance
    Downtown Conference Center, 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.
    Banking, Finance and Insurance
    Lima
    3-4 Oct 2019
  • Non-Maturity Deposit Modeling
    Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
    Banking, Finance and Insurance
    Downtown Conference Center, New York, NY
    7-8 Oct 2019
  • 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.
    Banking, Finance and Insurance
    Novotel, Santiago
    7-8 Oct 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
    9-11 Oct 2019
  • Operational Risk Management: From Identification and Assessment to Quantification and Management
    Implementing a Basel Compliant Operational Risk Management Programme
    Banking, Finance and Insurance
    Hotel St Gotthard, Zurich
    14-15 Oct 2019
  • Best Practice Capital and Liquidity Planning
    Developing a play-book for ICAAP & ILAAP is crucial to bank strategy and profitability
    Banking, Finance and Insurance
    Bogota
    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
    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
  • Effective Risk Data Management and Reporting
    Practical advice on industry best practice in risk data management, aggregation, and reporting
    Banking, Finance and Insurance
    Amsterdam
    17-18 Oct 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
    San Francisco
    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.
    Banking, Finance and Insurance
    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
    Banking, Finance and Insurance
    Hilton Canary Wharf, London
    28-29 Oct 2019
  • 3rd Annual Data Quality Management for Financial Institutions
    Innovate and optimize your data quality lifecycle
    Banking, Finance and Insurance
    New York
    28-30 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
    Banking, Finance and Insurance
    Downtown Conference Center, New York, NY
    4-5 Nov 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
    Hilton Canary Wharf
    5-6 Nov 2019
  • Advancing Financial Modeling and Monitoring
    Balance regulatory compliance with business needs by implementing consistent model development strategies across product lines
    Banking, Finance and Insurance
    New York
    4-6 Nov 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
    Downtown Conference Center, New York, NY
    7-8 Nov 2019
  • Controls for Counterparty Risk and CCPs
    Implement the appropriate controls for managing counterparty risk in the age of central clearing.
    Banking, Finance and Insurance
    Singapore
    7-8 Nov 2019
  • Asset & Liability Management: 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
    Santiago
    7-8 Nov 2019
  • Excellence in Liquidity Risk Management
    The supervisory requirements and industry practice, including the latest NSFR and LCR requirements
    Banking, Finance and Insurance
    The Tower Hotel, London
    12-13 Nov 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
    New York City
    14-15 Nov 2019
  • Third Party Risk Management
    End-to-end best practice in a vendor risk management program
    Banking, Finance and Insurance
    New York City
    14-15 Nov 2019
  • Controls for Counterparty Risk and CCPs
    Implement the appropriate controls for managing counterparty risk in the age of central clearing.
    Banking, Finance and Insurance
    Sydney
    14-15 Nov 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
    13-15 Nov 2019
  • Behavioural Modelling and Analytics for the Banking Book
    Apply advanced analytics to model factors that drive behaviour and impact liquidity, funding and pricing of banking book products
    Banking, Finance and Insurance
    London
    13-15 Nov 2019
  • 3rd Edition AML Compliance and Modeling
    Building a sustainable and effective BSA/AML program that satisfies your regulators and optimizes the efficiency of your AML function
    Banking, Finance and Insurance
    New York
    18-19 Nov 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
    Atlanta, GA
    18-19 Nov 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
    18-20 Nov 2019
  • Managing Exposures in Credit Risk: Non-Performing Loans
    See how to manage and prevent NPL exposure in line with the latest ECB guidelines
    Banking, Finance and Insurance
    Prague
    Date to be confirmed
  • 2nd Annual Machine Learning in Quant Finance
    Discover real world application of machine learning techniques such as reinforcement learning and neural networks to solve a specific financial problem
    Banking, Finance and Insurance
    London
    20-22 Nov 2019
  • Bilateral Margin Requirements for Financial Institutions and Asset Managers
    Understanding how the bilateral requirements on margin will impact the pricing of derivatives, impact on counterparty credit risk, and challenge operational process and procedures.
    Banking, Finance and Insurance
    Singapore
    21-22 Nov 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
    26-27 Nov 2019
  • Bank Capital Management under Basel III
    Including the Role of Funds Transfer Pricing
    Banking, Finance and Insurance
    Singapore
    26-27 Nov 2019
  • Stress Testing: 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
    Holborn Bars, London
    28-29 Nov 2019
  • Non-Maturity Deposit Modeling
    Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
    Banking, Finance and Insurance
    Marriott Canary Wharf, London
    28-29 Nov 2019
  • 4th Edition R&D Controlling and Performance Management
    Simplify and prioritize your R&D performance management process to stay ahead in the game
    Cross Industry
    Amsterdam
    27-29 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
    Banking, Finance and Insurance
    Madrid
    2-3 Dec 2019
  • Capital Management and Developing a Capital Strategy
    Stewardship and supervision of risks through tactical and strategic capital management
    Banking, Finance and Insurance
    Hilton Canary Wharf, London
    2-3 Dec 2019
  • International Trade Finance
    An intensive 2-day primer for banking professionals on all aspects of Trade Finance
    Banking, Finance and Insurance
    Holborn Bars, London
    5-6 Dec 2019
  • 3rd Edition LIBOR Transition in Derivatives and Cash Products
    Strategies for a smooth transition to alternative risk-free rates for both new and legacy contracts in fixed income portfolios
    Banking, Finance and Insurance
    New York
    4-6 Dec 2019
  • 5th Annual Operational Risk Management
    Strengthen operational resilience to tackle emerging risks through benchmarking and targeted process improvement
    Banking, Finance and Insurance
    New York
    4-6 Dec 2019
  • Finance 2.0 : vers une Transformation de la Fonction Finance
    Digitalisation, automatisation et modernisation : Comprendre les enjeux de la transformation finance, de l’efficacité des processus vers la création de valeur
    Cross Industry
    Paris
    Date to be confirmed
  • 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
    19-20 Feb 2020
  • Data Mining and Engineering in Finance
    Drive data engineering and mining initiatives to build an entire ecosystem of quality data for trade and risk in the financial market
    Banking, Finance and Insurance
    London
    20-21 Feb 2020
  • 2nd Edition Derivatives Sales and Trading Transformation
    Systematise derivatives sales and trading with automation, data visualisation tools, AI and new machines like chatbots
    Banking, Finance and Insurance
    London
    24-26 Feb 2020
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