Global Financial Markets Intelligence

Global Financial Markets Intelligence
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  • IFRS 9 Impacts on Credit Risk Modelling
    Ensure your credit risk models are consistent with IFRS9 standards
    Banking, Finance and Insurance
    To be confirmed
    22-23 Aug 2017
  • Macro Econometric IFRS9 and Stress Test Models using Survival Analysis with SAS/STAT
    A two-day practical course on developing an Econometric IFRS9 Lifetime Probability of Default under Stress Test Scenario in a step-by-step approach using SAS/STAT
    Banking, Finance and Insurance
    Central London
    4-5 Sep 2017
  • Comprehensive Balance Sheet Stress Testing
    Understand and deliver best practice stress testing for financial services firms
    Banking, Finance and Insurance
    Executive Conference Center, San Francisco, CA
    7-8 Sep 2017
  • Best Practice Capital and Liquidity Planning
    Developing a play-book for ICAAP & ILAAP is crucial to bank strategy and profitability
    Banking, Finance and Insurance
    London
    7-8 Sep 2017
  • The Fundamental Review of the Trading Book: Minimum capital requirements for market risk
    Understanding and implementing the new capital requirement
    Banking, Finance and Insurance
    New York, NY
    11-12 Sep 2017
  • 3ra. Edición de Innovación en Cash Management para Corporativos en LATAM
    La optimización del cash management corporativo a través de la innovación
    Banking, Finance and Insurance
    EPIC Hotel, Downtown Miami
    11-13 Sep 2017
  • Implementing the Consolidated Audit Trail to Optimize Regulatory Reporting
    Leveraging technology and applying effective data management to ensure timely reporting of the CAT
    Banking, Finance and Insurance
    New York, NY
    13-15 Sep 2017
  • Integrating Capital, Liquidity, Leverage and Planning
    Create a capital plan for both normal and non-normal markets
    Banking, Finance and Insurance
    Downtown Conference Center, New York, NY
    14-15 Sep 2017
  • Initial Margin and Derivative Pricing
    Understanding how the requirements on margins will impact the pricing of derivatives, impact on counterparty credit risk and challenge operational process and procedures
    Banking, Finance and Insurance
    Downtown Conference Center, New York, NY
    14-15 Sep 2017
  • 7th Annual Funds Transfer Pricing and Balance Sheet Management
    Implement a forward looking FTP steering tool equipped to react to regulatory and market changes
    Banking, Finance and Insurance
    Hilton Canary Wharf, London
    13-15 Sep 2017
  • 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
    Downtown Conference Center, New York, NY
    14-15 Sep 2017
  • Adjusting Stochastic Volatility Processes for Negative Interest Rate Scenarios
    Assessing the impact of uncertain volatility and lower boundaries on the valuation and risk management of OTC derivatives
    Banking, Finance and Insurance
    Milan
    14-15 Sep 2017
  • 5th Edition Impact of the Fundamental Review of the Trading Book
    Examine recent developments in the FRTB addressing particular questions surrounding the P&L attribution test, capital floor, default risk charge and non-modellable risk factors
    Banking, Finance and Insurance
    London
    13-15 Sep 2017
  • Effective Enterprise Risk Management for Banks
    Master ERM within your institution to combat existing and emerging risks
    Banking, Finance and Insurance
    Downtown Conference Center, New York, NY
    18-19 Sep 2017
  • Liquidity Management: Governance, Scenarios, Cash Flows, Liquidity Gap, Funding Plans, Transfer Pools, & Ratios
    Conform to liquidity ratios and reporting mandates while managing balance sheet inherent cash inflows and outflows and determining the optimal asset, liability, and off-balance sheet composition needed under Basel III, Dodd-Frank and everyday business strategy and needs
    Banking, Finance and Insurance
    Bogota
    18-19 Sep 2017
  • 21st Annual Capital Management and Allocation
    Optimising capital allocation strategies to maintain competitiveness in the changing regulatory landscape
    Banking, Finance and Insurance
    London
    18-19 Sep 2017
  • 3rd Edition Risk Audit in Banking
    A deep-dive into auditing the major challenges for bank risk management departments, including IFRS9, FRTB, model risk and BCBS239
    Banking, Finance and Insurance
    London
    18-19 Sep 2017
  • Enterprise Strategies: Building a Strategic Response to the Impact of Basel III on Client Liabilities
    How to design an enterprise approach that aligns bank and client in the face of changing regulatory demands on liquidity
    Banking, Finance and Insurance
    London
    18-19 Sep 2017
  • 6th Edition Third Party Risk for Financial Institutions
    Update your third party risk strategies to best manage the latest cyber threats and maximize your third party risk management
    Banking, Finance and Insurance
    San Francisco, CA
    18-20 Sep 2017
  • Reforms to Revenue Recognition
    Practical implementation of the IFRS15 and ASC606 standards
    Banking, Finance and Insurance
    London
    18-20 Sep 2017
  • 6th Annual Capital Adequacy Strategy and Stress Testing Conference
    Optimizing capital management in the face of regulations
    Banking, Finance and Insurance
    New York, NY
    18-20 Sep 2017
  • 2nd Edition Fundamental Review of the Trading Book
    Ensuring effective implementation of the SA and IMA to minimize capital charges and guarantee regulatory compliance
    Banking, Finance and Insurance
    New York, NY
    18-20 Sep 2017
  • Operational Risk under the SMA and the Future of Operational Risk Modelling
    A two-day interactive course exploring the knows and unknowns of the SMA and what role more quantitative approaches to operational risk, including the AMA, will play in the future
    Banking, Finance and Insurance
    London
    21-22 Sep 2017
  • Liquidity Management: Governance, Scenarios, Cash Flows, Liquidity Gap, Funding Plans, Transfer Pools, & Ratios
    Conform to liquidity ratios and reporting mandates while managing balance sheet inherent cash inflows and outflows and determining the optimal asset, liability, and off-balance sheet composition needed under Basel III, Dodd-Frank and everyday business strategy and needs
    Banking, Finance and Insurance
    Mexico City
    21-22 Sep 2017
  • Pricing in Personal Lines Insurance
    Best practices for pricing to remain competitive and profitable within personal lines insurance
    Banking, Finance and Insurance
    Marriott West India Quay, London
    21-22 Sep 2017
  • 4th Annual Liquidity and Funding Risk Management
    Liquidity Management: Strategic, Technological and Operational Advancement
    Banking, Finance and Insurance
    New York, NY
    25-27 Sep 2017
  • Effective Capital Management
    Practical tools and sound advice to tackle changing regulatory requirements
    Banking, Finance and Insurance
    Novotel, Santiago
    26-27 Sep 2017
  • 7th Annual Derivative Pricing and XVA Forum
    Maximise your derivative pricing to maintain competitiveness among the rising cost of funding
    Business Process and Outsourcing
    London
    25-27 Sep 2017
  • Practical Approaches to Trading Volatility and Correlation in Energy Markets
    A comprehensive overview of strategic techniques in trading volatility and correlation that will help expand your portfolio
    Banking, Finance and Insurance
    Berlin
    27-28 Sep 2017
  • Insurance ALM and Asset Allocation under Solvency II
    Devise asset management strategies to meet yield targets and obtain capital efficiency under the Solvency II rules
    Banking, Finance and Insurance
    Hilton Canary Wharf, London
    28-29 Sep 2017
  • 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
    Downtown Conference Center, New York, NY
    2-3 Oct 2017
  • 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
    London
    23-24 Oct 2017
  • Stochastic Dynamic Programming for the Energy Sector
    Implementing Stochastic Dynamic Programming for energy sector assets
    Banking, Finance and Insurance
    London
    26-27 Oct 2017
  • The Evolution of XVA, Margin, and Derivative Pricing and Risk Management
    A comprehensive look at the valuation adjustments now referred to as XVA
    Banking, Finance and Insurance
    London
    26-27 Oct 2017
  • Mastering Derivative Use for Hedging and Risk Management
    Gain an understanding of using derivatives to hedge risk and gain a holistic view on how this will impact your firm’s risk profile
    Banking, Finance and Insurance
    New York City
    26-27 Oct 2017
  • International Payments
    Focus on latest legislation, liquidity management and avoiding common operational pitfalls
    Banking, Finance and Insurance
    Barcelona
    30-31 Oct 2017
  • 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
    The Marriott Courtyard, Toronto, ON
    2-3 Nov 2017
  • 2nd Annual Commercial Real Estate Lending
    Optimizing commercial real estate lending: Advancing lending strategy and maximizing operational practice to attain the competitive edge
    Banking, Finance and Insurance
    Chicago, IL
    13-15 Nov 2017
  • 2nd Edition Operational Challenges for GDPR Implementation in Banks
    Establish an effective plan to tackle the implementation of GDPR and relate this back to the impact the new data protection legislation will have on banks
    Banking, Finance and Insurance
    Berlin
    20-22 Nov 2017
  • Robotic Process Automation and Artificial Intelligence in Financial Services
    Drive your institution’s technological strategy forward, covering the impact on internal processes, customer-facing systems, and overall commercial strategy
    Banking, Finance and Insurance
    London
    23-24 Nov 2017
  • Analysing and Managing Commodity Risk
    Addressing the challenges of managing the risks that may arise through proprietary and counterparty trading in the commodity markets sector
    Banking, Finance and Insurance
    London
    23-24 Nov 2017
  • 2nd Edition Managing Interest Rate Risk in the Banking Book
    Establish effective governance of the IRRBB in relation to recent regulatory developments
    Banking, Finance and Insurance
    London
    22-24 Nov 2017
  • Leveraged Lending in the Evolving Regulatory Environment
    Optimise your current leveraged lending strategies to prepare for new regulations and maintain competiveness
    Banking, Finance and Insurance
    London
    23-24 Nov 2017
  • 2nd Edition Impact of CCP Risk and Initial Margin on Counterparty Risk Management
    The implications of CCP default, resolution, and risk management and bilateral initial margin rules for CCR
    Banking, Finance and Insurance
    London
    27-28 Nov 2017
  • 3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors
    Develop credit risk models under the latest requirements mandated by the IRB and standardised approach
    Banking, Finance and Insurance
    London
    27-28 Nov 2017
  • 6th Annual Operational Risk Management in the Digital Age
    Effectively incorporating the latest cyber risk management and SMA changes to optimise your operational risk management strategy
    Banking, Finance and Insurance
    London
    27-29 Nov 2017
  • 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
    Cancun
    29-30 Nov 2017
  • 4th Edition Leveraged Lending in the Shifting Regulatory Environment
    Remaining competitive and innovative in the current market
    Banking, Finance and Insurance
    New York, NY
    29 Nov-1 Dec 2017
  • Moving Towards Industry 4.0
    Digitization – Operational excellence – Cyber-physical connection
    Manufacturing
    Amsterdam
    29 Nov-1 Dec 2017
  • Operational Risk Management
    Implementing a Basel Compliant Operational Risk Management Program
    Banking, Finance and Insurance
    New York City
    4-5 Dec 2017
  • Practical Approaches to Liquidity Stress Testing: Capital, Leverage and Liquidity
    Understand your institution’s liquidity needs in time of stress for various target operating models, fulfilling both regulatory and economic objectives
    Banking, Finance and Insurance
    The Betsy Hotel, Miami, FL
    4-5 Dec 2017
  • 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
    London
    7-8 Dec 2017
  • Deposit Modeling Workshop
    Think critically about behavioral models for non-maturity deposits
    Banking, Finance and Insurance
    The Downtown Conference Center, New York, NY
    7-8 Dec 2017
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