Global Financial Markets Intelligence

Global Financial Markets Intelligence
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  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
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