With a reputation and trust built through our exclusive lunch briefings for the discreet family office sector, we are once again proud to be able to offer our annual Wealth Leadership Summit, this year taking place 17 September 2014 in London, specifically tailored to equip the family office with a complete briefing on current best practice.
This course is essential for institutions that are keen to improve their knowledge in these key areas and those who are ambitious enough to establish or improve their own CVA and FVA analytics and trading function. The course is also suitable for individuals from major CVA traders who require education on the fundamentals of the active management of counterparty risk.
Now in its 7th year, Energy Risk Asia has become the event for professionals dealing in the risk management, intensive consumption and trading of energy across the region to discuss the latest regulatory developments, technology enhancements and trading strategies.
For more information, please email Stephanie.Leung@incisivemedia.com
Risk has designed a two day course in order to offer attendees practical guidance on how to implement both ratios, focusing on the U.S. LCR and NSFR implications and calculations.s course will provide in-depth examples of how interest rate derivatives can be correctly priced.
This training course aims to provide a deeper understanding of the modelling issues concerning the PD, LGD and EAD parameters, and will explore the crucial role that credible and robust data plays in accurate credit risk modelling.
Risk is proud to announce the timely return of the Risk Derivatives Clearing Europe conference which will be held on 14 October 2014 in London!
Focusing on the most recent developments revolving around European derivatives clearing, this one-day event will aim to shed some light on remaining concerns of the buy-side community, and how they can prepare their businesses to support the vision of safer, more efficient and more liquid OTC markets.
Risk has designed a two day course in order to offer attendees practical guidance on managing model risk in both risk models and pricing models. This course will also provide attendees with increased knowledge of how to implement model validation methods across risk types and asset classes in their institution.