The North American Financial Information Summit is the leading forum for the
US market and reference data professionals. We welcomed over well over 500
attendees to the New York event alone in 2011 – reflecting the huge success of
this industry conference. The 2012 summit promises to build on that success and
present a highly relevant and stimulating platform for you to engage in the most
important market and reference data issues in the current volatile market
conditions.
Researched with the leading lights in China’s FX markets, FX Week China’s
agenda is put together aiming to address the primary issues faced by the industry and is a must-attend event for FX traders, corporate treasurers, institutional investors and regulatory bodies. The agenda for 2012 is divided into 2 unique themes: the morning will focus on the future status of the RMB and the afternoon sessions will showcase techniques to generate alpha and manage FX risks.
Don't miss the opportunity to meet with over 200 elite FX representatives
from banks, asset managers, corporates, technology firms and regulators in China!
OpRisk Europe offers the platform to network with heads of operational risk, top regulators and Chief Risk Officers. The comprehensive agenda for 2012 will include discussions around the latest regulatory developments, the role of CRO and board members in the ERM framework, or the new threats to your business in the current market.
FX Week USA is returning to New York on July 10, 2012. This is an essential event
for FX traders and other FX industry leaders to discuss the most pressing
questions facing the market. FX Week is perfectly positioned to offer the most
comprehensive program to educate and create a platform for industry networking.
Our 9th Annual e-FX Awards 2012 will be presented in New York on July 10 2012. Hosted by FX Week, these awards recognise industry excellence in electronic
foreign exchange from banks and vendors.
Winning an e-FX Award sets you apart from your competitors and is a tangible
demonstration to your customers that you have something special to offer them.
Winners will be announced in New York at our awards evening.
The Quant Congress USA conference is the premier meeting point for leading
Quant professionals to showcase, share the latest research and bridge the gap
between theoretical perspectives and practical challenges.
Attend for invaluable insight into new models and quantitative strategies
adopted by leading financial institutions. Discover how your peers are managing
portfolio risk to meet business objectives and gain profit in this challenging
climate.
The European Financial Information Summit is the leading forum providing data
executives with the latest strategies to help them meet business, regulatory and
technology challenges facing this rapidly evolving industry.
This event will provide a platform to discuss and debate the latest solutions
and strategies for market and reference data in thought-provoking panel
discussions and presentations.
Risk magazine’s ALM Europe conference is designed to allow the cross-sector
sharing of ideas and best practice for asset and liability management in the
European banking and insurance industries.
In 2010 ALM Europe will be focussing on developing robust asset and liability
risk management strategies for today’s market conditions. Day 2 of the conference will focus on Basel III.
Don't miss out, register today!
Inside Market Data Chicago 2012 will take an in-depth look at the key issues
driving the data management and technology community in this unique city. It
will provide an exclusive opportunity to meet and learn about the key business,
technology, and strategic initiatives that are shaping the future of the market
data industry.
Quant Congress Europe is the leading showcase for the latest innovations in
the derivatives world and risk management.
Risk magazine’s annual flagship quantitative finance conference,
provides an invaluable insight into quantitative strategies adopted by leading
financial institutions to mitigate risk, manage portfolio risk and increase
yield.