Finance Events

  • : Practical Model Validation - marcus evans events
    Developing a holistic view of model validation by tackling challenges related to model validation from the technical, regulatory and management perspective.
  • : VaR, Expected Shortfall, and Tail Risk - marcus evans events
    Best market practices to estimate and measure tail risk
  • : Interest Rate Risk in the Banking Book - marcus evans events
    Adapting your Banking Book Strategy to Prepare for and Take Advantage of Associated Risk as Interest Rates Rise
  • : Deposit Modelling - marcus evans events
    Think critically about behavioral models for non-maturity deposits
  • : Integrating Funds Transfer Pricing and ALM - marcus evans events
    Examine how the construct and management of Funds Transfer Pricing (“FTP”) functions can distort the perception and realization of interest rate risk, liquidity risk and product profitability. Drawing on lessons from behavioral finance, the course will demonstrate how risk managers should be involved in the design and management of FTP processes….

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