• : 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….
  • : 5th Edition Model Risk - marcus evans events
    Control, management and assessment of model risk across an enterprise in the current regulatory environment
  • : Risk Weighted Assets & the Capital, Leverage & Liquidity Ratios - marcus evans events
    With advanced sessions on calculation methodology for RWAs
  • : Energy Risks and Hedging Strategies using Derivatives - marcus evans events
    A programme designed for professionals in the energy sector to provide them an insight into the present energy market, evolving market conditions, risks involved, hedging strategies, use of energy derivatives and hands-on understanding of hedge accounting framework under IFRS and US GAAP
  • : Moving from VaR to Expected Shortfall: What lurks beyond the threshold& - marcus evans events
    Understand the implications of moving from VaR to Expected Shortfall, from the perspectives of regulators, risk managers and quantitative analysts