PRMIA Boston Chapter invites you to an operational risk and due diligence event for Institutional Investors, Asset Managers, and Financial Intermediaries, hosted by Suffolk University's Finance Department.
When: April 24, 2018
Where: Boston, MA
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Thought Leadership Webinar: PRMIA is pleased to share this opportunity with you as a resource for your risk career. Thank you to Finastra for making this webinar available to the PRMIA community.
When: April 25, 2018
Where: Sponsored Webinar
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This is Session Four of five part series. Register for this session or the full series. Courses in this series will provide the understanding and full picture overview that is needed for establishing of a robust and efficient Model Risk Management framework.
When: April 26, 2018
Where: Virtual Training
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PRMIA Montreal will be holding a conference on the inclusion of climate change in scenario analysis as it pertains to risk management. Global institutional investors increasingly recognize the importance of conducting multi-dimensional assessments of climate change risk and opportunities. Yet for many, a key challenge remains how to incorporate the effects of climate change in risk management strategies and scenario analysis. This is a unique opportunity to hear leading experts... Details
When: April 26, 2018
Where: Montreal, QC
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This is Session Five of five part series. Register for this session or the full series. Courses in this series will provide the understanding and full picture overview that is needed for establishing of a robust and efficient Model Risk Management framework.
When: May 3, 2018
Where: Virtual Training
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In this event, we are very excited to bring some of the world's leading experts in machine learning to Edmonton to share their latest research, the recent trends in the industry, and their practical experience in applying machine learning techniques in finance and risk management.
When: May 9, 2018
Where: Edmonton
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Reputation Risk is the risk of loss resulting from damages to a firm's reputation, in lost revenue; increased operating, capital or regulatory costs; or destruction of shareholder value, due to an adverse or potentially criminal event even if the company is not found guilty. Reputational risk is a hidden danger that can pose a threat to the survival of the biggest and best-run companies. It can often wipe out millions or billions of dollars in market capitalization or future revenues ... Details
When: May 10, 2018
Where: Virtual Training
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PRMIA London presents Banks Moving to Cloud event. Use of Cloud technologies by financial institutions, both for computing and storage, brings with it a new range of regulatory and technology risks. PRMIA teams up with Google to invite you to an event where financial industry practitioners will look at how different these risks are from the currently managed by banks using in-house infrastructure and... Details
When: May 10, 2018
Where: London
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The biggest constant in today’s risk environment is change. Keeping up with the changing landscape can be a challenge. Register today and join us for the 5th Annual PRMIA Atlanta Risk Leadership Conference on May 17, 2018. This conference convenes for a full day to discuss a myriad of topics aimed at addressing today’s key business trends and identify solutions required for a well-informed risk leader. The conference consists of a strong lineup of business leaders who will share... Details
When: May 17, 2018
Where: Atlanta
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"Part of the Women in Risk Series" PRMIA London and HSBC invite you to "I want a mentor and need a sponsor" workshop to illustrate the power of building sponsorship in a data and digital age. Facilitated by Sonia Bate from EDIT Development
When: May 21–22, 2018
Where: London
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Thought Leadership Webinar: PRMIA is pleased to share this opportunity with you as a resource for your risk career. Thank you to Finastra for making this webinar available to the PRMIA community.
When: May 22, 2018
Where: Sponsored Webinar
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Bowtie is a risk assessment method used to analyze and establish causal relationships in high risk scenarios. The method is named after the shape of the diagram created, which looks like a men’s bowtie. Bowties provide an excellent visual representation of the potential causes and consequences of a risk scenario and help ensure that all relevant information is identified and properly... Details
When: May 24, 2018
Where: Virtual Training
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Be prepared for FRTB. The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated and managed. This ten-part series also includes a special session on new supervisory responsibilities. In total, eleven 90-minute sessions, each with 24-hour interactive access, run on Wednesdays, May 30-August 8, starting at 12:00 am ET, with a special session on August 29. No class the week of July... Details
When: May 30 – August 8, 2018
Where: Virtual Training
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Prepare for the FTRB by attending this course, which introduces the framework as well as a historical perspective of how it came about. The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: May 30, 2018
Where: Virtual Training
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This will be a joint PRMIA London / Association of Corporate Treasurers (ACT) event, kindly hosted by Mitsubishi.
When: May 31, 2018
Where: London
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Prepare for the FTRB by attending this course, which discusses the Banking Book-Trading Book Boundary and Granular Approach to Capital Attribution. The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: June 6, 2018
Where: Virtual Training
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Prepare for the FTRB by attending this course, which discusses Understanding Implications of Using ES vs. VaR, New Definition of the Regulatory Trading Desk (RTD), New Regulatory Approval Regime The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: June 13, 2018
Where: Virtual Training
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The Standardized Approach is a requirement for all banks under FTRB. This session will discuss the three phases for calculating regulatory capital under FRTB’s standardized approach
The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: June 20, 2018
Where: Virtual Training
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The internal models approach, under FTRB, is required for large and small banks who need to maintain competitiveness in any capital markets segment approach
The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: June 27, 2018
Where: Virtual Training
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Learn about differentiating migration from default risk, aligning DRC to banking book, and implications for capital volatility.
The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: July 11, 2018
Where: Virtual Training
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This course includes solutions for passing the P&L attribution test and managing non-modellable risk factors.
The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part series.
When: July 18, 2018
Where: Virtual Training
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This course discusses new problems with data alignment and “dark matter”
The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part series.
When: July 25, 2018
Where: Virtual Training
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This course discusses FRTB Requirement of a new model framework for model validation, model management, and model updates, which will require a new adjudication and governance process.
The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: August 1, 2018
Where: Virtual Training
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This course discusses FRTB implementation timelines, milestones, and the global and by major jurisdictions affected.
The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: August 8, 2018
Where: Virtual Training
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In this special session of our 11 part series, our experts will discuss way in which supervisors manage new RTD approval requirements, ensure model and data alignment, and oversee compliance with limited new resources. Our experts, Sanjay Sharma and Jeb Beckwith, will review challenges and solutions from their recently published book “Fundamental Review of Trading Book–A Handbook for Practitioners and Regulators.” The new Basel III framework for market risk, also known as FRTB,... Details
When: August 29, 2018
Where: Virtual Training
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