PRMIA Events

The PRMIA global network provides opportunities to learn best practices and network. Listed below are all upcoming PRMIA events, including local Chapters. Click on the event name to learn more or register. To view or change the list of chapters to which you subscribe, edit your profile.

Chapter events are open to PRMIA members and non-members. Associated event speaker presentations are limited to PRMIA Sustaining and Contributing members.

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PRMIA Washington DC and Financial Services Regulatory Council present Redefining Financial Services Regulation - Insights and Perspectives.

When: May 22, 2018
Where: Washington DC
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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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PRMIA London and the Chartered Institute for Securities & Investment (CISI) present a Risk Forum to understand why the concepts of credit, funding and balance sheet costs are important to modern day finance and to understand how to risk manage the XVA desk.

When: May 23, 2018
Where: London
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PRMIA Toronto, Alternative Investment Management Association (AIMA), CFA Society Toronto, and Canada Global Association of Risk Professionals (GARP) present the 8th Annual Partnership Reception.  Guests will hear from Robert Lavigne on the topic "Global Economic Outlook."

When: May 23, 2018
Where: Toronto, ON
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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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PRMIA Russia presents a Round Table to Discuss the Basel Committee on Banking Supervision Document on Revision of Market Risk Measurement.

When: May 24, 2018
Where: Moscow
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Thought Leadership Webinar:  This presentation dispels this erroneous notion that the risk function equates with increased business cost and impediment to growth, and not to opportunity.  To do so, we unveil a new framework that is based on award winning work that offers a clear, rigorous, and effective method to optimization of risk adjusted returns that will give risk managers the tools to be the stars of their own show.   The approach applies equally well to an asset manager’s... Details
When: May 29, 2018
Where: Thought Leadership Webinar
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PRMIA Ireland is hosting Deirdre Hannigan, Chief Risk Officer of AIB, to share her observations after twelve months in her position.

When: May 29, 2018
Where: Dublin
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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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Thought Leadership Webinar: PRMIA and EY invite you to a webcast to discuss current industry challenges and key considerations for financial institutions both large and small on the future of model risk management.

When: June 7, 2018
Where: Sponsored Webinar
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PRMIA Poland presents Cyber Risk in the Cloud with guest speaker, Marcin Lisiecki.

When: June 12, 2018
Where: Warsaw
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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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PRMIA is pleased to share this Thought Leadership Webinar with you to enhance your learning journey.  Thanks to Murex for making this opportunity available to the PRMIA Community.

When: June 14, 2018
Where: Sponsored Webinar
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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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This timely event will focus on the trends, advancements, and challenges in the modeling of cyber security risk. Although cyber risk modeling has drawn the attention of many academics, regulators, and practitioners over the last decade, it continues to struggle as a discipline by not enjoying the same widely embraced nomenclature and approaches of other risk modeling areas such as market risk and credit risk. This event convenes a strong roster of speakers representing leading... Details
When: June 21, 2018
Where: NY
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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 series.

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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