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This seminar comes straight after the IASB propsals are announced in June and will examine how provisioning against loan losses is changing, the limitations of the incurred loss model and the practical challenges of calculating expected loss. This seminar is beneficial from both risk and accounting point of views.

This two day seminar looks at VaR following the new regulatory developments coming from the Basel committee and national regulatory authorities. It challenges how we can refresh our approaches to VaR, with a special focus on stressed VaR, backtesting and stress testing. This course will also look at how we can incorporate other risk sensitivity measures into the VaR methodology to make it more robust and reliable.

This highly topical two day seminar will provide delegates with an in-depth examination of the proposed reforms and an analysis into their impact on the key processes involved in OTC derivative clearing and settlement.

These days building a robust liquidity management system is the top priority at many banks ahead of the expected introduction of tough new liquidity risk regulations at the end of this year and the easing of goverment support for many financial institutions. This two day course brings together leading industry practioners to address the liquidity risk management challenges th efinancial industry is currently facing along with practical guidance on how best to manage the new regulations.

This practically-orientated two day course will provide practical insights into how practitioners can improve the reliability of their valuation models.

Risk Training and Nexus Risk Management in affiliation with the SOA have developed new editions for 2010 of the internationally acclaimed course Asset Liability Management Techniques and Practices which has been taught across the Americas, Europe and Asia since 2003. ALM Techniques and Practices provides intensive hands-on training on ALM techniques, practices and advance applications. Participants receive content rich course materials along with valuable utilities and templates.

This highly topical two day seminar will provide delegates with an in-depth examination of the proposed reforms and an analysis into their impact on the key processes involved in OTC derivative clearing and settlement.

This two day course will equip you with a better understanding of the theory and practice of measuring fair value of complex illiquid financial instruments.

In order to develop accurate ratings, systems must take into account qualitative and quantitative factors, often in portfolios where data is limited. This course will tackle these issues as well as engaging with the issues surrounding validating and testing models in stressful market conditions. The course speakers will make extensive use of real life examples to help bridge the gap between theory and practice.

This timely two day seminar equips Banking and Financial risk-management professionals with practical & actionable approaches to the measurement, mitigation and management of counterparty risk. Focusing on transferable best practice, tutors will address the most effective measures for controlling and modelling counterparty risk exposures & will develop your approach to using collateral as a counterparty risk hedging tool. At the end of the seminar, participants will hold a privileged understanding of counterparty risk mitigation methods & processes and will be equipped with the knowledge and advanced insights needed to stay at the forefront of counterparty risk management.