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Build robust financial models to price and hedge in a volatile world

With the deadline for the implementation of Basel 2.5 fast approaching, financial institutions are not only anticipating the impact of this set of directives but are looking towards the subsequent set of regulatory adjustments proposed by the Basel Committee – Basel III. This two day seminar offers a complete overview of these significant and challenging alterations to the trading book. This training course offers an opportunity to openly discuss with industry specialists and expert speakers the challenges encountered in implementing regulatory requirements such as stressed VaR (value at risk), CRM (comprehensive risk measure) and IRC (incremental risk charge). Participants will also consider key issues and objectives of the risk coverage outlined in the Basel III package of measures, covering topics such as wrong way risk, stress testing and CVA (credit value adjustment)

This course looks at Fixed Income in today's volatile market conditions.

With the deadline for the implementation of Basel 2.5 fast approaching, financial institutions are not only anticipating the impact of this set of directives but are looking towards the subsequent set of regulatory adjustments proposed by the Basel Committee – Basel III. This two day seminar offers a complete overview of these significant and challenging alterations to the trading book. This training course offers an opportunity to openly discuss with industry specialists and expert speakers the challenges encountered in implementing regulatory requirements such as stressed VaR (value at risk), CRM (comprehensive risk measure) and IRC (incremental risk charge). Participants will also consider key issues and objectives of the risk coverage outlined in the Basel III package of measures, covering topics such as wrong way risk, stress testing and CVA (credit value adjustment)

A year on from the publication of the final version of Basel III and its liquidity requirements, the banking industry continues to face a barrage of challenges in adapting their business model in order to implement the new regulations. As the current volatile state of funding markets continues unabated the industry continues to question what impact Basel III will have on its access to - and management of - liquidity. Risk’s annual liquidity management seminar will address these complex issues in the wider economic context of the evolving regulatory environment, including sessions on the impact of Basel III on your business, looking at cross currency markets for liquidity purposes, the composition of liquidity buffers under Basel III and liquidity stress testing.

This course looks at Fixed Income in today's volatile market conditions.

With many aspects of Solvency II still under consultation, this timely two day training course will address numerous fundamental considerations for those involved in the implementation process. Participants will gain practical knowledge of the technical provisions and required calibrations under Solvency II, whilst also addressing the challenges of effectively constructing risk policy documentation and ensuring successful communication strategies.

A year on from the publication of the final version of Basel III and its liquidity requirements, the banking industry continues to face a barrage of challenges in adapting their business model in order to implement the new regulations. As the current volatile state of funding markets continues unabated the industry continues to question what impact Basel III will have on its access to - and management of - liquidity. Risk’s annual liquidity management seminar will address these complex issues in the wider economic context of the evolving regulatory environment, including sessions on the impact of Basel III on your business, looking at cross currency markets for liquidity purposes, the composition of liquidity buffers under Basel III and liquidity stress testing.

Energy Risk Magazine is delighted to offer an advanced level two day program led by Diana Higgins, an individual with an immense amount of experience in credit risk management. Delegates will experience the decisions required to apply techniques to manage credit risk through a combination of business cases, workshops and lectures Additionally, within six months after the course, Diana will provide each attendant with a one-hour, one-to-one telephone call to answer questions relating to the course and implementing learning outcomes.

Nicholas Perry has teamed up with Energy Risk Magazine to design and host this advanced course to provide delegates with the tools needed to meet the challenges of risk management in the energy markets. Nicholas Perry brings a strong practical emphasis from his extensive first-hand market experience, stressing that pragmatic methods are a vital complement to mathematical approaches, and that mastery of physical issues is as critical as sound financial theory.