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This one day seminar will cover the theoretical basis that underpins the switch from Libor to OIS discount rates, in addition to presenting the techniques available to clearing members and their clients to re value their portfolios. Sessions will also cover important risk management concerns, the industry response to disagreements that have arisen between conterparties and the important, prehaps systemic, role that central clearing facilities will play in determing the outcome to many of the outstanding issues.

This course addresses a range of key challenges facing operational risk practitioners in developing and implementing an enterprise wide operational risk framework. It will also provide delegates with the the understanding of how this framework can be leveraged to achieve a strong risk culture and reduce the company's risk exposure.

This one day seminar will cover the theoretical basis that underpins the switch from Libor to OIS discount rates, in addition to presenting the techniques available to clearing members and their clients to re value their portfolios. Sessions will also cover important risk management concerns, the industry response to disagreements that have arisen between counterparties and the important, prehaps systemic, role that central clearing facilities will play in determining the outcome to many of the outstanding issues.

Energy Risk Magazine is delighted to present this thought provoking two day training course on operational risk management tailored to the needs of energy companies. Led by former Head of Operational Risk Management at RWE Npower, David Hirst, this course will provide delegates with the relevant tools and techniques to enable them to better understand how to tackle operational risk in their day to day roles.

This discursive seminar delivers a concentrated look at the key issues facing those involved in the settlement of FX trades. This event offers an opportunity to openly discuss settlement risk with industry specialists and expert speakers, and consider the nature of settlement risk in the current market and recent steps taken to eliminate it. Topics will include FX trading decisions, how to effectively estimate risk in different types of settlement (intra-day, end of day) and monitoring exposure in DVP failed trades.

This Risk Seminar is a forum which welcomes many Heads of CVA desks as panellists to discuss all aspects of running a CVA function. This format will allow attendees to benefit from many individual perspectives and a wide range of experienced professionals from major CVA traders.

Join us at this half day seminar to discuss the challenges involved in remunerating the risk management function.

In this one day seminar hosted by Risk Magazine, the fundamental features of the G20 commitment will be analysed in the context of the Canadian derivatives market to provide the most up to date and current information on clearing in Canada, with a specific focus on how clearing will work in practice, rather than theory. Specific emphasis will be placed on the workings of CCP's, trade repositories and trade execution facilities. This seminar will also address how clearing is viewed to strengthen the financial system in Canada, as well as the impact of central clearing on the buy-side and corporate end users in 2012 and beyond.

This Risk Seminar is a forum which welcomes many Heads of CVA desks as panellists to discuss all aspects of running a CVA function. This format will allow attendees to benefit from many individual perspectives and a wide range of experienced professionals from major CVA traders.

ERM Techniques and Practices is a hands-on training course taught in a classroom setting. This course is designed to provide training to both risk professionals and decision makers and help advance practice in the ERM field. ERM Techniques and Practices use the same format as the internationally acclaimed Asset Liability Management Techniques and Practices that has been conducted globally since 2003.