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Public Courses
All upcoming Risk Training events
Asia Pacific Courses
Essentials of Operational Risk Hong Kong
This course will bring together operational risk professionals from across the region and provide an unmatched opportunity to learn about and discuss a wide diversity of operational hazards and the evolving thinking on how to handle them.
Fundamental Review of the Trading Book (FRTB) Hong Kong
This two day course will discuss the current regulatory status of FRTB, implementation challenges and ways of approaching the approval process.
ALM & Balance Sheet Optimisation Malaysia
Learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment.
Essentials of Operational Risk Australia
This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive and efficient framework.
ALM & Balance Sheet Optimisation Hong Kong
This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimising the balance sheet.
Model Risk Management Singapore
This two-day workshop has been designed to delve into best practice approaches to building a model risk framework. Attendees will be equipped with a thorough understanding of model risk now and into the future, including the impact of machine learning.
ALM & Balance Sheet Optimisation Singapore
This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimising the balance sheet.
Market Data & Trading Technology
Over three days this course will provide in-depth training on all aspects of the revised FISD/FIA examination syllabus, providing attendees with a comprehensive understanding of the technical and administrative aspects of the market data industry.
Regtech and Risktech Hong Kong
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Quant Summit Asia
Quant Summit Asia will bring together top quants to deliver their latest research and insights on the latest in quantitative finance, covering themes such as machine learning, portfolio construction, and modelling.
European Courses
Capital Requirements: CRD IV to CRD V and Basel IV, London
Learn about the requirements for capital planning, operational risk capital modelling and counterparty credit risk under the CRD IV regulation and what CRD V means for FRTB and stress testing.
Interest Rate Risk Management Strategies and IRRBB Amsterdam
This training course will provide attendees with an in-depth understanding of the intricacies of IRRBB management, focusing on the different metrics involved and examining best practice approaches to modelling interest rate risk.
IBOR to Risk Free Rates London
Learn how the transition from IBOR to Risk Free Rates is affecting leading financial services firms. Covering essential basis of the changes around risk management, hedge accounting, modelling the operations function and also looking at approaches to practically dealing with the transition. .
Advanced Operational Risk Management London
This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive and efficient framework.
Cyber Risk Management and IT
This training programme is designed for anyone who is working in, or interacts with cyber risk in financial services. Sessions will cover key cyber risk considerations including where cyber risk fits into overall risk strategy and interacts with It, how to create a design, and more
Model Risk Management Stockholm
After great success in London, Amsterdam and New York; Risk Training is bringing Model Risk Management: Pricing and Non-Pricing Models to Stockholm!
Cyber IT
This training programme will provide delegates a new or improved understanding of cyber security and data considerations, providing case studies and knowledge from a wide range of speakers.
North American Courses
Non-financial Risk Management NY
This two day training course will provide attendees with best practice approaches to governance and creating effective NFR and ERM frameworks and cover new and emerging areas of non-financial risk.
Transitioning from IBOR to Risk Free Rates New York
Learn about the effect IBOR ending is going to have on the industry and how the market will deal with the transition to risk free rates.
Market Data and Trading Technology New York
WatersTechnology is delighted to announce the return of our Market Data training and FISD/FIA exam preparation. In-depth training on all aspects of the revised FISD/FIA examination syllabus and comprehensive understanding of the technical and administrative aspects of the Market Data industry.
Machine Learning Toronto
Sessions include recent trends in machine learning application to quant finance, model risk, portfolio construction and location intelligence
Model Risk Management Toronto
Join us for our Model Risk training course with sessions covering the best approaches to building a model risk framework, model validation & performance analysis, the use of machine learning for model validation and monitoring of valuation models, as well as a look at the future challenges and trend
Q4 courses
Cyber Risk Modeling New York
This course will cover risk management and quantification and the importance of data to assess cyber risk. There will be practical examples of portfolio modeling in the insurance industry ad cyber risk modeling in financial institutions.
Capital Requirements Toronto
Learn what capital management currently looks like the financial industry in Toronto. The course will cover, stress testing, capital buffers, operational risk capital modelling, counterparty credit risk and many more topics.
Non-Financial Risk Management Toronto
Best practice approaches to governance and creating effective NFR and ERM frameworks and covering new and emerging areas of non-financial risk.
Funds & Liquidity Transfer Pricing London
Sessions will include: FTP objectives and implementation, capital transfer pricing, liquidity transfer pricing, and the business implications of FTP.
Advanced Operational Risk Management London
This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive and efficient framework.
STS Securitisations: Risk & Compliance
This course will provide delegates with a detailed market update on the state securitisations, along with how changes in the industry and regulations will affect the risk associated.
Model Risk Management London
A comprehensive overview of the current regulatory landscape of model risk management and best practice approaches for modelling across, risk pricing and credit models.
Effective Asset and Liability Management Dublin
This two day training course will discuss best practices in ALM, with sessions dedicated to key areas of ALM including FTP, IRRBB, hedging strategies and recovery planning
IBOR to Risk Free Rates, Dublin
Learn about the effect IBOR ending is going to have on the industry and how the market will deal with the transition to risk free rates.
Credit Risk Modelling Frankfurt, Frankfurt
Understand how to manage credit risk within your organisation; with a focus on modelling methods, stress testing and machine learning.
Risk Model Validation, Frankfurt
Risk Training is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their application in practice.
Fundamental Review of the Trading Book (FRTB), New York
Sessions include changed structure of internal models, pitfalls of the NMRF, P&L attribution test regime and the default risk charge
Cyber Risk Management London
We are bringing our cyber risk course to London for the second time to provide delegates with best practice strategies for ownership of cyber risk management and business wide implications such as third party vendor risk and operational resilience.
Operational Risk Management - London
Sessions will cover topics including: governing and implementing an op risk framework, RCSAs, KRIs, risk culture, and regulation.
ALM Balance Sheet Optimization - New York
This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimizing the balance sheet.
Python for Machine Learning Implementation in Finance
Your essential Python toolkit for machine learning implementation
Transitioning from IBOR to Risk Free Rates New York
Learn about the effect IBOR ending is going to have on the industry and how the market will deal with the transition to risk free rates.
Pricing and Hedging Interest Rate London
A deep-dive into interest rate derivatives, credit derivatives, asset-backed securities, pricing models and hedging techniques.
Machine Learning London
Machine Learning in Finance, London - sessions cover opportunities and limitations, models, ML for trading, and future opportunities.
Machine Learning London
Machine Learning in Finance, London - sessions cover opportunities and limitations, models, ML for trading, and future opportunities.
Fundamental Review of the Trading Book London
Learn how to establish a robust FRTB strategy with sessions covering: data challenges, the latest consultative proposals and regulatory position, modellable and non-modellable risk factors, and the requirements of the banking book/trading book boundary.
Operational Risk Management Dubai
Course led by Andrew Sheen, former Head of Operational Risk Regulatory Risk Management at Credit Suisse and Fellow of the Institute of Operational Risk.
Stress Testing Practices: Data, AI and Climate Risk London
Themes include; data, capital, AI, climate risk and revers stress testing.
IFRS 9 Dubai
Led by Juan Ramirez, a senior professional at Deloitte in London advising banks on IFRS 9 and Basel III/IV issues.