Risk Training

Risk Training is a leading professional training provider specialising in finance, risk management, regulation and derivatives. With public training courses across North America and Europe, and in-house services offered in any location, our events provide a variety of industry perspectives and best practice approaches to meet the challenges your business faces in the current regulatory landscape.

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presents

Risk Training

a global training provider powered by the editorial excellence of Risk.net.

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Join us in our online classroom

There is no denying that COVID-19 is affecting all our personal and professional lives and Risk Training is no exception. But as one of our core values here at Risk.net is resilience we are determined to support our clients, adapt our services and accommodate the need for essential training while ensuring the safety of our delegates and speakers

So with this in mind, we have decided to provide our upcoming courses through our online platform.

The virtual sessions will be spread over 2, 3 or 4 days in 2.5 hour slots, allowing the content and interaction to be kept at the most engaging level and facilitating communication between speakers and participants.

Risk Training in numbers

 

Risk training 100 courses
Risk training 5000 attendees
Risk training 500 companies
Risk training 4 continents
Risk training 300 speakers
Risk training stats - 95percent satisfaction

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Chris Kenyon

Head of XVA quant modelling, and AI innovation lead

MUFG Securities EMEA plc

Chris Kenyon is head of XVA Quant Modelling, and AI Innovation lead at MUFG Securities EMEA plc.  Previously he was Head of XVA Quantitative Research at Lloyds Banking Group, head quant for Counterparty Credit Risk at Credit Suisse, and (post-crisis) Head of Structured Credit Valuation at DEPFA Bank Plc.  He is active in XVA research, introducing KVA and MVA, with Andrew Green, in Risk papers 2014-15 and their accounting treatment in 2016-17, as well as PFL as the replacement for PFE (2019).  He publishes mostly in the Cutting Edge section of Risk magazine (5th most published 1988-2018, and 3rd most cited in 2017), co-wrote “Discounting, LIBOR, CVA and Funding” (Palgrave 2012) and co-edited “Landmarks in XVA” (Risk 2016). He has a Ph.D. from Cambridge University and is an author of the open source software QuantLib.

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Radka Margitova

Senior manager | financial services risk consulting

PwC

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Christian Rasmussen

Head of group treasury

UBS

Senior Executive practiced in leveraging internal Assets & Liabilities structure/management and product skills to drive productivity and revenue across diverse platforms. Optimize internal assets and liabilities to deliver maximum client return/value. 

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Saeed Amen

Founder

Cuemacro

Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020. Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a visiting lecturer at Queen Mary University of London and a co-founder of the Thalesians.

Ariane Chapelle

Director

Chapelle Consulting

Ariane Chapelle has a PhD in Economics and is active in operational risk management since 2000, with experience acquired in managerial functions in ING Group and Lloyds Banking Group. Ariane Chapelle runs since 2006 her own training and consulting practice in risk management. Her clients include Tier 1 financial organisations such as AVIVA, AXA, HSBC, JP MORGAN and SWIFT. 


Before running her practice, Dr. Chapelle was the holder to Chair of International Finance (2003-2007) of Solvay Business School (University of Brussels). She holds a PhD in Economics, a Masters in Econometrics and a Master in Business Administration.

Dr. Chapelle is Honorary Reader at the University College London in Operational Risk, Fellow of the Institute of Operational Risk and member of the editorial board of the Journal of Operational Risk. She is a trainer in operational risk since 2006 and has designed the classroom training and course series on ORM certificate for many large organisations, both in-house and in public courses. Her book « Reflexions on Risk Management », published in July 2017 is the collection of her 28 articles written on operational risk management. 

Operational Resilience

Operational disruptions are becoming an everyday occurrence and financial firms need to be resilient against such crises. Gain insight into the regulatory background, impact tolerances, scenario testing and other key areas.

  • Online Training

Advanced Operational Risk Management

This virtual course will examine advanced 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.

  • Online Training