Best Practice in Operational Risk Management

May 17-18, 2017,  New York City

From regulation to risk culture, this interactive training workshop covers in breadth and depth all aspects of operational risk management and its challenges in the financial services industry. Hot topics such as, preventive KRIs, risk culture, demonstrating business value of risk management, and the formulation of a risk appetite statement will be explained and debated.

Advanced Operational Risk Management

June 7-8, 2017, New York City

Taught by a world leading expert in the field, this course is a must-have for all operational risk practitioners eager to advance their practice in operational risk management, using the best tools and the most recent reflection and practice in the sector. Leading tools in root cause analysis techniques for identifying emerging risks, key controls in cyber security and methods for defining and influencing good risk culture will be shared and practiced during this advanced workshop.

Margin and Collateral Optimization 

Dates TBA

Optimizing margin and collateral is not just desirable, but essential today given the regulatory demands for highest quality, liquid assets to be used for meeting margin requirements, segregation requirements,  and Basel III funding and liquidity rules.  The roadmap to achieving true collateral optimization is complex, but is achievable through many available options.  In this course, we will identify the key building blocks and processes necessary to manage and allocate collateral assets efficiently, maintain funding capacity, and unlock the value of collateral used to manage counterparty risk and meet regulatory demands. 

Operational Risk Masterclass

Dates TBA, New York City   

From regulation to risk culture, this interactive training workshop covers in breadth and depth all aspects of operational risk management and its challenges in the financial services industry. Hot topics such as preventive KRIs, risk culture, demonstrating business value of risk management, and the formulation of a risk appetite statement will be explained and debated. Taught by a leading expert in the field, the course is a must-have for all the operational risk practitioners wishing to upscale their practice and confront new ideas. It is a tremendous opportunities for beginnners as well to gain a comprehensive overview of what operational risk managers need to know.

Collateral Management Masterclass

Dates TBA, New York City   

This Master Class provides a real-world and up-to-date deep dive into global regulatory reforms and the impacts on current and future collateral supply and demand, liquidity, leverage and risk – from Basel III to the pending margin rules and requirements for uncleared swaps, and critical changes impacting securities finance activities.  The course is designed for margin and collateral management professionals, product managers, risk managers and those overseeing audit and compliance functions for collateral management.   

MBA in Finance in a Nutshell 

Date TBA, New York City

This course provides knowledge of key finance concepts and principles related to the time value of money, the effects of debt and dividend policy on firm value, and the operation of financial markets. In addition, the course is intended to provide the tools to calculate the value of stock and bond investments, to evaluate capital investments in productive firm assets, to assess the risk of investments, and to determine the cost of capital for firms and individual project.

Bitcoin and Digital Currencies in the Financial Markets

Date TBA, New York City

The world of digital currencies continues its evolution, as financial market participants and regulators work to understand the implications and opportunities of this fascinating new “currency” and technology. This in depth, two-day course will examine the concepts and essential aspects of bitcoin and other digital currencies, the power of blockchain technology to fundamentally alter financial markets, and the challenges ahead as this new capability unfolds. A wide variety of features, benefits and challenges will be discussed from the vantage points of banks, asset managers, institutional investors, traders and regulators.

Collateral Management for Auditors

Date TBD, New York City

This course is designed to equip audit and compliance professionals with the knowledge and understanding of margin and collateral management functions, including counterparty management, to assess the risks embedded in the data management and operational processes comprising margin and collateral management.  We will perform exercises in identifying Key Risk Indicators across the various functions, and the steps employed by various firms in managing the risks. 

Basel III and Credit, Operational Risk Masterclass

Date TBD, New York City

Bank institutions are preparing for Basel III, which must be operational by 2019. Banks must show regulatory supervisors, credit agencies and accountants that significant risks are managed properly - that bank policies and procedures are conceptually sound, unequivocally current, empirically validated, and produce capital requirements that are in line with the new capital accords. This two day program is intensive, interactive and encourages participation. Hands-on exercises, examples and case studies reinforce concepts and ensure delegates have a thorough, genuine understanding of the material covered. 

Leading Key Risks Indicators: Method and Cases

Date TBA, NYC & Boston

Requests for leading Key Risks Indicators are on top of the management priorities in most financial institutions. This practical, proven workshop led by a world leading expert in the field, will give to many a chance to benchmark their practice to the best available methods to select and design preventive KRIs, starting by understanding the drivers of operational risk in the financial services industry.  

2-Day Bond Math Intensive

Date TBA, New York City

The Bond Math Boot Camp program will be a two-day training program delivered via interactive lecture format. The BootCamp will be facilitated in a fashion that encourages group participation with numerous leading/rhetorical questions to draw the audience into focused discussions.

2-Day Derivatives Intensive

Date TBA, New York City

This two-day seminar provides a broad overview of all major types of derivative instruments: futures/forward contracts, options and swaps.  Presentation will introduce and explain the key characteristics and contract features of the various derivative instruments.  Discussion will highlight cash flows, risks and valuation considerations and their implications for trading/risk management strategies for each type of derivative. These issues will be discussed in context, from a practitioner perspective (dealers, floor traders, portfolio managers, hedge funds, arbitrageurs, etc.), using current/recent market events to illustrate topics being presented.

Fixed Income Masterclass

Date TBA, New York City

The Fixed Income Master Class is designed to deepen and extend the discussion of credit market-related topics introduced in the Fixed Income 101 class. Several key topics and concepts introduced there will be explored in greater detail and discussed from the perspective of market participants, in particular, how these issues are employed in assessing fixed income investing, trading, market relative values and risks. The goal is to provide participants with better insight into the operation of important aspects of the debt securities markets as well as a more integrated understanding of how the various elements of these markets interact with one another.

2-Day Mortgage-backed Securities Intensive

Date TBA, New York City

Mortgage-backed Securities Bootcamp is a two-day seminar that provides a comprehensive introduction to the US mortgage backed securities market. The presentation will address topics from mortgage loan origination and securitization through the trading and analysis of MBS. Along the way the sessions will describe and investigate the investment characteristics of a wide range of different types of mortgage backed instruments including agency pass through securities, agency and non-agency collateralized mortgage obligations (CMOs) and commercial mortgage backed securities (CMBS).

3-Day Securities Operations Intensive

Date TBA, New York City

This program provides an intensive analysis of the middle- and back-office operation functions of U.S. Broker/Dealers and Registered Investment Advisers (RIA) and the requisite controls. A detailed overview of these functional building-blocks includes the trade lifecycle process from order and trade execution through clearance and settlement. Custody and control topics include a description of stock record, margin, stock loan and asset services.