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RISK TRAINING


RISK TRAINING IS A GLOBAL TRAINING PROVIDER POWERED BY THE EDITORIAL EXCELLENCE
OF RISK.NET. OUR LIVE VIRTUAL TRAINING COURSES PROVIDE PRACTICAL GUIDANCE ON THE
LATEST INSIGHTS, INNOVATIONS, AND CHALLENGES ACROSS RISK MANAGEMENT, REGULATION,
AND DERIVATIVES.

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


 VIEW Q3 2021 CALENDAR 




JOIN US IN OUR ONLINE CLASSROOM

Risk Training is a global training provider powered by the editorial excellence
of Risk.net. Our online training courses provide practical guidance on the
latest insights, innovations, and challenges across risk management, regulation,
and derivatives.

The interactive sessions are spread over 3 or 4 days in 2 hour slots. Attendees
can interact with speakers live via our online platform through Q&A and polling
to discuss and compare experiences with peers.

TOP RATED SPEAKERS

ANNA HOLTEN MØLLER

Senior Risk Analyst

Nykredit

ARMEL R. KOUASSI

senior vice-president

Northern Trust Corporation

 * LinkedIn

Armel R. Kouassi is a seasoned banking and finance professional with over 15
years of experience in financial services.  He has worked and lived in numerous
locations throughout the United States, Europe & Africa. Mr. Kouassi is senior
vice-president at Northern Trust Corporation. Armel has shifted between private
equity, entrepreneurial and senior banking roles in his career. Armel is a
frequent speaker and author in banking and risk magazines in Africa, Latin
America, USA and Europe, he is certified financial risk professional and a
member of Global Association of Risk Professional. 

Armel received an MBA from the Wharton School, a Master’s in finance from ESCP
Europe, France and a Master’s in statistics and economy with Honors from ENSEA,
Cote d’Ivoire. Armel is a father of 3 girls, fluent in English, French and
German, he is passionate of Economic Empowerments, Global Affairs, Arts and
Music. Member of the Board of Directors of the 12.14 Foundation, a nonprofit
organization dedicated to fostering well-being in children by instilling grit
and resilience. Member of the Board of Directors of the Ridgefield Symphony
Orchestra. Armel is also member of the FinTech Advisory Board at the Center of
Financial Professional. Member of the Chicago Council of Global Affairs, the
Aspen’s Society of Fellows and the Manhattan Institute’s Young Leaders Circle. 
 



DR. ARIANE CHAPELLE

Managing Partner

Chapelle | Risk Management Advisory

Dr. Ariane Chapelle, is Honorary Reader at University College London and is an
internationally recognised trainer and consultant in Risk. She teaches at UCL
'Operational Risk Measurement for Financial Institutions’ and is a Fellow of the
Institute of Operational Risk..

In 2019, the firm received the Risk.net Award for ‘Outstanding Achievement in
the Year in Operational Risk’. She published at Wiley Finance Series the
textbook Operational Risk Management: Best Practices in the Financial Services
Industry, in December 2018 that rapidly became the No.1 best seller in its field
and is now translated in French by Pearson France. In 2020, the book got elected
“Book of the Year” by risk.net.

Dr. Chapelle founded and runs her advisory and training practice in risk
management, serving all sizes of financial organisations and international
institutions, including central banks and UN agencies. She is a former holder of
the Chair of International Finance at the University of Brussels with
backgrounds in internal audit, credit risk and investment risk. She has been
active in operational risk management since 2000 and was formerly head of
operational risk management at ING Group and Lloyds Banking Group.



DR. CHRIS KENYON

Head of XVA quant modelling, and AI innovation lead

MUFG Securities EMEA plc

 * LinkedIn

Dr. 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.

MARIA KOSTOVA

Lead quantitative specialist

CRISIL Limited

Maria Kostova has over 16 years of experience in regulatory risk with specific
focus on expected credit loss methodologies and internal ratings based approach
valuation techniques.

Her significant focus of expertise resides in model development, validation,
risk governance, capital allocation mechanisms and financial stability
frameworks across Pillar 2A and 2B types of risk- credit, market, liquidity,
concentration, IRRBB and model risk management. During her career, she has
been predominantly engaged in top tier banking groups in the United Kingdom, the
Netherlands and Spain, allowing her to acquire a comprehensive IFRS9 and A-IRB
credit risk modelling expertise in PiT/TTC PD, LGD, EAD development and
excellent understanding of internal capital adequacy requirements (ICAAP/ ILAAP)
alongside risk weighted asset adjustments, Liquidity Restructurings and
Stress-testing techniques.

She is specialized in banking and finance with strong emphasis on statistics and
microeconomics in the United States, where this substantial exposure on logistic
and linear regression methodologies in statistics for retail and corporate
portfolios has been developed and practiced in accordance with Basel/ BIS/
ECB/EBA regulatory frameworks and the PRA requirements in the UK.

 

ROHAN KATARIA

Head of execution for WMR traded risk stress testing

HSBC

Rohan Kataria is the Head of Execution for Traded Risk Stress Testing at HSBC
since early 2019. He is responsible for Planning, Execution and Delivery of
Trading Risk Stress Testing at the Group Level, includes both Market Risk and
Counterparty Credit Risk. He is involved in various stress tests submissions,
including PRA and EBA.

Previously Rohan worked with Credit Suisse in London for 8 years. His recent
role was an ICAAP Market Risk Manager.  He was responsible for Pillar 2A
assessment for Market Risk for UK legal entities. Overall, Rohan has 15+ years
of experience in various roles including but not limited to stress testing,
scenario analysis, front-to-back processes, trade lifecycle, regulatory capital
& reporting.

Rohan holds an Executive MBA degree from London Business School and is FRM
(GARP) certified. He did his graduation in Electrical Engineering from Indian
Institute of Technology (IIT) , Mumbai.

RADKA MARGITOVA

Director, financial services risk consulting, credit risk and ESG risk

PwC

Radka Margitova is Director in PwC, who helps financial institutions to deal
with their challenges around finance and risk regulations, credit risk
management, data & reporting, credit risk modelling, processes & governance and
the holistic ESG risk integration in risk management. 

Radka has a quantitative background - master’s degree in financial mathematics -
with over 13 years of experience in risk management in the financial sector. She
has led a number of significant engagements with a particular focus on credit
risk, ESG risk integration, stress test and IFRS 9. Since joining PwC in 2015
she is founding member of the international PwC IFRS 9-Impairment Task Force, is
Basel IV work stream leader credit risk and currently she leads the PwC European
network of EBA Guideline on Loan Origination and Monitoring and the PwC ESG risk
integration initiative. 

PETER PLOCHAN

EMEA principal risk specialist

SAS

 * LinkedIn

Peter Plochan is the EMEA Principal Risk Management Advisor at SAS who helps
financial institutions to deal with their challenges around finance and risk
regulations, enterprise risk management, risk governance, forward looking risk
analysis, stress testing, model risk management, risk modelling and climate
change risk management. 

Peter has a finance background (Master’s degree in Banking) and is certified
Financial Risk Manager (FRM) with 14 years of experience in risk management in
financial sector. He has assisted various banking and insurance institutions
with large-scale risk management implementations while working both internally
and also externally as a risk management advisor (PwC). Since joining SAS in
2014, Peter serves as a global acting domain expert - leveraging the latest
trends in risk analytics & technology with his deep risk management & finance
expertise. 

Peter also acts as the Risk Management trainer for PRMIA (Professional Risk
Management International Association) where he developed and delivers training
on Model Risk Management and ERM & Stress Testing for the global risk community.
Peter regularly speaks & presents at risk events/webinar and publishes risk
management thought leadership materials. 

SIMON CONNELL

Head of sustainability strategy

Standard Chartered

Simon is Head of Sustainability Strategy at Standard Chartered. In this role he
leads the Bank’s external engagement and co-ordinates internal action on
sustainability across the organisation with a specific focus on climate change
and human rights.

Simon has over a decade’s experience in helping banks understand and manage
environmental and social risks and opportunities presented by their client
portfolios, holds a BSc in Politics with Economics and is a qualified Corporate
Treasurer and Management Accountant. He is Chair of the University of
Cambridge’s Banking Environment Initiative, and a member of the European Banking
Federation’s ESG Taskforce.

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.

View more


RISK TRAINING IN NUMBERS

 



COMPANIES WHO TRUST US WITH THEIR RISK MANAGEMENT TRAINING

Previous

HSBC Global Markets offer sophisticated 24-hour coverage across our main trading
and sales platforms in London, New York and Hong Kong, and we provide a wide
range of solutions for our Corporate and Institutional clients. Our knowledge of
local markets, coupled with HSBC's global reach, enables us to provide a
comprehensive and bespoke service across every major asset class.
We provide access to Equities, Fixed Income including Credit and Rates, Foreign
Exchange, Commodities and Prime Services, in addition to Research, across both
developed and emerging markets.
As a global investor, by partnering with us you'll benefit from HSBC's local
knowledge in over 60 countries, balanced by our understanding of global
economics.
Find out more about our solutions or explore our thought leadership series on
the Dealing Room of Tomorrow.






普华永道 - 中国內地、香港、澳门、台湾及新加坡
普华永道中国內地、香港、澳门、台湾及新加坡成员机构根据各地适用的法律协作运营。整体而言，员工总数约21,000人，其中包括约850名合伙人。

无论客户身在何处，普华永道均能提供所需的专业意见。我们实务经验丰富、高素质的专业团队能聆听各种意见，
帮助客户解决业务问题，发掘并把握机遇。我们的行业专业化有助于就客户关注的领域共创解决方案。   

我们分布于以下城市：北京、上海、香港、沈阳、大连、天津、济南、青岛、南京、苏州、杭州、宁波、合肥、郑州、武汉、长沙、西安、成都、重庆、昆明、厦门、广州、深圳、澳门、海口、台北、中坜、新竹、台中、台南、高雄和新加坡。





Proven in the world’s largest and fastest markets, Nasdaq Market Surveillance &
Supervision is the solution of choice for market operators, financial regulators
and central banks around the world that desire an off-the-shelf solution with
proven surveillance capabilities for all types of trading. Leveraged by over 50
trading venues and 18 regulators, Nasdaq’s surveillance and supervision
solutions are a critical part of the financial infrastructure in markets around
the globe.

Leveraging 25+ years of expertise in detecting risk build-up and market abuse,
Nasdaq Market Surveillance & Supervision provides central banks with a robust
platform to manage cross-market, cross-asset and multi-venue surveillance.
Advanced monitoring and analysis tools effectively monitor billions of trading
messages historically or in real-time. Surveillance-focused visualization tools
simplify the monitoring process by distilling complex information into a single
snapshot that provides clear guidance on where to focus an investigation. Learn
more: https://www.nasdaq.com/solutions/market-surveillance-central-banks




De Volksbank is a Dutch retail bank offering financial products to both
companies and individuals. Prior to a 2017 restructuring, it was called SNS
Bank, which remains its major brand name. It became a subsidiary of SNS Reaal in
1997 when the holding company bought the insurance company Reaal.










HSBC Global Markets offer sophisticated 24-hour coverage across our main trading
and sales platforms in London, New York and Hong Kong, and we provide a wide
range of solutions for our Corporate and Institutional clients. Our knowledge of
local markets, coupled with HSBC's global reach, enables us to provide a
comprehensive and bespoke service across every major asset class.
We provide access to Equities, Fixed Income including Credit and Rates, Foreign
Exchange, Commodities and Prime Services, in addition to Research, across both
developed and emerging markets.
As a global investor, by partnering with us you'll benefit from HSBC's local
knowledge in over 60 countries, balanced by our understanding of global
economics.
Find out more about our solutions or explore our thought leadership series on
the Dealing Room of Tomorrow.


Next
HEAR FROM PARTICIPANTS OF OUR LIVE ONLINE COURSES

Previous

> NO DISTRACTIONS THAT MIGHT COME FROM AN IN-PERSON SETTING. I HAD THE LUXURY OF
> QUICKLY MULTITASKING WORK IN THE 15-MIN BREAK, MY QUESTIONS WERE ADDRESSED
> BECAUSE THEY WERE DOCUMENTED IN THE CHAT, ETC. IT SEEMED MORE INCLUSIVE'
> 
> THE CORPORATION FOR INTEREST RATE MANAGEMENT

> THE ONLINE OPERATIONAL RISK TRAINING COURSE WAS GREAT, I REALLY GOT SOME
> INSPIRATION TO HOW THE RISK MANAGEMENT DEPARTMENT COULD DEVELOP.
> 
> SPAR NORD

> IT IS A MORE RELAXED ATMOSPHERE WHEN I CAN ATTEND VIRTUALLY, AND THE SETUP
> WORKED VERY WELL
> 
> RED WINTER CAPITAL

> COURSE WAS PASSIONATELY LED BY PRACTITIONER'S WITH EXPERT KNOWLEDGE IN THE
> FIELD
> 
> PEOPLES TRUST COMPANY

> THE EASINESS OF IT. NO NEED TO TRAVEL TO ANOTHER COUNTRY AND ALL THE POSITIVES
> THAT COMES WITH IT: TIME MANAGEMENT, ENVIRONMENTALLY FRIENDLY, LESS EXPENSIVE
> (DAYS IN A HOTEL, EATING OUT, ETC.), STILL GET TO HAVE A FULL WORK DAY BEFORE
> THE TRAINING'
> 
> EUROPEAN BANK

> THE TRAINING WAS CLEAR WITH LOTS OF GOOD EXAMPLES WE CAN WORK ON AT HOME
> 
> LMRKTS

> IT'S EASY TO ASK QUESTIONS VIA CHAT, IT'S EASY TO SEE AND WE CAN ATTEND FROM
> HOME
> 
> AMERICAN BANK

> THE COURSES ARE TAILORED TO THE KNOWLEDGE LEVEL OF THE AUDIENCE. THIS ENSURES
> THAT ALL ATTENDEES GET THE MAXIMUM BENEFIT FROM THE COURSE.
> 
> CANADA LIFE

> WELL ORGANISED, ON TIME, ACTUALLY EASY TO INTERACT WITH THE LECTURER
> 
> RISK MANAGEMENT COMPANY

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