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…

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 mode…

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…

After great success in London, Amsterdam and New York; Risk Training is bringing Model Risk Management: Pricing and Non-Pricing Models to Stockholm!

View our latest in market leading training courses, both public and in-house.

Energy Risk Asia Awards 2019 submissions are now open! Submission period ends on 30 August 2019. The Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providing…

Being recognised at the Hedge Funds Review European Performance Awards 2019 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most pr…

The Risk Awards are the longest-running awards of their kind and are widely recognised as the most prestigious for firms and individuals in our markets.

The Markets Technology Awards focus on market risk, trading and investment risk technology – they are presented in November, as part of our Risk Awards ceremony.

Take a look at the wide variety of events and training on offer.

This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for com…

Search and download thousands of white papers, case studies and reports from our sister site, Risk Library

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Deploying agile analytics in the fight against fraud

Ice, CME shore up clearing house recovery planning

CFTC refuses to budge on margin treatment of SMAs

Eurex to launch cross-currency swap clearing within weeks

Aussie regulator signals tougher misconduct stance

Insight Investment wary of banks last-look claims

What golds rise means for rates, equities

Buy side seeks non-cleared margin relief for SMAs

Isda sets two options for Libor fallback spread

Volume-starved SOFR leaves quant hankering for data

CFTCs equivalence plan divides clearing houses and clients

Floating start date for 2020 stress test alarms EU banks

Buy side seeks non-cleared margin relief for SMAs

EU seeks to offer reassurance on Brexit clearing exemption

FCA urges dealers to quote Sonia swaps on Clobs

CFTCs equivalence plan divides clearing houses and clients

Insight Investment wary of banks last-look claims

Allianz Global Investors adopts NLP signals in equities

Buy side seeks non-cleared margin relief for SMAs

Volume-starved SOFR leaves quant hankering for data

How banks rode out the EU stress tests market shock in 2018

Short-term interest rate ETD notionals leap $14trn in Q2

Higher retained earnings boost Barclays, Lloyds and RBS capital

As too-big-to-fail banks shrink, non-systemic firms play catch up

Liquidity coverage of eurozone G-Sibs diverge in first half of 2019

Backtesting expected shortfall: mission accomplished?

Levelling the playing field of the FRTBs forex rules

Podcast: Acerbi on backtesting ES and FRTBs patchwork rules

The Handbook of Corporate Financial Risk Management (2nd Edition)

Edited by Emma McWilliam, Matt Thomas and Howie Timothy

The risk markup of intermittent renewable supply in German electricity forward markets

A new approach to evaluating the cost-efficiency of complex hedging strategies: an application to electricity pricevolume quanto contracts

Model risk management: from epistemology to corporate governance

Nonparametric tests for jump detection via false discovery rate control: a Monte Carlo study

Managing supply chain risk through take-or-pay gas contracts in the presence of buyers storage facilities

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Search for the definition you are looking for.

A person engaged in a business similar to an investment trust or a syndicate and who solicits or accepts funds, securities or property to trade commodity futures contracts, commodity options or commodity swaps. Either the CPO or a commodity trading adviser (CTA) makes trading decisions on behalf of the pool.

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