PRMIA Events

The PRMIA global network provides opportunities to learn best practices and network. Listed below are all upcoming PRMIA events, including local Chapters. Click on the event name to learn more or register. To view or change the list of chapters to which you subscribe, edit your profile.

Chapter events are open to PRMIA members and non-members. Associated event speaker presentations are limited to PRMIA Sustaining and Contributing members.

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Be prepared for FRTB. The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated and managed. This ten-part series also includes a special session on new supervisory responsibilities. In total, eleven 90-minute sessions, each with 24-hour interactive access, run on Wednesdays, May 30-August 8, starting at 12:00 am ET, with a special session on August 29. No class the week of July... Details
When: May 30 – August 8, 2018
Where: Virtual Training
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The Standardized Approach is a requirement for all banks under FRTB. This session will discuss the three phases for calculating regulatory capital under FRTB’s standardized approach  The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: June 20, 2018
Where: Virtual Training
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This timely PRMIA New York event will focus on the trends, advancements, and challenges in the modeling of cyber security risk. Although cyber risk modeling has drawn the attention of many academics, regulators, and practitioners over the last decade, it continues to struggle as a discipline by not enjoying the same widely embraced nomenclature and approaches of other risk modeling areas such as market risk and credit risk. This event convenes a strong roster of speakers representing ... Details
When: June 21, 2018
Where: NY
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The internal models approach, under FRTB, is required for large and small banks who need to maintain competitiveness in any capital markets segment approach  The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: June 27, 2018
Where: Virtual Training
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Thought Leadership Webinar: In this webinar, our experts will provide intuitive tools for risk managers to assess their institution's cyber threats enabling the active participation of both senior management and all other employees in the scaling and implementation of cyber resilient business practices.

When: June 28, 2018
Where: Thought Leadership Webinar
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PRMIA Toronto presents a social gathering for the Toronto Chapter Members. Please join us for a PRMIA Member Social. Take time out of your busy schedule to attend this valuable social networking event.  It's a great opportunity to network with other PRMIA members.

When: June 28, 2018
Where: Toronto, ON
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PRMIA Paris is partnering with IBM to host an event on Financial Risk ALM / Liquidity Risk.

When: July 10, 2018
Where: Paris, France
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Learn about differentiating migration from default risk, aligning DRC to banking book, and implications for capital volatility.  The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: July 11, 2018
Where: Virtual Training
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Come join the risk management community of New York and fellow PRMIA New York members for an evening of connecting, sharing ideas, and socializing at one of the largest private roof top terraces in Midtown!

When: July 11, 2018
Where: New York City, NY
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This course includes solutions for passing the P&L attribution test and managing non-modellable risk factors. The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part series.

When: July 18, 2018
Where: Virtual Training
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This course discusses new problems with data alignment and “dark matter” The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part series.

When: July 25, 2018
Where: Virtual Training
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This course discusses FRTB Requirement of a new model framework for model validation, model management, and model updates, which will require a new adjudication and governance process. The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part... Details
When: August 1, 2018
Where: Virtual Training
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This course discusses FRTB implementation timelines, milestones, and the global and by major jurisdictions affected.  The new Basel III framework for market risk, also known as FRTB, represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated, and managed. Join us for this session or the full eleven-part series.

When: August 8, 2018
Where: Virtual Training
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Thought Leadership Webinar: This webinar will discuss the approach to AI based solution with a particular focus on Risk Management enabling the participants gain a first-hand understanding of the technology (in this age of technology, it is imperative for everyone to have a basic understanding of technology), its potential, different application areas and pitfalls in adoption. It will also help participants make an informed decision on using AI for their risk management... Details
When: August 9, 2018
Where: Virtual Training
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Thought Leadership Webinar: Making high quality judgments and decisions lies in the core of any investment. Our discussion leader will review various risk types, making high quality judgments, and business concerns in the well-known FCF model.  Asia time zone, August 22, 2018; 9:00-10:00 am CST | New York time zone August 21, 9:00-10:00 pm... Details
When: August 21, 2018
Where: Thought Leadership Webinar
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In this special session of our 11 part series, our experts will discuss way in which supervisors manage new RTD approval requirements, ensure model and data alignment, and oversee compliance with limited new resources. Our experts, Sanjay Sharma and Jeb Beckwith, will review challenges and solutions from their recently published book “Fundamental Review of Trading Book–A Handbook for Practitioners and Regulators.” The new Basel III framework for market risk, also known as FRTB,... Details
When: August 29, 2018
Where: Virtual Training
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Thought Leadership Webinar: Over the past years, cyber threat remains ever present. Most organisation have experienced attempted or successful cyber security compromise. The costs of compromise are certainly more expensive than preventative measures. The overall level of cyber risk, including the organisation’s exposure to cyber risks and potential cost that could be incurred to treat a serious cyber incident need to be considered to determine the right investment in cyber security... Details
When: September 5, 2018
Where: Thought Leadership Webinar
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Innovation & Business Model Risk Summit for Bank Execs, FinTechs, and VCs.

When: September 12–13, 2018
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A unique opportunity for risk leaders to engage in interactive sessions. Summit delegate conversations advance risk management practice under Chatham House Rule in London November 14-15. The Planning Committee thanks PRMIA EMEA Chapters for their involvement and support of this event: Bahrain, Brussels, Dusseldorf, Egypt, Frankfurt, Greece, Hungary, Ireland, Israel, Italy, London, Luxembourg, Munich, Netherlands, Nigeria, Paris, Poland, Qatar, Russia, South Africa, and... Details
When: November 14–15, 2018
Where: London

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