RMA serves market risk practitioners at both the larger-institution and smaller-institution levels.

For larger institutions—where market risk management and its related technologies are well known and mature—RMA provides peer sharing and professional development opportunities through round tables in North America and Europe. RMA also undertakes surveys, benchmarking studies, and best practice papers. Recent projects include:

• Market Risk Model Validation and Governance Survey (2009) NEW!
• Market Risk Credit Approval and Limit Management Survey (2008)
• Market Risk Trading Activities and Counterparty Risks Survey (2007)

For smaller institutions—where the market risk function is part of the asset/liability management process—RMA offers beneficial training through both open-enrollment and Web-based courses. The RMA Journal^® also regularly carries articles on market-risk-related topics.

Upcoming Events  

• Current Issues in Liquidity Risk and Asset/Liability Management (Web Seminar)
  September 9, 2009, 1:00 p.m. Eastern Time (10:00 a.m. Pacific Time)
• More Events

Round Tables
Round tables bring together small groups of senior bankers who have a common interest in a particular issue. Over the course of a day or two, these senior bankers explore continuing and emerging opportunities and issues in an environment that provides both formal and informal opportunities for sharing ideas. Attendance at round tables is by invitation only to ensure focused discussion. More information about RMA round tables.

Comments or questions relating to market risk management within RMA may be addressed to Curtis Knight, Director, Securities Lending & Market Risk at cknight@rmahq.org or Fran Garritt, Manager, Market Risk at fgarritt@rmahq.org.