Global Market Risk Roundtables - Bundle
List Price
$9,999
Member Price
$3,200
Event Id:
700767813
Product code:
020565-26
Format:
Roundtable: In-Person
Date:
12/3/2025 - 12/4/2025
Registration Fees
| Members | $3,200 |
|---|---|
| Nonmembers | $9,999 |
Members qualify for savings.
Log in to see if you qualify for a lower rate, or become a member to save as much as $6,799 or more.
Item Details
The above early bird price is available until November 30, 2025. Beginning December 1, 2025 the price will be $4000.
Day 1 Site Location:
Daiwa Bank
1251 Ave of the Americas
49th Floor Boardroom
New York, NY, 10020
Day 2 Site Location:
MUFG Bank, Ltd.
1221 Avenue of the Americas
New York, NY 10020
Event Date & Time:
December 3, 2025 8:30 a.m. - 4:00 p.m. ET
December 4, 2025 8:30 a.m. - 4:00 p.m. ET
This 2-day event combines the Market Risk, Counterparty Risk, Funding and Liquidity Risk, and Interest Rate Risk in the Banking Book roundtables.
Day 1 is the Market Risk and Counterparty Risk roundtables held at Daiwa Bank 1251 Ave of the Americas, 49th Floor Boardroom, New York, NY, 10020.
The Counterparty Risk Roundtable targets officers from financial institutions with material trading, derivatives and securities-financing activities. Participants typically have responsibility to monitor and manage: Prevailing market conditions and the resulting counterparty and securities financing risk challenges, emerging risk practices, (e.g., climate risk, crypto currencies, market-utility/liquidity risk regulatory change counterparty risk management framework enhancements, talent acquisition, development and retention).
The Market Risk Roundtable targets market risk officers from financial institutions with material trading, derivatives and securities-financing activities. Participants typically have responsibility to monitor and manage securities-financing activities
Day 2 is the Funding and Liquidity Risk Roundtable and the Interest Rate Risk in the Banking Book Roundtables held at MUFG 1221 Ave of the Americas, New York, NY, 10020.
The Funding and Liquidity Risk Roundtable targets the first-and second-line risk professionals responsible for funding and liquidity risk management. Topics covered include bank funding, asset-liability management, liquidity management, quantitative modeling, model-risk management and related regulatory compliance.
The Interest Rate Risk Roundtable targets the senior risk professionals at major institutions managing interest rate and asset/liability risk. Discussion will highlight current and emerging challenges in the management of Interest Rate Risk in the Banking Book, latest industry practice, and regulatory developments.