Market Risk Roundtables - Bundle

The above early bird price is available until May 1, 2026. Beginning May 2, 2026 the price will be $4000.

Event Date & Time:
May 12, 2026 8:30 a.m. - 4:00 p.m. ET
May 13, 2026 8:30 a.m. - 4:00 p.m. ET

This will be a 2-day event that bundles together the Market Risk, Counterparty Risk, Funding and Liquidity Risk, and Interest Rate Risk roundtables.  Attendees will have the option of attending either of the 4 sessions or bundling them together for ease of registration.  City and venue are TBD and may not be known until January, 2026.

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

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.