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marcus evans business training testimonials

"Very Good indeed. The training was adjusted to the level of audience knowledge. I learned a lot and had fun. Keep doing it this way!"

Commercial Director
Glaxosmithkline

"Maximising Profits From Pharmaceutical Projects"

"Bringing experts from all industries was excellent"

Mercedes Benz

“Excellent panel of speakers with a focus on practical examples rather than theory”

NIKE

"My programme was tailored exactly to my individual needs – all my expectations were met completely."

T.E., Consultant, Bearing Point, Germany.

"Best language teachers I have ever had"

J.D., Audit Manager, PWC

“Highly knowledgeable speaker with an up to date global perspective on Organisational Development issues.”

VP Human Resources, Standard Chartered Bank




The marcus evans financial training division is a market leading provider of practical and interactive training courses, tailored to the specific requirements of industry practitioners from the financial sector.

For over 20 years we have been developing courses of the highest calibre for industry practitioners. Our clients' increasing demands for high quality hands-on training, drives our focused output. Thorough research ensures their applicability to your current business concerns.

Training courses are being offered on a world-wide basis from our production offices across Europe, the US, Africa and the Asia-Pacific region. This international network affords a global view of emerging training needs in the most dynamic industries. We only use the world’s leading trainers who have been formally assessed and recommended by industry leaders. They all come equipped with many years of hands-on experience working at leading financial institutions. This ensures a unique teaching experience for the attendees.

Our public courses are also an ideal opportunity to meet and network with other industry professionals from leading financial institutions. In addition all of our courses can be delivered in-house at your premises. This enables you to customise the course content to match the specific requirements of your organisation.

  • Macro Econometric IFRS9 and Stress Test Models using Survival Analysis with SAS/STAT
    A two-day practical course on developing an Econometric IFRS9 Lifetime Probability of Default under Stress Test Scenario in a step-by-step approach using SAS/STAT
    The Tower Hotel, London 4-5 Sep 2017
  • Comprehensive Balance Sheet Stress Testing
    Understand and deliver best practice stress testing for financial services firms
    Executive Conference Center, San Francisco, CA 7-8 Sep 2017
  • Best Practice Capital and Liquidity Planning
    Developing a play-book for ICAAP & ILAAP is crucial to bank strategy and profitability
    The Tower Hotel, London 7-8 Sep 2017
  • Initial Margin and Derivative Pricing
    Understanding how the requirements on margins will impact the pricing of derivatives, impact on counterparty credit risk and challenge operational process and procedures
    Toronto 11-12 Sep 2017
  • Asset & Liability Management: Moving Beyond the Model
    A Comprehensive Perspective on the Measurement and Management of Interest Rate Risk, Liquidity Risk, Funds Transfer Pricing and the ALCO Process
    Downtown Conference Center, New York, NY 14-15 Sep 2017
  • Adjusting Stochastic Volatility Processes for Negative Interest Rate Scenarios
    Assessing the impact of uncertain volatility and lower boundaries on the valuation and risk management of OTC derivatives
    Milan 14-15 Sep 2017
  • Enterprise Risk Convergence: A Governance, Risk and Compliance Perspective
    Attaining a more secured form of business resilience through the synergistic interaction between dynamic risk management, governance and compliance strategies
    Melbourne Date to be confirmed
  • Integrating Capital, Liquidity, Leverage and Planning
    Create a capital plan for both normal and non-normal markets
    Downtown Conference Center, New York, NY 14-15 Sep 2017
  • Initial Margin and Derivative Pricing
    Understanding how the requirements on margins will impact the pricing of derivatives, impact on counterparty credit risk and challenge operational process and procedures
    Downtown Conference Center, New York, NY 14-15 Sep 2017
  • Current Expected Credit Loss (CECL) Modelling
    Practical guidance for modellers in financial institutions on issues of estimating expected credit losses for wholesale and retail portfolios under the new FASB Accounting Standards Update 2016-13
    Downtown Conference Center, New York, NY 18-19 Sep 2017
  • Effective Enterprise Risk Management for Banks
    Master ERM within your institution to combat existing and emerging risks
    Downtown Conference Center, New York, NY 18-19 Sep 2017
  • Operational Risk under the SMA and the Future of Operational Risk Modelling
    A two-day interactive course exploring the knows and unknowns of the SMA and what role more quantitative approaches to operational risk, including the AMA, will play in the future
    London 21-22 Sep 2017
  • Practical Approaches to Trading Volatility and Correlation in Energy Markets
    A comprehensive overview of strategic techniques in trading volatility and correlation that will help expand your portfolio
    The Linguerama Centre, Berlin 27-28 Sep 2017
  • Interest Rate Risk in the Banking Book
    Understanding the fundamentals of IRRBB and how it differs from interest rate risk in the trading book
    Downtown Conference Center, New York, NY 2-3 Oct 2017
  • Comprehensive Overview of Trading and Hedging Techniques in Foreign Exchange Markets
    This two-day Foreign Exchange Markets course covers the purpose of foreign exchange (FX) markets, the participants and the uses of the market for investors, treasury managers and speculators.
    London 5-6 Oct 2017
  • Energy Trading Risk Management
    Calculate Various Risk Exposures and Learn Mitigation Techniques
    NBC Tower l Chicago, IL 12-13 Oct 2017
  • Interest Rate Risk in the Banking Book
    Understanding the fundamentals of IRRBB and how it differs from interest rate risk in the trading book
    London 23-24 Oct 2017
  • The Evolution of XVA, Margin, and Derivative Pricing and Risk Management
    A comprehensive look at the valuation adjustments now referred to as XVA
    London 26-27 Oct 2017
  • Mastering Derivative Use for Hedging and Risk Management
    Gain an understanding of using derivatives to hedge risk and gain a holistic view on how this will impact your firm’s risk profile
    Downtown Conference Center, New York, NY 26-27 Oct 2017
  • Stochastic Dynamic Programming for the Energy Sector
    Implementing Stochastic Dynamic Programming for energy sector assets
    London 26-27 Oct 2017
  • International Payments
    Focus on latest legislation, liquidity management and avoiding common operational pitfalls
    Barcelona 30-31 Oct 2017
  • Comprehensive Economic Capital and Credit Risk Modelling Masterclass
    Practical guidance for financial institutions on issues of estimating key credit risk parameters for wholesale and retail portfolios that meet both economic and regulatory objectives
    Downtown Conference Center, New York, NY 2-3 Nov 2017
  • Funds Transfer Pricing: Risk Taking, Pricing and Transfer and the Implications for IRR, Liquidity Risk and Profitability Management
    FTP is an essential business management process for effective and meaningful risk and profitability management at all depository institutions
    The Marriott Courtyard, Toronto, ON 2-3 Nov 2017
  • FinTech, RegTech and AltTech - Effectuating a New Financial System
    How to solve the greatest challenge facing the financial services industry
    NBC TOWER | Chicago, IL 9-10 Nov 2017
  • Current Expected Credit Loss (CECL) Modeling
    Practical guidance for modelers in financial institutions on issues of estimatiing expected credit losses for wholesale and retail portfolio's under the new FASB Accounting Standards Update 2006-13
    UCLA Conference Center, Los Angeles, CA 9-10 Nov 2017
  • CRD IV, CRD V, and Bank Capital Standards
    Implications from CRD IV and the November 2016 EU banking reform proposals
    London 13-14 Nov 2017
  • Emerging Market Risks, Derivatives and Hedging Strategies under IFRS 9
    Understand the practicalities of using derivatives to hedge risks, including how to demonstrate their efficacy and reflect them in your accounts
    London 20-21 Nov 2017
  • Practical Approaches to Credit Risk Modelling Under IFRS 9
    A primer on practical guidance for financial institutions focused on assets valuation and provisioning in delivering optimal credit risk modelling in compliance with IFRS 9
    London 20-21 Nov 2017
  • Analysing and Managing Commodity Risk
    Addressing the challenges of managing the risks that may arise through proprietary and counterparty trading in the commodity markets sector
    London 23-24 Nov 2017
  • Reverse Stress Testing
    An in-depth discussion of ways to assess and enhance existing frameworks
    London 27-28 Nov 2017
  • Enterprise Strategies: Building a Strategic Response to the Impact of Basel III on Client Liabilities
    How to design an enterprise approach that aligns bank and client in the face of changing regulatory demands on liquidity
    London 27-28 Nov 2017
  • Practical Approaches to Liquidity Stress Testing: Capital, Leverage and Liquidity
    Understand your institution’s liquidity needs in time of stress for various target operating models, fulfilling both regulatory and economic objectives
    The Betsy Hotel, Miami, FL 4-5 Dec 2017
  • Operational Risk Management
    Implementing a Basel Compliant Operational Risk Management Program
    Downtown Conference Center, New York, NY 4-5 Dec 2017
  • Comprehensive Economic Capital and Credit Risk Modelling Masterclass
    Practical guidance for financial institutions on issues of estimating key credit risk parameters for wholesale and retail portfolios that meet both economic and regulatory objectives
    London 7-8 Dec 2017
  • Deposit Modeling Workshop
    Think critically about behavioral models for non-maturity deposits
    The Downtown Conference Center, New York, NY 7-8 Dec 2017
  • Stress Testing and Scenario Analysis: Best practices and new developments
    An up-to-date overview of regulatory requirements and innovative solutions to the open problems
    Hilton London Green Park 8-9 Mar 2018
  • SEC 10-K Reporting Skills
    A Focus on Internal Control over Financial Reporting (ICFR) & Disclosure Controls
    Chicago, IL 22-23 Mar 2018
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