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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

"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”


"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.

  • ALM: 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
    San Francisco, CA 6-7 Sep 2018
  • Best Practice Capital and Liquidity Planning
    Developing a play-book for ICAAP & ILAAP is crucial to bank strategy and profitability
    Frankfurt 10-11 Sep 2018
  • Best Practices in Model Validation and Model Risk Management
    All aspects of model validation are covered, including the model management lifecycle, regulatory requirements, organizational requirements, specific model validation tests and design, and validation documentation
    Chicago, IL 10-11 Sep 2018
  • Excellence in Liquidity Risk Management
    The supervisory requirements and industry practice, including the latest NSFR and LCR requirements
    London 13-14 Sep 2018
  • The New EU Securitisation Regulation
    An in-depth overview of the fundamental changes to the regulation of securitisations in the EU
    Amsterdam 13-14 Sep 2018
  • Interest Rate Risk in the Banking Book
    Understanding the fundamentals of IRRBB and how it differs from interest rate risk in the trading book
    Berlin 17-18 Sep 2018
  • Structured Data: Driving sharing, interoperability and AI on the web
    Establish the findamentals to allow your firm to benefit from adopting AI and associated technologies
    London 17-18 Sep 2018
  • Effective Enterprise Risk Management for Banks
    Master ERM within your institution to combat existing and emerging risks
    Miami, FL 17-18 Sep 2018
  • Market Best Practises in Counterparty Credit Risk Management for Derivatives
    A comprehensive overview of counterparty credit risk
    Miami, FL 20-21 Sep 2018
  • Data Aggregation: Governance, Strategy, Collection, Processing, Reconciliation Control, and Analysis
    Supercharge data aggregation with effective governance that leads to high quality data, responsive applications and analytic tools, and effective cognitive decisions based on machine learned and targeted enriched information
    Downtown Conference Center, New York, NY 20-21 Sep 2018
  • 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
    Miami, FL 24-25 Sep 2018
  • 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
    Chicago 24-25 Sep 2018
  • 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
    London 3-4 Oct 2018
  • 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
    London 4-5 Oct 2018
  • Model Validation & Stress Testing Masterclass with Special Focus on TRIM, EBA Stress Test, IFRS9 and FinTech Trends
    A comprehensive 2-day course, bridging the gap between IFRS9, regulatory and economic credit risk modelling
    Vienna 8-9 Oct 2018
  • Market Best Practices in Counterparty Credit Risk Managment for Derivatives
    A comprehensive overview of Counterparty Credir Risk
    Linguerama Centre, Paris 11-12 Oct 2018
  • Reverse Stress Testing
    An in-depth discussion of ways to assess and enhance existing frameworks
    London 15-16 Oct 2018
  • HFT, Latency, and Connectivity: Technology and Transformation
    Explore these changes and be prepared to add value in the transformation of the capital markets
    New York City 15-16 Oct 2018
  • Enterprise Risk Management for the Insurance and Reinsurance Industry
    Adding Value to the Company and Gaining Valuable Insights for Executives
    Chicago, IL 16-17 Oct 2018
  • 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 Betsy, Miami, FL 18-19 Oct 2018
  • Capital Adequacy and Sustainability
    End to end strategy formulation and tactical foundation exploring and comparing the ICAAP and Stress Testing Program's
    Downtown Conference Center, New York, NY 22-23 Oct 2018
  • xVA: Toward a Unified Approach of Financial Resource Management
    Bridge the gap between xVA and resource management and understand how all the different valuation adjustments are fitting together
    London 5-6 Nov 2018
  • Robotic Process Automation Program and Technology Best Practices
    A two day, hands on interactive workshop that will enable participants to learn, develop and select strategic, operational, and technical best practices for RPA technology
    San Francisco 5-6 Nov 2018
  • Beyond Reporting: Achieving Improved Performance through Enterprise Risk Management
    Incorporating Enterprise Risk Management into business strategies to meet objectives and improve performance
    NBC TOWER | Chicago, IL 8-9 Nov 2018
  • CRD IV, CRD V, and Bank Capital Standards
    Implications from CRD IV and the November 2016 EU banking reform proposals
    London 15-16 Nov 2018
  • Comprehensive Credit Risk Modelling Masterclass with special focus on IFRS 9, TRIM and Basel IV developments
    A comprehensive 2-day course, bridging the gap between IFRS 9, regulatory and economic credit risk modelling.
    Vienna 15-16 Nov 2018
  • Third Party Risk Management
    End-to-end best practice in a vendor risk management program
    New York City 15-16 Nov 2018
  • Estimation and Validation of Credit Risk Parameters
    Understand the role that validation can fulfil to satisfy the multiple requirements associated with the development and implementation of credit risk models
    New York City 19-20 Nov 2018
  • Stochastic Dynamic Programming for the Energy Sector
    Implementing Stochastic Dynamic Programming for energy sector assets
    London 26-27 Nov 2018
  • Statistical Sampling for Test of Controls, Compliance & Fraud
    Application of a mathematical approach to Internal Audit Testing increases the effectiveness of the audit team, supports the audit conclusions, and engages management in improving controls.
    Milan 28-29 Nov 2018
  • Non-Maturity Deposit Modeling
    Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
    Downtown Conference Center, New York, NY 28-29 Nov 2018
  • New Technology & Cyber Risk Masterclass
    With an emphasis on Robotic Process Automation (RPA) and Blockchain
    Toronto, ON 28-30 Nov 2018
  • Understanding the Measurement and Management of Market Risk
    An ideal course for anyone who works with market risk managers on projects, audits or executive committee’s
    London 3-4 Dec 2018
  • FP&A for Today & Tomorrow
    Leverage the latest best practices and technologies to use FP&A to steer the business to greater successes in the short, medium, and long term
    Chicago 11-12 Dec 2018
  • Third and Fourth Party Vendor Risk Management for Financial Institutions
    Meet Compliance Objectives and Improve your Understanding of your Third Party Vendor’s Security and Privacy Posture
    NBC Tower l Chicago, IL 31 Jan-1 Feb 2019
  • Beyond Reporting: Achieving Improved Performance through Enterprise Risk Management
    Incorporating Enterprise Risk Management into business strategies to meet objectives and improve performance
    NBC TOWER | Chicago, IL 19-20 Feb 2019
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