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"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!"

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Glaxosmithkline

"Maximising Profits From Pharmaceutical Projects"

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Mercedes Benz

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

NIKE

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

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J.D., Audit Manager, PWC

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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.

  • 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
  • Stochastic Dynamic Programming for the Energy Sector
    Implementing Stochastic Dynamic Programming for energy sector assets
    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
  • International Payments
    Focus on latest legislation, liquidity management and avoiding common operational pitfalls
    Barcelona 30-31 Oct 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
  • 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
  • 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
  • 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
    New York City 13-14 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
  • 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
  • Effective Enterprise Risk Management for Banks
    Master ERM within your bank to combat existing and emerging risks
    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
  • Excellence in Liquidity Risk Management
    The supervisory requirements and industry practice, including the latest NSFR and LCR requirements
    London 4-5 Dec 2017
  • Forecasting Pre-Provision Net Revenue (PPNR) and losses on Other Than Temporarily Impaired Securities (OTTI)
    Understanding the two most significant key components of capital planning; PPNR and losses including OTTI
    New York City, USA 4-5 Dec 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
  • Economic Capital Modeling for Insurers
    A comprehensive overview of the evolving role of internal capital modeling in the insurance industry, providing a deep dive on cutting-edge modeling techniques, complete with interactive case studies on effectively integrating economic capital into the strategic decision making process
    New York City 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
  • 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 Dec 2017
  • Third and Fourth Party Vendor Risk Management for Banks and Financial Institutions
    Meet Compliance Objectives and Improve your Understanding of your Third Party Vendor’s Security and Privacy Posture
    NBC Tower l Chicago, IL 8-9 Feb 2018
  • Accounting Impact of Implementing CECL, the Credit Impairment Standard that Promises to be a Game Changer
    How to Chart a Path to Implementing CECL and Avoid Pitfalls along the Way
    New York City 19-20 Feb 2018
  • 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
  • Best Practice Capital and Liquidity Planning
    Developing a play-book for ICAAP & ILAAP is crucial to bank strategy and profitability
    Frankfurt 5-6 Mar 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
    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
  • Best Practise Capital and Liquidity Planning
    Developing a playbook forICAAP & ILAAP is crucial to bank strategy and profitability
    Downtown Conference Center, New York, NY 9-10 Apr 2018
  • Best Practise Capital & Liquidity Planning
    Developing a play-book for ICAAP & ILAAP is crucial to bank strategy and profitability
    Downtown Conference Center, New York, NY 9-10 Apr 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
    San Francisco, CA 14-15 May 2018
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