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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.

  • Excellence in Liquidity Risk Management
    The supervisory requirements and industry practice, including the latest NSFR and LCR requirements
    Holborn Bars, London 12-13 Nov 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 14-15 Nov 2019
  • Alternative Data, NLP, and Python Financial Data Analysis
    How to untap the value of alternative data sources in the day-to-day decision making for investment, trading and risk management
    Downtown Conference Center, New York City, NY 14-15 Nov 2019
  • 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
    New York City 14-15 Nov 2019
  • Third Party Risk Management
    End-to-end best practice in a vendor risk management program
    New York City 14-15 Nov 2019
  • Capital Management: Moving beyond compliance to supporting business strategy
    Examining how banks can optimize their capital management processes, including capital and scenario planning, stress testing, and risk measurement
    Downtown Conference Center, New York, NY 14-15 Nov 2019
  • Implications of the LIBOR Transition on the Derivatives Market
    Understanding the move from LIBOR to SOFR and the development of the SOFR-backed derivatives market, as well as the issues posed by a lack of liquidity, legacy contract uncertainty, term rates, and future implications for the fixed income derivative market
    San Francisco 18-19 Nov 2019
  • Effective Risk Data Management and Reporting
    Practical advice on industry best practice in risk data management, aggregation, and reporting
    Amsterdam 25-26 Nov 2019
  • 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.
    Hilton Canary Wharf, London 25-26 Nov 2019
  • Best Practice Capital and Liquidity Planning
    Developing a playbook for ICAAP & ILAAP is crucial to bank strategy and profitability
    NH Hotel, Frankfurt 26-27 Nov 2019
  • Stress Testing: Basel Pillar I and II Risks
    A comprehensive understanding of the prescribed requirements in the guidance along with a deep dive into the practical aspects
    Holborn Bars, London 28-29 Nov 2019
  • Non-Maturity Deposit Modeling
    Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
    Marriott Canary Wharf, London 28-29 Nov 2019
  • Statistical Data Analytics for Internal Auditors
    Statistical Data Analysis will improve Audit efficiency and effectiveness and provide the basis for risk assessment, process control, six-sigma, accountability and fraud
    Madrid 2-3 Dec 2019
  • Machine Learning for Credit Risk Modelling and Decisioning
    A comprehensive introduction to the use of machine learning tools in order to make better decisions about credit risk and deal with business and regulatory issues
    Hilton Canary Wharf, London 2-3 Dec 2019
  • Capital Management and Developing a Capital Strategy
    Stewardship and supervision of risks through tactical and strategic capital management
    Hilton Canary Wharf, London 2-3 Dec 2019
  • Effective Risk Data Management and Reporting
    Practical advice on industry best practice in risk data management, aggregation, and reporting.
    Downtown Conference Center, New York, NY 4-5 Dec 2019
  • Model Risk Management - Best Practice and Compliance in the New Regulatory Age
    Adapting model risk management to the contemporary regulatory and financial environment
    Maison FL, Paris 5-6 Dec 2019
  • International Trade Finance
    An intensive 2-day primer for banking professionals on all aspects of Trade Finance
    Holborn Bars, London 5-6 Dec 2019
  • 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
    Miami, FL - Hilton Miami Downtown 9-10 Dec 2019
  • Managing the LIBOR Transition within Corporate Treasuries
    Overcoming challenges relating to regulation, products, risk, and strategic planning
    London 12-13 Dec 2019
  • Climate Risk within Financial Institutions
    Learn how to recognise, analyse, manage, and report on climate risk in the financial sector
    London 3-4 Feb 2020
  • Operational Risk Management
    Implementing a Basel Compliant Operational Risk Management Program
    New York City 6-7 Feb 2020
  • Non-Maturity Deposit Modeling
    Reconciling the quantitative modeling problem with the intrinsic problems of risk and profitability management
    NBC Tower, Chicago, IL 20-21 Feb 2020
  • Global Anti-Money Laundering & KYC Compliance
    A Practical Approach to Managing an Anti-Money Laundering Program aimed at ensuring compliance with international standards
    Prague 25-26 Feb 2020
  • Continuous Auditing & Continuous Control Monitoring
    Enhance the effectiveness and efficiency of your audit team by introducing continuous auditing as one of your audit approaches. Foster the adoption of continuous monitoring techniques by your managers to strengthen supervision over critical company processes
    Milan 26-27 Feb 2020
  • Advancing your ALM Framework and Leveraging Funds Transfer Pricing
    Understanding the multiple regulatory requirements and their implications for balance sheet management to enable profitable and sustainable growth, driving business results through ALM and FTP
    Downtown Conference Center, New York City, NY 27-28 Feb 2020
  • Fusion Analysis
    Interactive programme with the emphasis on the practical rather than the theoretical
    London 4-5 Mar 2020
  • Reverse Stress Testing
    An in-depth discussion of ways to assess and enhance existing frameworks
    London 5-6 Mar 2020
  • IBOR Transition - What it Means for the Derivatives Market
    The implications for derivatives pricing and risk management of the proposed 'retirement' of IBOR as a core market benchmark
    Paris 19-20 Mar 2020
  • Banking Regulatory Compliance
    Understanding the Challenges and Risks when Implementing an Effective Compliance Culture
    NBC TOWER | Chicago, IL 19-20 Mar 2020
  • Finalising post-crisis reforms- from Basel III to Basel IV
    A comprehensive overview/perspective of how banks need to tackle the latest prudential regulation
    Frankfurt 24-25 Mar 2020
  • Interest Rate Risk in the Banking Book (IRRBB)
    A comprehensive overview ofthe BCBS IRRBB standards published in April 2016, comparison with EBA standards and a refresher of the mathematical tools required
    London 30-31 Mar 2020
  • 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
    Miami, FL 2-3 Apr 2020
  • Credit Risk Modeling Masterclass: Economic and Regulatory Objectives and CECL Requirements
    A comprehensive 2-day course covering the essentials of credit risk modeling, including CECL, and regulatory and economic credit risk modeling
    New York City, NY 6-7 Apr 2020
  • Trading Derivatives in Today's Energy Markets
    Understanding how derivatives are used by different participants in energy markets
    London 22 Apr 2020
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