**Are We Entering A New Era for Bank Risk Management?: A View from Europe and the US**
**Presenters: Jill Cetina:** Executive professor of finance and banking; BTRM faculty and N America Director; Board member and financial advisor & **Małgorzata Tynecka:** Treasury and Market Risk Advisory Lead, Avantage Reply, BTRM Faculty.
**Tuesday 17th June 2025: 1830 BST / 1930 CET / 1330 EST**
Join us for an insightful BTRM webinar, "Are We Entering A New Era for Bank Risk Management?: A View from Europe and the US", featuring distinguished speakers Malgorzata Tynecka and Jill Cetina. This session will explore the evolving landscape of bank risk management in the wake of recent macroeconomic and regulatory developments. Drawing on their deep expertise and transatlantic perspectives, the presenters will examine key trends, challenges, and strategic responses shaping the future of risk oversight in both Europe and the United States. Don't miss this opportunity to gain critical insights into how banks are adapting to a rapidly changing financial environment.

BTRM: Bank Treasury Risk Management Meet Up

Neil Clive Fowler

Naveen

dora230317

Are We Entering A New Era for Bank Risk Management? View from Europe & The USA 

Online event

**A High-Calibre Programme – Without the High Price Tag**

The QDC delivers:
✅ Practical, job-focused training in quant development
✅ Hands-on coding projects in Python and C++
✅ Live instruction from seasoned quant and risk professionals
✅ Access to recordings, materials, and a vibrant learning community
**✅** Flexible Payments: Start learning today – Pay in 3 separate Instalments.

All in **six months**—with the flexibility of online learning, designed for full-time professionals. Unlike expensive master’s programs or bootcamps that offer generic tech skills, the QDC targets the **high-value niche of financial engineering** and **quant dev roles** that are in demand across investment banks, hedge funds, fintechs, and asset managers.

**What is covered in each QDC Information Session?**

* Presentation by the QDC Program Founder
* Open discussion with the QDC Global Account Manager
* Followed by a Q&A

The Quantitative Developer Certificate (QDC) has been designed to empower individuals who work in – or are seeking a career in – quantitative finance. Throughout our programme, candidates work with hands-on assignments to experience first-hand applied challenges in model development for derivative pricing and systematic trading. The QDC is a career-enhancing professional certificate, that can be taken worldwide.

Paul Bilokon will run online QDC information sessions to provide an overview of the qualification, its world-renowned faculty and, most importantly, on the practical elements of the programme designed to power individuals working in every aspect of quantitative development.

WBS Training: Quant Finance Meet Up

Tanya

The Quantitative Developer Certificate (QDC): Information session

The Large Language Models (LLMs) in Finance Certificate will guide participants through the essentials of LLMs, including their architecture, operation, and the latest advancements in the field. It will delve into the practical aspects of deploying these models for financial tasks, such as fine-tuning for domain-specific applications, implementing retrieval-augmented generation for enhanced information processing, and evaluating model performance. Through a series of hands-on examples and projects, learners will gain the skills necessary to apply LLMs effectively within the finance sector, addressing real-world challenges and unlocking new opportunities.

https://www.aifinanceinstitute.com/

What is covered in this AIFI webinar?

Introduction from Geoff Brown, WBS Training, Global Head of Business Development.
LLM in Finance. Presentation by Head of AIFI Faculty: Dr Miquel Noguer i Alonso
Information Session: Large Language Models (LLMs) in Finance Certificate by Head of AIFI Faculty: Dr Miquel Noguer i Alonso
Followed by a Q&A

Modules:

Introduction to LLMs
Applications and Limitations of LLMs
Advanced Techniques with LLMs
Quantization and Sharding for LLMs
Fine-Tuning and RAG Introduction
Deep Dive into RAG and Evaluation
LLMs Agents, AI Safety and Finance Examples
Practical Applications and Real World Project
Real World Project

📆 Duration:
8 Lecture Weeks
8 - 10 Hours Weekly: Time Commitment
Weekly recorded lectures accessible any time, from any global location, in your educational portal.

Format:
💻 Online e-Learning
🌐 Global audience
🕛 Self-paced

Evaluation:
✔ Final Project + Certificate
🤖 Students will have the opportunity to apply what they learn in a real world project.

💡 Faculty:
Dedicated Faculty Support available every step of the way. Weekly seminar & student forum.

🦉 Early Bird Discounts
Super early bird discount - 20% until 30th May 2025
Early bird discount - 10% until 1st August 2025

📊 Certificate:
Students are awarded The Artificial Intelligence Finance Institute’s (AIFI) LLM Certificate.

Register: https://www.wbstraining.com/events/llms/booking/

Michael R.

Large Language Models (LLMs) in Finance Certificate - Information Session

## About

Which programming languages should you learn now? As artificial intelligence continues to reshape the software landscape, the roles of established programming languages are being redefined. This talk explores the evolving relationship between Python, C++, and kdb+/q in the context of large language models like ChatGPT. We examine how AI-assisted development is changing the way engineers write, debug, and optimize code across domains—from high-performance computing and real-time systems to data analysis and algorithmic trading. Python’s flexibility and AI-native ecosystem, C++’s unmatched control and performance, and kdb+/q’s dominance in time-series data all face new challenges and opportunities in an era of conversational coding. The session provides practical insights into how developers can leverage AI tools to amplify productivity, bridge language paradigms, and future-proof their technology stack.

The Quantitative Developer Certificate (QDC): A High-Calibre Programme – Without the High Price Tag

The QDC delivers:
✅ Practical, job-focused training in quant development
✅ Hands-on coding projects in Python and C++
✅ Live instruction from seasoned quant and risk professionals
✅ Access to recordings, materials, and a vibrant learning community
✅ Flexible Payments: Start learning today – Pay in 3 separate Instalments.

All in six months—with the flexibility of online learning, designed for full-time professionals. Unlike expensive master’s programs or bootcamps that offer generic tech skills, the QDC targets the high-value niche of financial engineering and quant dev roles that are in demand across investment banks, hedge funds, fintechs, and asset managers.

https://www.wbstraining.com/events/quantitative-developer-certificate/

Oliver O'Shea

yadav vishal

Nnamdi

Sachin Duggal

Abhijit Mandal

QDC: The Future of Python, C++, and kdb+/q in the Era of ChatGPT

**Bank runs in 2023: assessment and policy implications for liquidity risk management**

**Dr. Richard Senner, Financial Stability Dept., Swiss National Bank**

Tuesday 16th September 2025: 1700 BST / 1800 CET / 1200 EST

**[The Certificate of Bank Treasury Risk Management (BTRM)](https://btrm.org/ "https://btrm.org/")** and **[University of Northwestern Switzerland (FHNW)](https://www.fhnw.ch/en/startseite "https://www.fhnw.ch/en/startseite")** are pleased to bring the next in our occasional series of "Thought Leadership" webinars for banking markets. **Dr. Richard Senner** presents results from a paper co-authored with U. Bindseil (ECB), which assessed the 2023 bank failures. The markets witnessed rapid and large deposit outflows from medium-sized US regional banks as well as Credit Suisse, in all cases leading ultimately to those banks's demise. Richard's lecture will look at where bank deposits flowed out to, as well as current and prospective future factors that may contribute to the increase of the speed and size of bank runs. Bank ALM managers must accept the new normal of less stable and more expensive sight deposits, as well as other "lessons learned".

Bank runs in 2023: assessment and policy implications for liquidity risk mgt

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WBS Training: Quant Finance Meet Up

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