Impact and Implementation of FRTB

Learn practical approaches to navigate the challenges of the FRTB framework, front to back.

Explore the impact and implementation of FRTB within financial institutions, from model risk management, capital requirements and data management challenges. 

During this 4-day virtual event, participants will gain a new and improved understanding on the continuing journey of FRTB implementation and where different institutions are in the process. Led by subject matter expert, Thomas Obitz, director at RiskTransform, this event will enable delegates to connect and discuss best practice approaches on how to manage FRTB within their organisation to enhance capability and efficiency.

Dedicated sessions exploring the key components and considerations of the Standardized Approach (SA) and the Sensitivities Based Approach, emerging risk factors from the IBOR transition impact, the internal model approach (IMA) and capital dynamics, as well as model risk management under FRTB will support delegates in their ability to apply FRTB principles in their own institutions through utilizing their knowledge gained through this course.

What will you learn?
  • Explore a comprehensive overview of the fundamental principles behind the FRTB framework

  • Understand the status of the FRTB global implementation process and where you are in your journey

  • Develop the skills to manage key topics such as capital floor, IBOR transition impact, P&L attribution test and non-modellable risk factors

  • Identify the key components for capital frameworks and the drivers for using IMA vs. standardized approach 

  • How to approach diverging liquidity horizons when using the internal model approach

  • Identify the typical pitfalls of FRTB and how these can be managed, from capital traps to typical implementation challenges

Who should attend?

The class focusses on the regulation as a whole, and puts the changes in risk models in a broader regulatory and operational context. It is relevant to a broad range of of stakeholders, including:

  • FRTB project teams

  • Risk management 

  • Quantitative analytics functions

  • Trading and Product Development

  • Finance and Capital management

  • IT and Data management 

  • IBOR transition 

  • Model risk management 

  • Internal audit 

Content support

For this course we have collated a selection of articles from Risk.net to supplement your learning.

Risk Training is a part of Risk.net - the world’s leading source of in-depth news and analysis on risk management, derivatives and complex finance.

View articles here

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Thomas Obitz

Director

RiskTransform

Thomas Obitz is the founder of RiskTransform, a specialist consultancy focussing on risk transformation and business architecture for risk. He is both a certified Financial Risk Manager (GARP FRM) and a TOGAF certified enterprise architect. Thomas has more than 18 years of experience in the IT industry, and 15 years in Financial Services, in particular in Investment Banking and Capital Markets.

Thomas has experience leading large-scale enterprise wide transformation programmes in particular in risk related initiatives. He has worked with enterprise architecture groups reviewing and developing application landscapes and IT capabilities, in alignment with the corporation’s processes and value propositions. At the moment, his key focus area is the impact of the Fundamental Review of the Trading Book (FRTB). 

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event.

 

 

Live Virtual training courses

 

Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants