About the Event


About the Event

Join us for this practical and informative training course which will give all attendees a comprehensive update on the latest guidance and industry best practice for implementing FRTB.

Day one of the course will cover the latest BCBS / EBA consultative proposals, a history of the internal model approach vs standardised approach and a deep dive into the operational challenges of each. Sessions will also cover the P&L attributions test and data and systems challenges.

Presentation topics on day two will range from modellable & non-modellable risk factors, default risk charge, desk level approval and the banking book / trading book boundary.

The course is delivered by a range of expert speakers from investment banks and leading consultancies, providing a mix of perspectives and best practice approaches to these implementation challenges.