Fundamental Review of the Trading Book (FRTB) Hong Kong

This two day course will discuss the current regulatory status of FRTB, implementation challenges and ways of approaching the approval process.


Fundamental Review of the Trading Book (FRTB)

18-19 September 2019
Hong Kong


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A recent industry report revealed only 44% of global financial institutions will be ready to deal with the impact of FRTB by 2022, the new deadline for compliance.

It is essential that financial organisations now act on the changes needed to their processes and systems to meet this regulatory deadline.

This course is to provide attendees with the skills to establish a robust and compliant FRTB strategy.

Who Should Attend?

Relevant departments may include but are not limited to:

  • Market Risk
  • FRTB Implementation / Project Management
  • Risk Management
  • Compliance
  • Quantitative Analytics
  • IT
  • Data Management 
  • Internal Audit 
Learning Outcomes
  • Understand the best practice approaches to FRTB implementation and timelines in accordance with the latest regulatory guidance
  • In-depth look at the revised internal model approach and the standardized approach
  • Modellable and non-modellable risk factors and various modelability criteria
  • Understand what the P&L attribution test means for you and your organization
  • The impact of FRTB on capital and the front office
  • The high level impact of FRTB across the business and between your organization and external parties
Sessions Include
  • Reviewing the latest FRTB consultations
  • Practical Implementation of FRTB Standardised Approach and Internal Models Approach
  • Overcoming P&L Attribution Challenges and P&L Calculation
  • Addressing the Data Challenges of FRTB
  • Modellable & Non-Modellable Risk Factors
  • Default Risk Charge
  • Obtaining Desk Level Approval
  • Requirements of the Banking Book / Trading Book Boundary
Group Discussion