Fundamental Review of the Trading Book (FRTB), New York

Join us in New York to discuss and analyze the intricacies of FRTB implementation and the latest regulatory guidance


Fundamental Review of the Trading Book

New York, November 14–15, 2019

View agenda  Apply now

This course will provide attendees with an in-depth understanding of the Fundamental Review of the Trading Book.

Across the two days the training sessions will cover a variety of key, need-to-know topics including the changed structure of internal models, pitfalls of the non-modellable risk factor, the P&L attribution test regime and the default risk charge.

Through a mix of presentations, case study examples and group discussion this course will provide a platform to discuss practical methods and best practice approaches to implementation.

The course is led by FRTB expert Thomas Obitz, director of RiskTransform and will also feature presentations from guest speakers. 

What Will You Learn?
  • 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 

  • What the P&L attribution test means for you and your organization 

  • The links between FRTB, capital and the front office 

  • The high level impact of FRTB across the business and between your organization and external parties 

View course guide

Who Should attend?

Relevant departments may include but are not limited to:

  • Market Risk

  • FRTB Implementation

  • FRTB Project Management 

  • Risk Management 

  • Compliance 

  • Quantitative Analytics 

  • Data Management 

  • Internal Audit 

view pricing options

Course Highlights
  • FRTB Implementation: Where are we now?

  • Revised Standardised Approach

  • Revised Internal Model Approach

  • Modellable & Non-modellable risk factors

  • Calculating IMA charges

  • Credit Risk under FRTB: DRC-SA, DRC-IMA and the CVA risk framework

  • P&L Attribution Test, Desk Strategy and Capital Dynamics

  • The Trading Book/ Banking Book Boundary

  • Operating Model, Data Management and System Challenges 

View course agenda

Thomas Obitz



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). 

CPE Accreditation

CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.

55 Broad Street

55 Broad Street, 22nd Floor

Financial District

New York, NY 10004


Related Events

Risk Model Validation

Risk Training is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their application in practice.

  • New York

Key Risk Indicators New York

Through a combination of presentations and practical exercises, this seminar offers a full review of the role and attributes of KRIs in financial services. It clarifies some confusing ideas about KRIs and offers insight on their role in a risk management framework. The seminar also reviews many examples of the best performing KRIs in banking and financial markets activities and proposes a step by step methodology to select and design preventive KRIs.

  • New York

Advanced Operational Risk Management - New York

This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive and efficient framework.

  • New York, USA