About the Course
Fundamental Review of the Trading Book - New York
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 and the P&L attribution test regime, and the default risk charge.
Through a mix of presentations, practical 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.
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.