Fundamental Review of the Trading Book (FRTB)

Learn about: the FRTB models; FRTB implementation challenges; Modellable & Non-modellable risk factors in FRTB

The Fundamental Review of the Trading Book

June 27-30, 2022

Time zone: APAC / AUS

Key reasons to attend 

  • Learn how to benchmark FRTB framework against industry standard

  • Understand the status of the FRTB implementation process in APAC

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

View agenda

Customised learning

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

 

Find out how

RT HOME HERO

As the regulatory deadline for FRTB implementation approaches in 2023, the industry conversation has shifted from standardised practice to the many practical challenges that lie ahead.

This virtual live training course will dig deep into the most pressing implementation issues and emerging trends in FRTB. Prepare for the change by attending this course and be a part of the discussion.

Across these four days, the training sessions will focus on the latest developments of FRTB implementation and the capital calculation framework of FRTB.  Delegate will also explore the challenges financial organisations are facing including shifting regulatory timelines, the impact of FRTB on operating model, the typical issues in capital management and transaction. 

What will you learn?
  • Benchmarking your FRTB framework against industry standard
  • Understand the status of the FRTB implementation process in APAC and where you are in your journey
  • Develop the skills to manage key topics such as capital floor, P&L attribution test and non-modellable risk factors and IBOR transition impact
  • Identify the key components and drivers for using IMA vs. standardized approach and capital frameworks 
  • Identify the typical pitfalls of FRTB and how these can be managed, from capital traps to typical implementation challenges
     
Who should attend?

Relevant departments may include but are not limited to:

  • FRTB project teams 
  • Market risk
  • 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

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

CPD and CPE Accreditation

 

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.

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 8 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.

Not the course for you?

Risk Training offers a great selection of courses providing practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.

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E-Learning

Risk Training's self-paced E-Learning platform offers Advanced Operational Risk programme. Covering in breadth and depth the most topical elements of operational risk management and its challenges for financial services

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