Approaches to FRTB Implementation

Gain clarity on the regulatory timelines, understand the effect the Ibor transition will have and discuss the constantly evolving technology considerations.

Risk training - Global business training in Risk
RT Virtual

Approaches to FRTB Implementation

November 2–5, 2020 | Live online

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

This training course will address in-depth the most pressing implementation challenges and emerging trends in FRTB. Prepare for 2022 by attending this course and be a part of the discussion.

Across the four days, sessions will focus on the latest developments and challenges financial organisations are facing including shifting regulatory timelines, data and technology challenges and the Ibor transition.

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 implementation.

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What will you learn?
  • How to best continue with an implementation plan despite uncertain timelines
  • The effect of the Ibor transition and how to make a holistic transition plan
  • Guidelines to meet the regulators expectations for model risk under FRTB
  • How to manage the data challenges posed by FRTB
  • Discuss modellable and non-modellable risk factors, data criteria for NMRF and address data pooling issues
  • Understand the role technology will play in the FRTB transition
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Who should attend?

Relevant departments may include but are not limited to:

  • FRTB implementation
  • Market risk
  • Capital management
  • Quantitative analytics
  • Traded risk
  • Risk management
  • Internal audit
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Sessions include
  • Reviewing the implementation of FRTB so far
  • Assessing the 2019 revisions
  • Ibor transition and FRTB 
  • Addressing the data challenges of FRTB
  • Modellable & non-modellable risk factors 
  • Default risk charge 
  • How will technology affect the FRTB transition?
  • Model risk management under FRTB
Online training

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

FRTB – Special report 2020

In this special report by Risk.net:

  • Market risk capital

  • BCBS monitoring

  • Procyclicality

  • Regional focus: G-Sibs

  • Regional focus: CVA accounting

  • Non-modellable risk factors

  • Covid-19 impact

  • Capital disclosures

VIEW THE REPORT

The virtual training provided a superb solution to the challenges brought about by the global coronavirus pandemic
Robbie Sargent, Operational Risk Advisor, Fitch Group
You really made the effort to organize a virtual training in a good format, in order to replace the already planned trainings
Floor van der Laarse, Operational Risk Advisor, FMO NV
The courses are tailored to the knowledge level of the audience. This ensures that all attendees get the maximum benefit from the course.
Canada Life
This course offered well-put together resources and well-thought through course content, with clearly knowledgeable presenters who care about the subject.
HM Treasury
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