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.

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Approaches to FRTB Implementation
Emerging trends: Data challenges, Ibor transition and what lies ahead?

June 8-11, 2020 | Online

View agenda here

 

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 two 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.

The course is CPD accredited and delegates will earn 12 points if in attendance for both days of the course.

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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

Overview of 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

 

 

08 June 2020
2020-06-08 14:00:00 +0100

COVID-19 update

Due to the escalation of the COVID-19 developments and the restrictions being placed on travel, Risk Training has taken the decision to provide our May, June and July training courses virtually.

The decision to move remotely has not been taken lightly, but our utmost priority is to safeguard the wellbeing of all our delegates, speakers and staff.

We are hopeful that we will be able to return to our in-person events later this year, however as this unprecedented situation is changing every day, we remain watchful but also focused on delivering this much anticipated course.