Fundamental Review of the Trading Book (FRTB)

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

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Fundamental Review of the Trading Book (FRTB)

November 15-17, 2021 | Live Virtual | Time zone: HKT/SGT

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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 virtual live training course will address in-depth 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 the three 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. 

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What will you learn?
  • How to best continue with an implementation plan despite uncertain timelines
  • Overview of the Revised Standardised Approach (SA) & Revised Internal Model Approach (IMA)
  • Discuss modellable and non-modellable risk factors, data criteria for NMRF and address data pooling issues
  • Default risk charge (DRC)
  • P&L Attribution Test and Desk Strategy
  • Address the operating model, data management and system challenges
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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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Pricing options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings

Course Tutor

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). 

Thomas Obitz

director

RiskTransform

The capital framework and the revised standardized approach
NMRFs and the Ibor transition
Operating model, data management and system challenges
Very insightful course with a very knowledgeable teacher. The whole outline is extremely practical
VZ VermögensZentrum
The training was clear with lots of good examples we can work on at home
LMRKTS
The Python for Finance training is extremely useful for whoever is interested to manipulate financial data with a view to build statistical analysis and financial models.
LMRKTS
I would highly recommend taking advantage of the training opportunities offered: presenters were knowledgeable, engaging and the seminars were well organised
A participant from the Bank of Jamaica
It is a more relaxed atmosphere when I can attend virtually, and the setup worked very well
Red Winter Capital
Very applicable material that I can use straight away. Very focused on prices, economic data and their manipulations via Python. Well presented, Saeed was clear, patient, explained things well. It is my first course through Risk Training, but will be looking to attend more.
Red Winter Capital

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 Essentials of Operational Risk programme, plus more topics to come soon.
 

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