Fundamental Review of the Trading Book London

Learn how to establish a robust FRTB strategy with sessions covering: data challenges, the latest consultative proposals and regulatory position, modellable and non-modellable risk factors, and the requirements of the banking book/trading book boundary.

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Fundamental Review of the Trading Book

December 4–5, 2019

London

Course Guide  Apply now

A recent industry report revealed only 44% of global financial institutions will be ready to deal with the impact of FRTB by 2022, the new deadline for compliance.

It is essential that financial organisations now act on the changes needed to their processes and systems to meet this regulatory deadline.

Risk Training’s Fundamental Review of the Trading Book course will provide attendees with the skills to establish a robust and compliant FRTB strategy.

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What will you learn?

  • Gain enhanced knowledge of all the key, need to know elements of FRTB implementation  

  • Analyse data and system management challenges and how to overcome them 

  • Understand the latest consultative proposals and regulatory position 

  • Overcome P&L attribution challenges and backtesting 

  • Discuss modellable and non-modellable risk factors, data criteria for NMRF and address data pooling issues 

  • Understand the requirements of the banking book/trading book boundary 

View course guide

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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 

View pricing options

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Course highlights

  • Reviewing the latest FRTB consultations 

  • Practical implementation of FRTB Standardised Approach and Internal Model Approach 

  • Overcoming P&L attribution and P&L calculation 

  • Addressing the data challenges of FRTB 

  • Modellable & Non-Modellable Risk Factors (NMRF) 

  • Default Risk Charge 

  • Obtaining desk level approval 

  • Requirements of the banking book/trading book boundary 

View course agenda

CPD / CPE Accreditation

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event.
CPE Member

CPE Accreditation

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.
The workshop was enriching both for me (as speaker) and the participants, as it allowed for a free-ranging discussion on the latest regulatory trends and their impact on the marketplace.
Singapore Exchange
All presentations are relevant and well discussed. Speakers obtained good delivery of topics.
Bank of the Philippine Islands
One of the best seminars I have attended. I liked the way actual experiences with products discussed were integrated into the presentations
BNY Mellon
You are brilliant. My team are outsourcing most if not all of our training to you at the moment.
Mizuho
Excellent industry history and in-depth knowledge
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Barclays
The learning is mutual when delegates and speakers bring such rich experience from industry and academia. Also inspiring to see so many senior people so motivated to learn new things.
Morgan Stanley
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