Fundamental Review of the Trading Book (FRTB)

Sessions include the implementation of FRTB so far, model risk management under FRTB, and the revised internal model approach.

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Fundamental Review of the Trading Book (FRTB)

June 7-9, 2021 | Live Virtual | Time zone: BST/EST

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Join us for this online course specifically designed for those working in FRTB.

Attendees will gain a new and improved understanding on how to manage FRTB within their organisation. Topics such as the trading book/banking book boundary and its impact on business models as well as model risk management under FRTB will be covered in-depth by seasoned instructors.

Over the course of three days, delegates will have the opportunity to learn from our course instructor, Thomas Obitz, director at RiskTransform. He is both a certified financial risk manager and a TOGAF certified enterprise architect. This fully online training will comprise of a total of eight 60 minute engaging presentations including opportunity for discussion and Q&A.

Join us to learn how to apply best practice approaches for FRTB.

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What will you learn?
  • Implementation of FRTB so far including its current status
  • The revised standardized approach and key considerations for banks
  • P&L attribution test, desk strategy and capital dynamics
  • The trading book / banking book boundary and its impact on business models
  • How data management and system challenges affect FRTB
  • Validation of models within model risk management for FRTB
  • Non-modellable risk factors and the Ibor transition including the use of vendor data
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Who should attend?

Relevant departments may include but are not limited to:

  • FRTB
  • Ibor transition
  • Model risk management
  • Data management
  • Risk management
  • Internal audit
  • Market risk
  • Quantitative analytics
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Sessions Include
  • The implementation of FRTB so far
  • The capital framework and the revised standardized approach
  • The revised internal model approach (IMA)
  • NMRFs and the Ibor transition
  • P&L attribution test, desk strategy and capital dynamics
  • The trading book/ banking book boundary and its impact on business models
  • Operating model, data management and system challenges
  • Model risk management under FRTB
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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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