Fundamental Review of the Trading Book (FRTB)

This course will cover the FRTB models; FRTB implementation challenges; Modellable & Non-modellable risk factors in FRTB.

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 2022 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

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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