About The Course


About The Course

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

This two day course will discuss the current regulatory status of FRTB, implementation challenges and ways of approaching the approval process.

Day one will comprise of sessions taking an in-depth look at the revised standardised approach and the internal model approach, and the complexities of the P&L attribution test, including practical applications and challenges of implementation.

Day two of the course will cover the key elements of modellable & non-modellable risk factors, definitions and challenges of the default risk charge and data management and system challenges of FRTB.

The course is held under Chatham House Rule to promote an open and discussion based learning environment and the sharing of best practice approaches.