Fundamental Review of the Trading Book - Toronto

Risk Training's two day training course will bring together a variety of industry experts and practitioners to discuss topics including the revised internal model and standardised approaches, the P&L attribution test, modellable and non-modellable risk factors, capital requirements, and data management.

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Fundamental Review of the Trading Book
Toronto, September 5th & 6th

Course Agenda          Pricing & Registration

Risk Training's FRTB training course is returning to Toronto to provide delegates with best practice implementation strategies and a platform to discuss practical methods and best practice approaches. This two day course will begin with an overview of FRTB as it stands in the Canadian market and how this compares with global progress and other regulations. The course continues with an overview of the banking and trading book boundary, modellable and non-modellable risk factors and a deep dive into the P&L attribution test and what this means for your company.

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Course Highlights
  • FRTB implementation and timelines, in accordance with the upcoming BCBS consultation paper
  • Modellable and non-modellable risk factors and various modellability criteria
  • Understand what the P&L attribution test means for you and your company
  • Comprehensive overview of the revised standardised approach & the revised internal model approach
  • Data management challenges and opportunities under FRTB, with an overview of the new Canadian data pooling regime
  • Practical and operational implications of FRTB 
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Who Should Attend

This course is primarily aimed at those working on FRTB implementation within their organization, however Risk Training welcomes anyone who would benefit from this training. Specific job titles may include but are not limited to:

  • Market Risk/Credit Risk Manager
  • Trading Book Capital Management
  • FRTB Implementation/Project Management
  • Risk Capital Manager
  • Quantitative Analytics
  • Regulatory Liaison/Risk Manager
  • Chief Risk Officer
  • Market Risk Analytics
  • Head of Traded Risk
  • Change Management
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Learning Outcomes
  • Understand best practice approaches to FRTB implementation
  • Recommendations and ideas for the P&L attribution test
  • Gain a clear understanding of modellable and non-modellable risk factors
  • Overview of data requirements under FRTB and the resulting challenges and opportunities
  • Knowledge of how FRTB relates to other regulations such as IFRS9 and BCBS239
  • Understand the operating model impact of FRTB

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