Fundamental Review of the Trading Book
Toronto, November 30-December 1

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.

Course Highlights:

  • Carefully chosen experts and practitioners make up a multi speaker format
  • Overview of the banking book/trading book boundary and the impact that will have
  • A detailed examination of the revised internal model and standardized approaches
  • Discussion of the modellable and non-modellable risk factors and what the clear boundaries are
  • Assessment of what FRTB means for your capital requirements
  • Evaluation of the treatment of credit
  • Analysis of the effect of FRTB at the desk level
  • Gain an understanding of FRTB data management and system challenges

Who Should Attend:

This course is key for anyone working on FRTB implementation within their company. However, Risk welcomes any individual with an interest in the course material. Relevant departments may include:
  • FRTB Implementation/Risk
  • Market Risk Manager/Analytics
  • Trading Book Capital Management
  • Change Management
  • Risk Capital Manager
  • Quantitative Analytics
  • Head of Prudential Risk
  • Regulatory Liaison/Risk Manager
  • Internal Audit Manager
  • Derivatives Risk Manager
  • Traded Market Risk
  • Market & Credit Risk Manager
  • Head of Architecture, Markets
  • Data Analyst (FRTB)


Learning Outcomes:

  • FRTB rules, the regulatory perspective & implementation challenges.
  • Best practices regarding revised internal model & standardised approaches.
  • Performing the P&L attribution test. 
  • The impact of FRTB on your capital requirements.
  • What different data solutions offer & how they can help combat system challenges.

Confirmed Speakers:

  • Thomas Obitz, Director, RiskTransform (Delivering Day 1)
  • Robert Paolino, Former CRO and Head of Risk for two of the largest Global Banks operating in Canada
  • Udit Mahajan, Senior Manager, Co-Head of Market Risk Projects, Deloitte
  • Ludovic Lelegard, Country Head of Traded Risk Analytics, HSBC Bank Canada
  • David Milne, Financial Services Risk Management, Quantitative Advisory Services National Leader, EY
  • Shahed Shafi, Director, Risk Manager, Global Counterparty Portfolio Optimization, Citi
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