Fundamental Review of the Trading Book

New York, 18 & 19 April 2018

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 standardized approaches, the P&L attribution test, modellable and non-modellable risk factors, capital requirements, and data management.

Who Should Attend:

This course is key for anyone working on FRTB implementation within their company. However, Risk Training 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:

  • Enhanced knowledge of the regulatory perspective and up to date implementation timelines along with an understanding of where other financial institutions are at with their FRTB progress
  • Gain a new or enhanced understanding of the revised standardized approach including the linear charge, curvature charge & default risk charge and how to implement these practically
  • Learn about the revised internal model approach and gain further knowledge of the new operational challenges and how to combat these
  • Insight into the P&L attribution test, learn what it means for your business and how to calculate and implement
  • How to capitalise on your data strategies, manage the challenges and an understanding of what outsourcing options are available
  • Gain an enhanced understanding of desk level approaches including how to tweak the Volcker rules structures and practical back testing approaches
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FRTB NY Event Brochure 2018
Risk Training Calendar Q1 2018
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