Fundamental Review of the Trading Book

London, March 15th - 16th 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 standardised approaches, the P&L attribution test, modellable and non-modellable risk factors, capital requirements, and data management.

 

Who Should Attend:

  • Market Risk Manager/Analytics
  • FRTB Implementation/Risk
  • Trading Book Capital Management
  • Change Management
  • Risk Capital Manager
  • Quantitative Analytics
  • Risk Officer
  • 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)

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Learning outcomes:

  • Understand FRTB rules, the regulatory perspective & implementation challenges
  • Gain further understanding of the suggested changes of the banking and trading book and what implications this will have on processes and designs
  • Know what the P&L Attribution Test means for you and the practical implications of managing the test
  • Gain a new or enhanced knowledge of desk level approaches from desk structure granularity through to live decision making and gaining sign off
  • Learn what different data solutions offer & how they can help combat system challenges
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2018 Q1 Training Calendar
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