FRTB: impact and implementation
View AgendaKey reasons to attend
- Prepare for implementation of the Fundamental Review of the Trading Book (FRTB) and capital floor requirements
- Compare the revised standardised approach (SA) and the internal models approach (IMA)
- Understand the trading book/banking book boundary and implications
Customised training
Does your team require a tailored learning solution?
We partner with leading tutors and Risk.net’s editorial team to design learning solutions that drive real impact for your team, every step of the way.
About the course
Explore the impact and implementation of FRTB within financial institutions from the perspectives of model risk management, capital requirements and data management.
Differences between the EU and US approaches to Basel implementation are creating real challenges for global banks, described in this article by Risk.net. As a result of inconsistencies in capital requirements and how market risk is measured, FRTB is no longer one global standard. These diverging interpretations of the same framework by the EU and US have meaningful implications for institutions large and small.
This course breaks down the nuances of the FRTB framework, where regimes diverge and what those differences look like in practice. The key to maintaining compliance and evolving with the market means understanding global perspectives, knowing how to respond and adapting your business practices.
Pricing options*:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
- Season tickets: save up to 60% - request price breakdown
T&Cs apply
What participants say:
- ‘Very comprehensive and in-depth training addressing various aspects of FRTB regulation and its application’
Learning objectives
- Recognise where your company is on its FRTB implementation journey
- Manage the impact of FRTB on the capital floor
- Identify key components for capital frameworks and drivers for using the IMA versus the SA
- Understand the relationship between FRTB and International Financial Reporting Standard 9 – known as IFRS 9 – on the banking and trading books
- Develop skills to identify and manage implementation pitfalls
Who should attend
Relevant departments may include but are not limited to:
- FRTB project teams
- Risk management
- Quantitative analytics functions
- Trading and product development
- Finance and capital management
- IT and data management
- Interbank offered rates transition
- Model risk management
- Internal audit
Tutors
Thomas Obitz Risk Learning Faculty
Founder, expert adviser and programme manager FRTB
RiskTransform
Thomas Obitz, a Risk Learning faculty member, has more than 20 years of consulting experience in investment and commercial banking and broader financial markets. He focuses on risk transformation and works with global banks on their implementation of FRTB. Thomas has publications on risk change and FRTB, is GARB FRM certified and has a MSc in financial mathematics.
Expand your learning
The premier meeting place for the risk community. Providing clarity and guidance on the fast-changing regulatory landscape of capital, credit and market risk, liquidity and derivates use.
Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Risk Books are authored by leading professionals and academics. With over 150 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Regularly updated by our team analysts, journalists and producers, our glossary demystifies the terminology and acronyms used in risk management, risk transfer, policy, technology and innovation.