FRTB: impact and implementation

  • Treasury and capital markets risk, Regulation, governance and compliance
View Agenda

Key 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 

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Customised solutions

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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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. 

This virtual event offers participants a technical and detailed understanding of the continuing journey of FRTB implementation, including practical examples for value-at-risk and expected shortfall calculations. Led by subject matter expert and faculty member Thomas Obitz, participants will discuss the progress of implementation globally and analyse concepts such as capital requirements and managing data under FRTB.

Dedicated sessions will explore key components and considerations of the SA and the sensitivities-based approach, emerging risk factors from the interbank offered rates transition impact, and the IMA and the trading book/ banking book boundary under FRTB, and will support delegates in applying FRTB principles at their own institutions.

Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
  • 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
  • Subscriber reward: save 30% off the standard rate if you are a subscriber (use code SUB30)
  • Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)

*The 30% subscriber reward discount is applicable only to current subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.

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 


July 16–18, 2024

Live online. Timezones: Emea/Apac


  • Progress of regulatory implementation of the Fundamental Review of the Trading Book (FRTB) in the context of Basel III
  • The impact of FRTB on capital requirements and business models
  • The capital framework and the revised standardised approach (SA)
  • The FRTB credit valuation adjustment (CVA) framework 
  • The revised IMA
  • Understanding and managing non-modellable risk factors (NMRFs)
  • Profit and loss (P&L) attribution tests, desk strategies and capital dynamics
  • Model risk management under FRTB
  • The trading book/banking book boundary and its impact on business models
  • Making FRTB work: target operating model and a system impact and implementation approach

View detailed agenda


Thomas Obitz Risk Learning Faculty

Founder, expert advisor and programme manager FRTB


View bio

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.

Pre-reading materials

The resources below have been selected to enhance your learning experience:

  • The strange effect of US clampdown on FRTB models - Read article
  • Industry divided on whether Europe should delay FRTBRead article
  • As banks limit FRTB model use, outputs get more volatile - Read article
  • FRTB managers face hard facts about risk factors - Read article

A subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.


July 16–18, 2024

Online, Emea/Apac


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Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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