FRTB: impact and implementation
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.
What participants say:
- ‘Very comprehensive and in-depth training addressing various aspects of FRTB regulation and its application’
Learning objectives
- Understand complex regulatory requirements of the FRTB and its role within the Basel framework
- Evaluate the impact of FRTB on market risk capital requirements and business models
- Explore the revised CVA approach
- Identify key components for capital frameworks and drivers for using the IMA versus the SA
- Compare trade-off between the P&L attribution test and the NMRF regime
- Develop skills to identify and manage implementation pitfalls
- Utilise data vendors and technology to effectively manage FRTB
Who should attend
Relevant departments may include but are not limited to:
- FRTB project teams
- Risk management
- Market risk
- Compliance
- Treasury
- Model validation
- Model risk
- Quants
- Trading desk
- Internal audit
- Regulatory specialists
Agenda
Registration
July 21–23, 2026
Online
13:30 BST
$2499
Enquire about:
- Agenda and registration process
- Group booking rates
- Customisation of this programme
- Season tickets options
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
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