Who should attend
This seminar aims at risk managers with an at least basic knowledge in market risk. An in-depth knowledge of market risk modelling techniques and a strong quantitative background, however, are not required.
About the course
Participants of this seminar will gain a solid understanding of the main building blocks of the new FRTB standardised approach and their political motivation and will develop the ability to apply this new standardised approach to simple hypothetical portfolios in Excel.
- Political motivation of the Fundamental Review of the Trading Book (FRTB)
- Overview of the major building blocks of the FRTB
- Status quo of the FRTB application in Europe
- In-depth introduction of the FRTB Standardised Approach
- Application of the FRTB
- Standardised Approach to several hypothetical portfolios: Interactive discussion of worked examples
Interactive seminar, discussions, moderation
Videos and materials
Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.
We are happy to help you find a suitable online alternative.