New FRTB Standardised Approach: Introduction, Motivation and Worked Examples

Frankfurt School of Finance & Management

How long?

  • 1 day
  • in person

Frankfurt School of Finance & Management

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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.

Contents

  • 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

Methodology

Interactive seminar, discussions, moderation

Videos and materials

New FRTB Standardised Approach: Introduction, Motivation and Worked Examples at Frankfurt School of Finance & Management

From  850 EUR$1,020

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Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

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