FRTB Fundamentals
Comprehensive Training for Banking Professionals
Master the Fundamental Review of the Trading Book with expert guidance on market risk capital rules, standardized approach, and internal models
Master the Fundamental Review of the Trading Book with expert guidance on market risk capital rules, standardized approach, and internal models
Master the latest Basel III market risk framework essential for banking operations and regulatory compliance
Learn both Standardized Approach (SA) and Internal Models Approach (IMA) with real-world calculation examples for SA
Gain expertise in market risk measurement, sensitivities, correlations, and volatilities for effective trading book management
Stand out with specialized FRTB knowledge highly valued by banks and financial institutions
Quant with very broad industry access
Tim brings deep expertise in banking regulation and market risk management. His practical experience with FRTB implementation across multiple institutions provides invaluable insights into real-world challenges and solutions.
Comprehensive overview of the Fundamental Review of the Trading Book framework and its objectives.
Understanding the critical distinction between trading and banking books under FRTB.
Deep dive into the Standardized Approach methodology and calculation framework.
Comprehensive coverage of the Internal Models Approach and regulatory requirements.
Practical insights into FRTB implementation challenges and solutions.
Understanding the criteria for risk factor eligibility under the Internal Models Approach.
In-depth analysis of Non-Modellable Risk Factors and their treatment under FRTB.
Understanding the P&L Attribution Test requirements and implementation.
Comprehensive coverage of liquidity risk considerations under FRTB.
Insights from industry adoption studies and implementation best practices.
A practical, step-by-step guide to reconciling FRTB Standardized Approach calculations for a single SOFR swap using Excel.
Explore how ChatGPT can assist in converting FRTB-related Excel spreadsheets into Python code, and a detailed walkthrough of the GIRR algorithm.
An advanced module covering the reconciliation of Standardized Approach calculations for complex instruments including cross-currency interest rate swaps and FX forwards.
"This course provided exactly what I needed to understand FRTB implementation at our bank. The practical SA examples and real-world insights clarified many things."
"Tim's expertise in FRTB is evident throughout the course. The detailed coverage of both SA and IMA approaches helped me understand the complete framework."
"Excellent course for understanding the practical implications of FRTB. The sample calculations and implementation guidance were particularly helpful."
Basic understanding of banking operations and market risk concepts is helpful but not required. The course starts with fundamentals and builds up to advanced topics.
You have lifetime access to all course materials, including any future updates and additional content that may be added.
Yes, the course provides comprehensive coverage of both SA and IMA, including detailed explanations, calculations, and practical implementation guidance.
Absolutely. The course includes numerous practical examples, sample calculations, and real-world case studies to illustrate key concepts and implementation challenges.
Yes, the course is designed to provide comprehensive knowledge that consultants can apply across different institutions and FRTB implementation projects.
30-day money-back guarantee
Join banking professionals who are advancing their careers with this comprehensive course.
Enroll Now with 25% DiscountOffer expires in:
