Get up to speed quickly on Fundamental Review of the Trade book

The Fundamental Review of the Trading Book was introduced in 2012 with the implementation of Basel III. Its intention was to fortify Pillar I focusing on the maintenance of regulatory capital for Counterparty Credit Risk, Operational Risk and Market Risk. The famework required three years and four Quantitative Impact Studies before it finally published in early 2016 and because work is still underway it has continued to evolve steadily since the publication. Though banks have until January 2019, implementing it by the deadline will be a herculean task. And because the capital impact of the regulation could be substantial – according to the BCBS could be a 40% market risk capital increase compared to the current framework – it is vital that institutions get to work quickly to fully understand these impacts and adjust for them. To help speed up the learning curve, Numerix is introducing the FRTB Fast Track virtual education course.

The second in our Numerix Fast Track Virtual Education Series, this course is a collection of on-demand educational resources that will help capital market and insurance practitioners get up to speed quickly on FRTB – from foundations to market risk capital fundamentals to the sensitivity based approach.

Participants will gain a deeper understanding of:

  • FRTB Priorities for 2016 and beyond
  • Introduction to FRTB in general and FRTBs Market Risk Capital Regulation
  • How FRTB’s New CVA Capital Framework compares to Basel III
  • Methodology and Business Impacts of FRTB's Sensitivity Based Approach
  • Technical implications of FRTB

 

Click to view the completE TRACK OVERVIEw

The course is broken into three levels containing required reading, lectures and discussions, and because it’s on-demand you can skip parts you’ve mastered, speed through in a day, or take the course on your own pace.

Register now to get on the fast track to a better understanding of FRTB!

 

 

Course is complimentary but registration is required

Get on the Fast Track!

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