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:
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.
REGISTRATION
Complete the Form Below to Access the On-Demand Course Materials
Risk Japan 2023
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining...
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations
White paper | Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions...
Join us for NEXT 2022 - the Numerix User Conference
Asia Risk Congress 2022
White paper | Technology and Human Disruptors Impacting the Capital Markets
Article | A Few Insights into Crypto Risk
Institutional-Grade Crypto Analytics and Real-Time Risk Management
White paper | The State of XVA Usage in Latin America – A 2022 Update
White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for...
Checklist | Where are you in your SEC Rule 18f-4 implementation?