The FRTB Playbook: From Regulation to Go-Live: Information Session

The FRTB Playbook: From Regulation to Go-Live

Course Overview - Many jurisdictions have gone live with the Fundamental Review of the Trading Book (FRTB) in 2024 and 2025, with the US, Europe and the UK expected to follow in 2027 or 2028. This comprehensive workshop addresses all aspects of the framework, progressing from the regulatory objectives, through the properties and behaviour of the new risk measures, to organisational, operating model and implementation challenges.

Learning Outcomes - By the end of the program, participants will:

Participants will explore the calculation of both standardised and internal model risk measures, as well as total capital requirements, using Python/Jupyter notebooks. While basic programming skills in Python or Matlab are of advantage, the workshop provides guided examples and exercises that can be followed even with limited coding experience. They will also use ChatGPT for analysing the regulation. To avoid firewall restrictions, we recommend using a personal computer with direct connection to the internet.

https://btrm.org/events/the-frtb-playbook-from-regulation-to-go-live/